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Hedging
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Kabanov, Jurij M.
5
Hobson, David G.
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Obłój, Jan
4
Bartl, Daniel
3
Bouchard, Bruno
3
Carr, Peter
3
Pham, Huyên
3
Stricker, Christophe
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Campi, Luciano
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Cox, Alexander M. G.
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Cvitanić, Jakša
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Frey, Rüdiger
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Hou, Zhaoxu
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Jeanblanc, Monique
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Karatzas, Ioannis
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Lee, Roger
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Finance and stochastics
Journal of air transport management
593
The journal of futures markets
331
IMF Working Papers
169
Journal of revenue and pricing management
159
Energy economics
141
NBER working paper series
140
International journal of industrial organization
139
Working paper / National Bureau of Economic Research, Inc.
123
Transportation research / E : an international journal
117
Journal of banking & finance
116
Finance research letters
115
International journal of theoretical and applied finance
115
NBER Working Paper
104
European journal of operational research : EJOR
98
Discussion paper / Centre for Economic Policy Research
96
International review of economics & finance : IREF
91
International review of financial analysis
90
Economics letters
83
IMF Staff Country Reports
81
Management science : journal of the Institute for Operations Research and the Management Sciences
72
Applied economics
69
CESifo working papers
68
Insurance / Mathematics & economics
68
Journal of financial economics
68
Working paper
68
Economic modelling
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
MPRA Paper
62
Review of industrial organization : RIO
61
Discussion paper / Tinbergen Institute
58
The review of financial studies
58
The North American journal of economics and finance : a journal of financial economics studies
56
American journal of agricultural economics
54
The journal of finance : the journal of the American Finance Association
53
Applied economics letters
51
CEPR Discussion Papers
51
Journal of multinational financial management
51
Applied mathematical finance
50
Journal of economic dynamics & control
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ECONIS (ZBW)
73
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1
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1
Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
Saved in:
2
Exploding
hedging
errors for digital options
Gallus, Christoph
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 187-201
Persistent link: https://www.econbiz.de/10001367045
Saved in:
3
Complete markets with discontinuous security price
Dritschel, Michael
;
Protter, Philip
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 203-214
Persistent link: https://www.econbiz.de/10001367323
Saved in:
4
Hedging
and liquidation under transaction costs in currency markets
Kabanov, Yuri M.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 237-248
Persistent link: https://www.econbiz.de/10001367370
Saved in:
5
A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
Saved in:
6
Dynamic programming and mean-variance
hedging
Laurent, Jean Paul
;
Pham, Huyên
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001367656
Saved in:
7
Hedging
contingent claims on semimartingales
Jarrow, Robert
;
Madan, Dilip B.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
Saved in:
8
Quantile
hedging
Föllmer, Hans
;
Leukert, Peter
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 251-273
Persistent link: https://www.econbiz.de/10001389101
Saved in:
9
Weighted norm inequalities and
hedging
in incomplete markets
Delbaen, Freddy
(
contributor
)
- In:
Finance and stochastics
1
(
1997
)
3
,
pp. 181-227
Persistent link: https://www.econbiz.de/10001224224
Saved in:
10
Hedging
American contingent claims with constrained portfolios
Karatzas, Ioannis
- In:
Finance and stochastics
2
(
1998
)
3
,
pp. 215-258
Persistent link: https://www.econbiz.de/10001243272
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