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A Sharp Approximation for ATM-...
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Hedging
Portfolio-Management
44,043
Portfolio selection
43,699
Volatility
40,903
Volatilität
40,635
Theorie
32,708
Theory
32,038
Optionspreistheorie
14,803
Option pricing theory
14,344
Kapitaleinkommen
13,281
Capital income
13,244
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11,293
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7,873
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7,625
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7,323
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6,856
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6,561
Anlageverhalten
6,549
Stochastic process
6,444
Behavioural finance
6,440
CAPM
5,907
Prognoseverfahren
5,235
Forecasting model
5,158
Wechselkurs
4,959
Exchange rate
4,843
Risikomanagement
4,292
Derivat
4,215
Derivative
4,206
Finanzmarkt
4,037
Risk management
4,022
Financial market
3,944
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Free
1,207
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2,290
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1,658
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1
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McAleer, Michael
30
Hull, John
26
Hammoudeh, Shawkat
25
Giglio, Stefano
22
Platen, Eckhard
22
Alexander, Carol
21
Engle, Robert F.
21
Mensi, Walid
21
Kohlmann, Michael
20
Kang, Sang Hoon
19
Frey, Rüdiger
18
Bouri, Elie
17
Lo, Andrew W.
17
Lien, Da-hsiang Donald
16
Madan, Dilip B.
16
Chang, Chia-Lin
15
Kallsen, Jan
15
Melʹnikov, Aleksandr V.
15
Agarwal, Vikas
14
Branger, Nicole
14
Kelly, Bryan T.
14
Soner, Halil Mete
14
Schweizer, Martin
13
Korn, Olaf
12
Rosenberg, Joshua V.
12
Schlag, Christian
12
Dew-Becker, Ian
11
Föllmer, Hans
11
Koutsokostas, Drosos
11
Papathanasiou, Spyros
11
Schoutens, Wim
11
Xuan Vinh Vo
11
Černý, Aleš
11
Ang, Andrew
10
Barbi, Massimiliano
10
Carr, Peter
10
Cvitanić, Jakša
10
Ewald, Christian-Oliver
10
Fabozzi, Frank J.
10
Guirguis, Michel
10
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National Bureau of Economic Research
28
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Bonn Graduate School of Economics
5
Institute of Finance and Accounting <London>
3
International Accounting Standards Board
3
World Scientific Publishing Co. Pte. Ltd.
3
Department of Economics and Related Studies, University of York
2
International Center for Financial Asset Management and Engineering
2
Nationalekonomiska Institutionen <Lund>
2
Pearson Studium
2
Springer Fachmedien Wiesbaden
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance <(2003 :Snowbird, Utah)>
1
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Basel Committee on Banking Supervision
1
Center for Capital Market Research, University of Oregon
1
Center for Economic Research <Tilburg>
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
Department of Economics and Finance, College of Business and Economics
1
Deutsche Forschungsgemeinschaft
1
Dipartimento di Economia, Università degli Studi di Perugia
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Federal Reserve Bank of Atlanta
1
Federal Reserve Bank of Cleveland
1
Financial Markets Conference - Hedge Funds: Creators of Risk? <2006, Atlanta, Ga.>
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Institut für Schweizerisches Bankwesen <Zürich>
1
Institute of Economic Research, Kyoto University
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
International Conference on Stochastic Finance <2004, Lissabon>
1
International Financial Reporting Standards Foundation
1
Johannes Gutenberg-Universität Mainz
1
Joint Summer Research Conference on Mathematics of Finance <2003, Snowbird, Utah>
1
Judge Institute of Management Studies
1
Karlsruher Institut für Technologie
1
London Business School
1
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International journal of theoretical and applied finance
86
The journal of futures markets
81
Energy economics
64
Finance research letters
63
International review of financial analysis
54
Journal of banking & finance
53
Mathematical finance : an international journal of mathematics, statistics and financial theory
52
Finance and stochastics
47
Applied mathematical finance
43
International review of economics & finance : IREF
39
Journal of economic dynamics & control
37
Insurance / Mathematics & economics
35
Quantitative finance
34
Research paper series / Swiss Finance Institute
34
Applied economics
33
The North American journal of economics and finance : a journal of financial economics studies
33
Economic modelling
32
Swiss Finance Institute Research Paper
30
NBER working paper series
28
Research in international business and finance
28
European journal of operational research : EJOR
25
Risks : open access journal
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Working paper / National Bureau of Economic Research, Inc.
24
The European journal of finance
22
Journal of financial economics
21
Review of derivatives research
21
The review of financial studies
21
Discussion paper / Tinbergen Institute
19
Journal of risk and financial management : JRFM
18
NBER Working Paper
18
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
The journal of finance : the journal of the American Finance Association
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Computational economics
16
Mathematical methods of operations research
16
Journal of empirical finance
14
Journal of international financial markets, institutions & money
14
Journal of risk
14
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ECONIS (ZBW)
3,869
EconStor
38
RePEc
16
USB Cologne (EcoSocSci)
14
USB Cologne (business full texts)
7
BASE
3
Other ZBW resources
2
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date (oldest first)
1
Portfolio insurance and
volatility
: on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
Saved in:
2
Delta hedging with the smile
Vähämaa, Sami
- In:
Essays on option-implied information
,
(pp. 47-72)
.
2004
Persistent link: https://www.econbiz.de/10002466449
Saved in:
3
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:
4
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:
5
Pricing, Valuation and Hedging of Credit Derivatives
Prohl, Silke
-
2018
Persistent link: https://www.econbiz.de/10012936204
Saved in:
6
Robust Pricing and Hedging via Neural SDEs
Gierjatowicz, Patryk
-
2020
volatility
models …
Persistent link: https://www.econbiz.de/10012828864
Saved in:
7
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
8
Volatility
trading
Sinclair, Euan Fraser Fitzpatrick
-
2008
Persistent link: https://www.econbiz.de/10003676946
Saved in:
9
Closed-form solutions for European and digital calls in the Hull and White stochastic
volatility
model and their relation to locally R-minimizing and Delta hedges
Ewald, Christian-Oliver
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003549952
Saved in:
10
Local
volatility
calibration during turbulent periods
Skindilias, Konstantinos
;
Lo, Chia Chun
- In:
Review of quantitative finance and accounting
44
(
2015
)
3
,
pp. 425-444
Persistent link: https://www.econbiz.de/10011327607
Saved in:
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