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
Constructing patterns of (many...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hedging
Theorie
19
Theory
19
Mathematical programming
13
Mathematische Optimierung
13
Game theory
8
Spieltheorie
7
Evolutionary economics
5
Evolutionsökonomik
5
Maximum clique
3
Nichtlineare Optimierung
3
Nonlinear programming
3
Robust optimization
3
Robust statistics
3
Robustes Verfahren
3
Stochastischer Prozess
3
Combinatorial optimization
2
Completely positive matrix
2
Conic optimization
2
Copositive optimization
2
Copositivity
2
Cutting-plane methods
2
Evolutionsstabile Strategie
2
Interior-point algorithms
2
Operations Research
2
Operations research
2
Optimierung
2
Quadratic optimization
2
Schur complement
2
Semidefinite programming
2
Stable set
2
Standard quadratic optimization
2
Stochastic process
2
Theta number
2
Transaktionskosten
2
quadratic optimization
2
Adjustable robust optimization
1
Algorithmus
1
Approximation
1
Attainability
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
2
Author
All
Grandits, Peter
2
Schachinger, Werner
2
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
SFB Adaptive Information Systems and Modelling in Economics and Management Science - Report Series
1
Wirtschaftsuniversität Wien - Forschungsbezogene elektronische Publikationen
1
Source
All
USB Cologne (business full texts)
1
ECONIS (ZBW)
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Leland's approach to option pricing : The evolution of a discontinuity
Schachinger, Werner
;
Grandits, Peter
-
1999
This paper proves that the limiting hedging error, considered as a function of ST, exhibits a removable discontinuity at the exercise price.
Persistent link: https://www.econbiz.de/10005841721
Saved in:
2
Leland's approach to option pricing : the evolution of a discontinuity
Grandits, Peter
;
Schachinger, Werner
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 347-355
Persistent link: https://www.econbiz.de/10001651168
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
