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Caporale, Guglielmo Maria
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105
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100
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99
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98
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96
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96
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95
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92
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90
Phillips, Peter C. B.
90
Stambaugh, Robert F.
89
Koopman, Siem Jan
86
Kelly, Bryan T.
84
Pierdzioch, Christian
84
Allen, David E.
83
Harvey, Campbell R.
81
Hautsch, Nikolaus
79
Wohar, Mark E.
79
Zhou, Guofu
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Ekonomiska forskningsinstitutet <Stockholm>
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Springer Fachmedien Wiesbaden
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Chambre de commerce et d'industrie de Paris
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New York Stock Exchange
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Stanford Institute for Economic Policy Research
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Journal of financial economics
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NBER Working Paper
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European journal of operational research : EJOR
830
International review of financial analysis
771
The journal of futures markets
663
The review of financial studies
616
International review of economics & finance : IREF
598
Pacific-Basin finance journal
592
Applied economics
562
International journal of theoretical and applied finance
551
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Applied economics letters
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Economics letters
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Journal of empirical finance
485
Energy economics
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Applied financial economics
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434
The North American journal of economics and finance : a journal of financial economics studies
429
Journal of economic dynamics & control
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Review of quantitative finance and accounting
413
Management science : journal of the Institute for Operations Research and the Management Sciences
411
Research in international business and finance
409
Insurance / Mathematics & economics
406
Journal of international financial markets, institutions & money
402
Discussion paper / Centre for Economic Policy Research
381
The European journal of finance
367
Quantitative finance
366
Finance and stochastics
365
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
364
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324
Research paper series / Swiss Finance Institute
317
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285
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274
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EconStor
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1
Hedging
and portfolio optimization in illiquid financial markets
Bank, Peter
;
Baum, Dietmar
-
2002
Persistent link: https://www.econbiz.de/10001685047
Saved in:
2
Hedging
and portfolio optimization in financial markets with a large trader
Bank, Peter
;
Baum, Dietmar
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001917650
Saved in:
3
Volatility Markets : Consistent Modelling,
Hedging
and Practical Implementation (Dissertation)
Buehler, Hans
-
2010
This is the revised version of my dissertation. The dissertation covers pricing and
hedging
of volatiluty derivatives …, Dupire, Heston), Heston-type models with semi-closed forms, algorithms to perform parameter
hedging
with linear programming …
Persistent link: https://www.econbiz.de/10014218997
Saved in:
4
Three-Benchmarked Risk Minimization for Jump Diffusion Markets
Du, Ke
-
2012
The paper discusses the problem of
hedging
not perfectly replicable contingent claims by using a benchmark, the … pricing and
hedging
for an increasing number of not fully replicable benchmarked contingent claims …
Persistent link: https://www.econbiz.de/10013098521
Saved in:
5
Benchmarked Risk Minimization for Jump Diffusion Markets
Platen, Eckhard
-
2012
The paper discusses the problem of
hedging
not perfectly replicable contingent claims by using a benchmark, the … pricing and
hedging
for an increasing number of not fully replicable benchmarked contingent claims …
Persistent link: https://www.econbiz.de/10013098766
Saved in:
6
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
7
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
Saved in:
8
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Saved in:
9
Volatility markets : consistent modeling,
hedging
and practical implementation
Bühler, Hans
-
2006
Persistent link: https://www.econbiz.de/10003372033
Saved in:
10
Essays on market frictions and model misspecification in asset pricing
Seeger, Norman
-
2009
Persistent link: https://www.econbiz.de/10003863665
Saved in:
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