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
Hedging options in a hidden Ma...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hedging
Theorie
118
Theory
117
Markov chain
67
Optionspreistheorie
66
Markov-Kette
65
Option pricing theory
65
Stochastic process
56
Stochastischer Prozess
56
Großbritannien
37
United Kingdom
37
Portfolio-Management
36
Portfolio selection
35
Pollution
27
Umweltbelastung
26
Volatilität
25
Risiko
24
Volatility
24
China
23
Risk
23
Auslandsinvestition
20
CAPM
20
Foreign investment
20
Industrie
20
Intra-industry trade
20
Manufacturing industries
20
Estimation
19
Schätzung
19
Intraindustrieller Handel
18
Environmental policy
16
Umweltpolitik
16
Esscher transform
15
USA
15
United States
15
Zinsstruktur
15
Yield curve
14
Derivat
12
Derivative
12
Environmental standard
12
Lohn
12
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Article
10
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Lehrbuch
2
Textbook
2
Bibliografie enthalten
1
Bibliography included
1
Language
All
English
12
Undetermined
1
Author
All
Elliott, Robert J.
9
Siu, Tak Kuen
6
Badescu, Alexandru
2
Kopp, Peter E.
2
Ortega, Juan-Pablo
2
Badescu, Alex
1
Cadenillas, Abel
1
Chan, Leunglung
1
Ching, Wai Ki
1
Elliott, Robert
1
Elliott, Robert J. R.
1
Ewald, Christian-Olivier
1
Gu, Jia-Wen
1
Miao, Hong
1
Nawar, Roy
1
Osakwe, Carlton-James
1
Osakwe, Carlton-James U.
1
Wu, Zhenyu
1
Yu, Feng-Hui
1
Zhu, Dong-Mei
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
2
Journal of economic dynamics & control
2
Annals of finance
1
Asia-Pacific financial markets
1
Energy economics
1
Finance and Stochastics
1
Finance and stochastics
1
Mathematical methods of operations research : ZOR
1
Springer finance
1
Springer finance / textbook
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
RePEc
1
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
2
On pricing and hedging options in regime-switching models with feedback effect
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alexandru
- In:
Journal of economic dynamics & control
35
(
2011
)
5
,
pp. 694-713
Persistent link: https://www.econbiz.de/10009240566
Saved in:
3
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
4
Hedging options in a doubly Markov-modulated financial market via stochastic flows
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012183224
Saved in:
5
Minimal variance hedging of natural gas derivatives in exponential Lévy models : theory and empirical performance
Ewald, Christian-Olivier
;
Nawar, Roy
;
Siu, Tak Kuen
- In:
Energy economics
36
(
2013
),
pp. 97-107
Persistent link: https://www.econbiz.de/10009724764
Saved in:
6
Optimal pairs trading with dynamic mean-variance objective
Zhu, Dong-Mei
;
Gu, Jia-Wen
;
Yu, Feng-Hui
;
Siu, Tak Kuen
; …
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
1
,
pp. 145-168
Persistent link: https://www.econbiz.de/10012618990
Saved in:
7
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
1999
Persistent link: https://www.econbiz.de/10000663279
Saved in:
8
Risk-hedging in real estate markets
Cadenillas, Abel
;
Elliott, Robert J.
;
Miao, Hong
;
Wu, Zhenyu
- In:
Asia-Pacific financial markets
16
(
2009
)
4
,
pp. 265-285
Persistent link: https://www.econbiz.de/10003933754
Saved in:
9
Quadratic hedging schemes for non-Gaussian GARCH models
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
Journal of economic dynamics & control
42
(
2014
),
pp. 13-32
Persistent link: https://www.econbiz.de/10010426624
Saved in:
10
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
2005
-
2. ed.
Persistent link: https://www.econbiz.de/10001973330
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
