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~isPartOf:"Journal of economic dynamics & control"
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The mathematics of hedging
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Theorie
49
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49
Hedging
47
Derivat
39
Derivative
39
Option pricing theory
34
Optionspreistheorie
34
Portfolio selection
31
Portfolio-Management
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19
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19
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18
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86
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Lioui, Abraham
4
Branger, Nicole
3
Chang, Chien-hung
3
Lin, Yueh-neng
3
Poncet, Patrice
3
Zenios, Stauros Andrea
3
Badescu, Alexandru
2
Cheng, Jun
2
Chiarella, Carl
2
Das, Sanjiv R.
2
Elliott, Robert J.
2
Ewald, Christian-Oliver
2
Fabozzi, Frank J.
2
Hassan, Nadima el
2
Ibraimi, Meriton
2
Joshi, Mark S.
2
Kouwenberg, Roy
2
Leippold, Markus
2
Li, Lingfei
2
Munk, Claus
2
Tang, Robert
2
Zhang, Gongqiu
2
Zhang, Jin E.
2
Alfeus, Mesias
1
Aliprantis, Charalambos D.
1
Ankirchner, Stefan
1
Augustin, Patrick
1
Augustyniak, Maciej
1
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1
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1
Bianchi, Daniele
1
Blenman, Lloyd P.
1
Bo, Lijun
1
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Journal of economic dynamics & control
The journal of futures markets
706
Journal of banking & finance
326
International journal of theoretical and applied finance
276
Energy economics
211
Finance research letters
202
NBER working paper series
192
Working paper / National Bureau of Economic Research, Inc.
184
International review of financial analysis
181
IMF Working Papers
167
Journal of financial economics
165
International review of economics & finance : IREF
155
The journal of finance : the journal of the American Finance Association
155
NBER Working Paper
142
The journal of derivatives : the official publication of the International Association of Financial Engineers
133
The review of financial studies
132
Applied mathematical finance
131
European journal of operational research : EJOR
131
Finance and stochastics
124
Journal of financial and quantitative analysis : JFQA
121
The European journal of finance
120
Applied economics
117
Management science : journal of the Institute for Operations Research and the Management Sciences
117
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
SpringerLink / Bücher
101
The North American journal of economics and finance : a journal of financial economics studies
101
Applied financial economics
100
Review of derivatives research
98
Quantitative finance
96
Economic modelling
95
Discussion paper / Centre for Economic Policy Research
94
The accounting review : a publication of the American Accounting Association
94
Insurance / Mathematics & economics
90
Journal of international financial markets, institutions & money
89
Working paper
89
Research in international business and finance
88
Research paper series / Swiss Finance Institute
88
Economics letters
87
Applied economics letters
86
Pacific-Basin finance journal
83
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ECONIS (ZBW)
86
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1
CDS Returns
Augustin, Patrick
;
Saleh, Fahad
;
Xu, Haohua
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503412
Saved in:
2
Options
and structured products in behavioral portfolios
Das, Sanjiv R.
;
Statman, Meir
- In:
Journal of economic dynamics & control
37
(
2013
)
1
,
pp. 137-153
Persistent link: https://www.econbiz.de/10009703606
Saved in:
3
Computation of Greeks using binomial trees in a jump-diffusion model
Suda, Shintaro
;
Muroi, Yoshifumi
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 93-110
Persistent link: https://www.econbiz.de/10011474273
Saved in:
4
Hedge fund seeding via fees-for-seed
swaps
under idiosyncratic risk
Ewald, Christian-Oliver
;
Zhang, Hai
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 45-59
Persistent link: https://www.econbiz.de/10011708768
Saved in:
5
Volatility
swaps
and volatility
options
on discretely sampled realized variance
Lian, Guanghua
;
Chiarella, Carl
;
Kalev, Petko S.
- In:
Journal of economic dynamics & control
47
(
2014
),
pp. 239-262
Persistent link: https://www.econbiz.de/10010485855
Saved in:
6
Interest rate
swaps
and corporate default
Jermann, Urban J.
;
Yue, Vivian Z.
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 104-120
Persistent link: https://www.econbiz.de/10011973928
Saved in:
7
Dynamic
hedging
of synthetic CDO tranches with spread risk and default contagion
Frey, Rüdiger
;
Backhaus, Jochen
- In:
Journal of economic dynamics & control
34
(
2010
)
4
,
pp. 710-724
Persistent link: https://www.econbiz.de/10003966525
Saved in:
8
Rejoinder to a remark on Lin and Chang's paper "Consistent modeling of S&P 500 and VIX derivatives"
Lin, Yueh-neng
;
Chang, Chien-hung
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 716-718
Persistent link: https://www.econbiz.de/10009554307
Saved in:
9
On pricing and
hedging
options
in regime-switching models with feedback effect
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alexandru
- In:
Journal of economic dynamics & control
35
(
2011
)
5
,
pp. 694-713
Persistent link: https://www.econbiz.de/10009240566
Saved in:
10
Optimal
hedging
in a dynamic
futures
market with a nonnegativity constraint on wealth
Lioui, Abraham
- In:
Journal of economic dynamics & control
20
(
1996
)
6
,
pp. 1101-1113
Persistent link: https://www.econbiz.de/10001200764
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