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~subject:"Hedging"
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Hedging
Optionspreistheorie
14,803
Option pricing theory
14,344
Theorie
11,273
Theory
11,013
Transaction costs
10,382
Transaktionskosten
10,221
Volatilität
4,783
Volatility
4,722
Derivat
4,116
Derivative
4,111
Portfolio-Management
3,793
Portfolio selection
3,775
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3,478
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3,421
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3,110
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2,427
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2,384
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1,894
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1,854
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1,795
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1,770
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1,555
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1,552
CAPM
1,427
transaction costs
1,389
Welt
1,378
World
1,350
Kapitaleinkommen
1,254
Capital income
1,251
Black-Scholes-Modell
1,203
Börsenkurs
1,184
Share price
1,163
Black-Scholes model
1,147
Zinsstruktur
1,084
hedging
1,070
Yield curve
1,068
Deutschland
1,029
Germany
976
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2,956
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2,357
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7
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Broll, Udo
195
Lien, Da-hsiang Donald
88
Wahl, Jack E.
74
Kit, Pong Wong
71
McAleer, Michael
40
Hammoudeh, Shawkat
34
Zilcha, Itzhak
34
Acharya, Viral V.
32
Alexander, Carol
32
Hull, John
29
Mensi, Walid
29
Platen, Eckhard
29
Lo, Andrew W.
28
Cotter, John
27
Kang, Sang Hoon
27
Madan, Dilip B.
26
Engle, Robert F.
25
Dionne, Georges
24
Korn, Olaf
24
Schweizer, Martin
24
Kohlmann, Michael
23
Adam-Müller, Axel F. A.
22
Bouri, Elie
22
Conlon, Thomas
22
Fabozzi, Frank J.
22
Frey, Rüdiger
22
Giglio, Stefano
22
Hau, Harald
22
Alghalith, Moawia
21
Chang, Chia-Lin
21
Eckwert, Bernhard
21
Shiller, Robert J.
20
Welzel, Peter
20
Hanly, Jim
19
Lee, Cheng F.
19
Lucey, Brian M.
19
Agarwal, Vikas
18
Caballero, Ricardo J.
18
Föllmer, Hans
18
Li, Johnny Siu-Hang
18
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National Bureau of Economic Research
66
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
12
C.E.P.R. Discussion Papers
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Institute of Finance and Accounting <London>
6
National Centre of Competence in Research - Financial Valuation and Risk Management
6
University of Bonn, Germany
6
Universität Augsburg / Institut für Volkswirtschaftslehre
6
Université Paris-Dauphine (Paris IX)
6
Bonn Graduate School of Economics
5
Henley Business School, University of Reading
5
International Accounting Standards Board
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Center for Economic Research <Tilburg>
4
Manchester Business School
4
Centre for Analytical Finance <Århus>
3
Deutsche Forschungsgemeinschaft
3
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Rodney L. White Center for Financial Research
3
School of Finance and Business Economics <Perth, Western Australia>
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
3
Weltbank / International Trade Division
3
World Scientific Publishing Co. Pte. Ltd.
3
Center for Financial Studies
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
2
Chambre de commerce et d'industrie de Paris
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
2
Cowles Foundation for Research in Economics, Yale University
2
Department of Agribusiness and Applied Economics, North Dakota State University
2
Department of Economics and Related Studies, University of York
2
Department of Economics, Oxford University
2
Federal Reserve Bank <New York, NY>
2
Federal Reserve System, Federal Reserve Staffs
2
Geary Institute, University College Dublin
2
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The journal of futures markets
331
Energy economics
124
Finance research letters
116
International journal of theoretical and applied finance
115
Journal of banking & finance
113
International review of financial analysis
89
International review of economics & finance : IREF
81
Finance and stochastics
73
Insurance / Mathematics & economics
68
NBER working paper series
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
Journal of financial economics
62
Applied economics
56
Working paper / National Bureau of Economic Research, Inc.
55
Economic modelling
54
The review of financial studies
54
Applied mathematical finance
51
Journal of multinational financial management
51
The North American journal of economics and finance : a journal of financial economics studies
50
Journal of economic dynamics & control
49
The journal of finance : the journal of the American Finance Association
49
European journal of operational research : EJOR
46
Managerial Finance
46
The European journal of finance
46
Research in international business and finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
NBER Working Paper
43
Quantitative finance
42
Research paper series / Swiss Finance Institute
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of financial and quantitative analysis : JFQA
40
Management science : journal of the Institute for Operations Research and the Management Sciences
39
Journal of international financial markets, institutions & money
38
Risks : open access journal
38
Applied financial economics
35
American journal of agricultural economics
34
Journal of international money and finance
34
Journal of risk and financial management : JRFM
33
Swiss Finance Institute Research Paper
33
Working paper
33
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Source
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ECONIS (ZBW)
9,401
RePEc
341
USB Cologne (EcoSocSci)
140
Other ZBW resources
136
EconStor
130
USB Cologne (business full texts)
44
BASE
27
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1
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10
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date (oldest first)
1
Essays on derivatives pricing in incomplete markets
Gerer, Johannes
-
2016
Persistent link: https://www.econbiz.de/10012128861
Saved in:
2
Dynamic conic finance : pricing and
hedging
in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
Saved in:
3
Approximate
hedging
in a local volatility model with proportional transaction costs
Lépinette, Emmanuel
;
Tran, Tuan
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 313-341
Persistent link: https://www.econbiz.de/10010499677
Saved in:
4
Limit theorems for partial
hedging
under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
5
Hedging
options including transaction costs in incomplete markets
Safarian, Mher M.
-
2014
In this paper we study a
hedging
problem for European options taking into account the presence of transaction costs. In … martingale price process shows the existence of a risk minimizing
hedging
strategy. …
Persistent link: https://www.econbiz.de/10010344251
Saved in:
6
Convex duality with transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Mathematics of operations research
42
(
2017
)
2
,
pp. 448-471
Persistent link: https://www.econbiz.de/10011684447
Saved in:
7
Option pricing and
hedging
with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
8
Conditional-mean
hedging
under transaction costs in Gaussian models
Sottinen, Tommi
;
Viitasaari, Lauri
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011854596
Saved in:
9
Strategien zur Absicherung ungewisser Verpflichtungen mit
Transaktionskosten
im Binomialmodell
Wehrmann, Dirk C.
-
1998
Persistent link: https://www.econbiz.de/10000676156
Saved in:
10
Optionsbildung und Absicherung von Optionen unter Berücksichtigung von
Transaktionskosten
Safarian, Mher M.
-
1997
Persistent link: https://www.econbiz.de/10000962754
Saved in:
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