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Hedging
Economics
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pricing
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26
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18
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14
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13
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13
Rosenberg, Joshua V.
12
Alexander, Carol
11
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11
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11
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10
Kallsen, Jan
10
Černý, Aleš
10
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9
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9
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8
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8
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8
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7
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7
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
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1
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1
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1
World Scientific Publishing Co. Pte. Ltd.
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International journal of theoretical and applied finance
62
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Applied mathematical finance
29
Finance and stochastics
29
The journal of futures markets
28
Quantitative finance
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Journal of banking & finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Journal of economic dynamics & control
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Review of derivatives research
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Research paper series / Swiss Finance Institute
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Risks : open access journal
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European journal of operational research : EJOR
11
Energy economics
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The journal of computational finance
10
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9
Risk and decision analysis
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Finance research letters
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International journal of financial engineering
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6
Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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Advanced mathematical methods for finance
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Advances in futures and options research : a research annual
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Annals of finance
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ECONIS (ZBW)
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EconStor
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1
American-type basket option
pricing
: a simple two-dimensional partial differential equation
Hanbali, Hamza
;
Linders, Daniel
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1689-1704
Persistent link: https://www.econbiz.de/10012194817
Saved in:
2
Pricing
and hedging under high-dimensional jump-diffusion models using partial differential equations
Hepperger, Peter Thomas
-
2011
Persistent link: https://www.econbiz.de/10009375794
Saved in:
3
The informed and uninformed agent's price of a contingent claim
Kohlmann, Michael
;
Zhou, Xun Yu
-
1999
filtration of the underlying Brownian motion is proved. This result is applied to the
pricing
of contingent claims. It allows to …
Persistent link: https://www.econbiz.de/10011544358
Saved in:
4
On robustness of the black-scholes partial differential equation model
Mastinsek, Miklavz
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011455391
Saved in:
5
Pricing
and hedging of variable annuities with state-dependent fees
Delong, Łukasz
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 24-33
Persistent link: https://www.econbiz.de/10010437640
Saved in:
6
Rational hedging and valuation with utility-based preferences
Becherer, Dirk
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639701
Saved in:
7
The informed and uninformed agent's price of a contingent claim
Kohlmann, Michael
;
Zhou, Xun Yu
-
1999
Persistent link: https://www.econbiz.de/10001387122
Saved in:
8
Option valuation and hedging using an asymmetric risk function : asymptotic optimality through fully nonlinear partial differential equations
Gobet, Emmanuel
;
Pimentel, Isaque
;
Warin, Xavier
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 633-675
Persistent link: https://www.econbiz.de/10012518073
Saved in:
9
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
10
Neural networks for option
pricing
and hedging : a literature review
Ruf, Johannes
;
Wang, Weiguan
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012421955
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