//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Hedging"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Fourier space time-stepping fo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hedging
Stochastischer Prozess
17,115
Stochastic process
16,675
Optionspreistheorie
14,747
Option pricing theory
14,289
Theorie
12,542
Theory
12,217
Volatilität
5,955
Volatility
5,848
Optionsgeschäft
2,917
Option trading
2,898
Derivat
2,533
Derivative
2,529
Portfolio-Management
2,302
Portfolio selection
2,282
Mathematische Optimierung
2,211
Mathematical programming
2,198
Schätzung
2,132
Estimation
2,081
Zeitreihenanalyse
1,526
Time series analysis
1,477
CAPM
1,398
Risiko
1,347
Risk
1,333
Schätztheorie
1,288
USA
1,274
Estimation theory
1,264
Zinsstruktur
1,257
Yield curve
1,241
United States
1,228
Black-Scholes-Modell
1,171
Börsenkurs
1,118
Black-Scholes model
1,115
Statistische Verteilung
1,082
Share price
1,080
Statistical distribution
1,062
Markov chain
1,051
Markov-Kette
1,051
Monte-Carlo-Simulation
1,040
Monte Carlo simulation
1,035
more ...
less ...
Online availability
All
Free
406
Undetermined
325
Type of publication
All
Article
803
Book / Working Paper
632
Type of publication (narrower categories)
All
Article in journal
751
Aufsatz in Zeitschrift
751
Graue Literatur
190
Non-commercial literature
190
Working Paper
178
Arbeitspapier
156
Hochschulschrift
84
Thesis
69
Aufsatz im Buch
47
Book section
47
Lehrbuch
44
Textbook
40
Glossar enthalten
17
Glossary included
17
Collection of articles of several authors
14
Sammelwerk
14
Collection of articles written by one author
13
Sammlung
13
Conference paper
8
Konferenzbeitrag
8
Bibliografie enthalten
7
Bibliography included
7
Forschungsbericht
7
Aufsatzsammlung
6
Amtsdruckschrift
5
Government document
5
CD-ROM, DVD
4
Conference proceedings
4
Dissertation u.a. Prüfungsschriften
4
Konferenzschrift
4
Accompanied by computer file
3
Aufgabensammlung
3
Elektronischer Datenträger als Beilage
3
Festschrift
2
Mikroform
2
Systematic review
2
Übersichtsarbeit
2
Bibliografie
1
Case study
1
Fallstudie
1
more ...
less ...
Language
All
English
1,364
German
68
French
2
Undetermined
2
Spanish
1
Author
All
Hull, John
27
Kohlmann, Michael
21
Melʹnikov, Aleksandr V.
14
Engle, Robert F.
13
Madan, Dilip B.
13
Platen, Eckhard
12
Rosenberg, Joshua V.
12
Alexander, Carol
11
Hess, Markus
11
Kallsen, Jan
11
Korn, Olaf
11
Schoutens, Wim
11
Benth, Fred Espen
10
Frey, Rüdiger
10
Föllmer, Hans
10
Černý, Aleš
10
Branger, Nicole
9
Carr, Peter
9
Elliott, Robert J.
9
Soner, Halil Mete
9
Deutsch, Hans-Peter
8
Dhaene, Jan
8
Sommer, Daniel
8
Yang, Zhaojun
8
Bayraktar, Erhan
7
Bühler, Wolfgang
7
Dolinsky, Yan
7
Ewald, Christian-Oliver
7
Kaeck, Andreas
7
Leippold, Markus
7
Mahayni, Antje
7
Pedersen, Lasse Heje
7
Pham, Huyên
7
Poteshman, Allen M.
7
Schweizer, Martin
7
Tang, Shanjian
7
Ziveyi, Jonathan
7
Bouchard, Bruno
6
Siu, Tak Kuen
6
Tankov, Peter
6
more ...
less ...
Institution
All
National Bureau of Economic Research
6
Bonn Graduate School of Economics
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Pearson Studium
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Centre for Analytical Finance <Århus>
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Deutsche Forschungsgemeinschaft
1
Institute of Finance and Accounting <London>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
International Conference on Stochastic Finance <2004, Lissabon>
1
Johannes Gutenberg-Universität Mainz
1
Karlsruher Institut für Technologie
1
London Business School
1
Shaker Verlag
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
Universität Ulm
1
Walter de Gruyter GmbH & Co. KG
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
Finance and stochastics
38
Applied mathematical finance
32
The journal of futures markets
28
Insurance / Mathematics & economics
27
Quantitative finance
27
Journal of banking & finance
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Journal of economic dynamics & control
19
Review of derivatives research
15
Research paper series / Swiss Finance Institute
14
Energy economics
13
European journal of operational research : EJOR
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Risks : open access journal
12
Annals of finance
10
Computational economics
10
Mathematical methods of operations research
10
The journal of computational finance
10
Discussion paper / B
9
International journal of financial engineering
9
Risk and decision analysis
9
Swiss Finance Institute Research Paper
9
The European journal of finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
CoFE Discussion Paper
7
CoFE discussion papers
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion paper / Tinbergen Institute
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
Finance research letters
7
Journal of mathematical finance
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
Advanced mathematical methods for finance
6
Bonn Econ Discussion Papers / BGSE
6
Computational Management Science : CMS
6
Journal of risk and financial management : JRFM
6
NBER working paper series
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
more ...
less ...
Source
All
ECONIS (ZBW)
1,405
EconStor
22
USB Cologne (EcoSocSci)
6
USB Cologne (business full texts)
1
BASE
1
Showing
1
-
10
of
1,435
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
2
Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
Saved in:
3
Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C.
-
1998
Persistent link: https://www.econbiz.de/10000676156
Saved in:
4
Pricing, hedging, and calibration in jump-diffusion models
Tankov, Peter
;
Voltchkova, Ekaterina
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 129-160)
.
2009
Persistent link: https://www.econbiz.de/10003787598
Saved in:
5
Optimal static-dynamic hedges for barrier options
Ilhan, Aytaç
;
Sircar, Kaushik Ronnie
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 359-385
Persistent link: https://www.econbiz.de/10003326016
Saved in:
6
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:
7
Essays on market frictions and model misspecification in asset pricing
Seeger, Norman
-
2009
Persistent link: https://www.econbiz.de/10003863665
Saved in:
8
Pricing and hedging of CDO-squared tranches by using a one factor Lévy model
Guillaume, Florence
;
Jacobs, Philippe
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 663-685
Persistent link: https://www.econbiz.de/10003899503
Saved in:
9
Pricing and hedging of quanto range accrual notes under Gaussian HJM with cross-currency Levy processes
Liao, Szu-Lang
;
Hsu, Pao-Peng
- In:
The journal of futures markets
29
(
2009
)
10
,
pp. 973-998
Persistent link: https://www.econbiz.de/10003900954
Saved in:
10
Robust static hedging of barrier options in stochastic volatility models
Maruhn, Jan H.
;
Sachs, Ekkehard
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 405-433
Persistent link: https://www.econbiz.de/10003909254
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->