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~subject:"Hedging"
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Hedging
Volatility
41,129
Volatilität
40,860
Theorie
28,454
Theory
27,811
Stochastischer Prozess
17,322
Stochastic process
16,876
Optionspreistheorie
14,846
Option pricing theory
14,385
Derivat
14,006
Derivative
13,969
Börsenkurs
10,999
Share price
10,835
Schätzung
10,771
Estimation
10,531
Statistische Verteilung
8,535
Kapitaleinkommen
8,378
Capital income
8,347
Statistical distribution
8,325
USA
7,146
ARCH-Modell
7,050
ARCH model
6,967
United States
6,924
Aktienmarkt
6,338
Stock market
6,265
Welt
6,135
World
6,021
Portfolio-Management
5,905
Portfolio selection
5,863
Prognoseverfahren
5,354
Forecasting model
5,277
Optionsgeschäft
5,150
Option trading
4,941
Wechselkurs
4,913
Exchange rate
4,807
Risk
4,642
Zeitreihenanalyse
4,631
Risiko
4,616
Time series analysis
4,503
Schätztheorie
3,778
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Free
1,048
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939
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2,351
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1,601
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2
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1
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Lien, Da-hsiang Donald
49
Broll, Udo
29
Hull, John
28
McAleer, Michael
28
Kit, Pong Wong
27
Kohlmann, Michael
22
Hammoudeh, Shawkat
20
Frey, Rüdiger
19
Alexander, Carol
18
Korn, Olaf
18
Mensi, Walid
18
Engle, Robert F.
17
Kang, Sang Hoon
16
Madan, Dilip B.
16
Benth, Fred Espen
15
Chang, Chia-Lin
15
Platen, Eckhard
15
Melʹnikov, Aleksandr V.
14
Fabozzi, Frank J.
13
Branger, Nicole
12
Giglio, Stefano
12
Kallsen, Jan
12
Rosenberg, Joshua V.
12
Schlag, Christian
12
Carr, Peter
11
Dew-Becker, Ian
11
Hess, Markus
11
Schoutens, Wim
11
Soner, Halil Mete
11
Acharya, Viral V.
10
Föllmer, Hans
10
Yamada, Yuji
10
Zilcha, Itzhak
10
Černý, Aleš
10
Barbi, Massimiliano
9
Borensztein, Eduardo
9
Bos, Charles S.
9
Cotter, John
9
Dhaene, Jan
9
Elliott, Robert J.
9
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National Bureau of Economic Research
19
Bonn Graduate School of Economics
5
Universität Augsburg / Institut für Volkswirtschaftslehre
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Institute of Finance and Accounting <London>
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
2
Department of Economics and Related Studies, University of York
2
Deutsche Forschungsgemeinschaft
2
Institute of Chartered Financial Analysts of India
2
International Accounting Standards Board
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Pearson Studium
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
BDO Austria GmbH <Wien>
1
Birmingham Business School
1
Canadian International Futures Conference and Research Seminar <4, 1988, Toronto>
1
Canadian Securities Institute <Toronto>
1
Center for Economic Research <Tilburg>
1
Centre for Analytical Finance <Århus>
1
Centro di Economia Monetaria e Finanziaria Paolo Baffi
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Colwell, David, Banking & Finance, Australian School of Business, UNSW
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
Department of Economics and Finance, College of Business and Economics
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Federal Reserve Bank of St. Louis
1
Foerder Institute for Economic Research <Tēl-Āvîv>
1
Institut für Schweizerisches Bankwesen <Zürich>
1
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
1
Institute of Economic Research, Kyoto University
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives <10., 2021, Online>
1
International Conference on Futures and Other Derivatives <11., 2022, Online>
1
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Published in...
All
The journal of futures markets
152
International journal of theoretical and applied finance
93
Energy economics
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
56
Journal of banking & finance
53
Finance and stochastics
45
Applied mathematical finance
42
Finance research letters
41
International review of financial analysis
37
Quantitative finance
34
International review of economics & finance : IREF
31
The journal of derivatives : the official publication of the International Association of Financial Engineers
31
Insurance / Mathematics & economics
30
The North American journal of economics and finance : a journal of financial economics studies
29
Journal of economic dynamics & control
26
Review of derivatives research
23
Applied economics
21
Journal of financial economics
21
The European journal of finance
21
Journal of multinational financial management
20
Research in international business and finance
20
Discussion paper / Tinbergen Institute
19
Economic modelling
19
NBER working paper series
19
Working paper / National Bureau of Economic Research, Inc.
19
Computational economics
18
Risks : open access journal
18
European journal of operational research : EJOR
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Working paper
17
Journal of risk and financial management : JRFM
16
Research paper series / Swiss Finance Institute
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of finance : the journal of the American Finance Association
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
Mathematical methods of operations research
13
The journal of fixed income
13
The review of financial studies
13
Advances in futures and options research : a research annual
12
Annals of finance
12
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Source
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ECONIS (ZBW)
3,864
USB Cologne (EcoSocSci)
36
EconStor
34
RePEc
10
USB Cologne (business full texts)
5
BASE
4
Other ZBW resources
2
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date (oldest first)
1
Exploring option pricing and hedging via
volatility
asymmetry
Casas, Isabel
;
Veiga, Helena
- In:
Computational economics
57
(
2021
)
4
,
pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
Saved in:
2
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:
3
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:
4
Time-discrete hedging of down-and-out puts with overnight trading gaps
Baule, Rainer
;
Rosenthal, Philip
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
1
,
pp. 1-20
stochastic
volatility
and jumps are present. …
Persistent link: https://www.econbiz.de/10012813892
Saved in:
5
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
6
Volatility
derivatives and model-free implied leverage
Fukasawa, Masaaki
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010363969
Saved in:
7
Target
volatility
option pricing
Di Graziano, Giuseppe
;
Torricelli, Lorenzo
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10009562145
Saved in:
8
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
9
Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian
;
Wang, Zi-Ling
;
Xiao, Wei-Lin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
Saved in:
10
Pricing and hedging competitiveness of the tree option pricing models : evidence from India
Singh, Vipul Kumar
- In:
The journal of asset management
17
(
2016
)
6
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011648199
Saved in:
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