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Lux, Thomas
45
Hautsch, Nikolaus
44
Caporale, Guglielmo Maria
43
Campbell, John Y.
42
Jarrow, Robert A.
32
Foucault, Thierry
31
Timmermann, Allan
31
Bali, Turan G.
30
Härdle, Wolfgang
30
Sornette, Didier
30
Veronesi, Pietro
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28
Westerhoff, Frank H.
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25
Dow, James
25
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Zhou, Hao
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Gorton, Gary
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Gil-Alaña, Luis A.
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He, Xue-zhong
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Shiller, Robert J.
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Stein, Jeremy C.
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Weber, Michael
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Giglio, Stefano
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Bansal, Ravi
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Corgnet, Brice
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Engle, Robert F.
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Kelly, Bryan T.
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Ang, Andrew
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Kansantaloustieteen Laitos <Tampere>
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American Finance Association
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European University Institute / Department of Economics
2
Federal Reserve Bank of San Francisco
2
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2
Institut for Finansiering <Frederiksberg>
2
International Monetary Fund
2
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2
Karlsruher Institut für Technologie
2
Massachusetts Institute of Technology / Department of Economics
2
OECD
2
Springer Fachmedien Wiesbaden
2
The Wharton Financial Institutions Center
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NBER working paper series
246
Working paper / National Bureau of Economic Research, Inc.
227
NBER Working Paper
195
Journal of financial economics
182
Finance research letters
154
Journal of banking & finance
154
The journal of finance : the journal of the American Finance Association
146
The review of financial studies
136
Journal of empirical finance
111
International review of financial analysis
108
Discussion paper / Centre for Economic Policy Research
93
International review of economics & finance : IREF
88
Applied economics
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Economics letters
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Journal of economic dynamics & control
80
Research paper series / Swiss Finance Institute
78
Journal of financial markets
77
Economic modelling
75
Review of quantitative finance and accounting
73
Applied economics letters
72
The North American journal of economics and finance : a journal of financial economics studies
72
Journal of financial and quantitative analysis : JFQA
70
Management science : journal of the Institute for Operations Research and the Management Sciences
70
The European journal of finance
67
Quantitative finance
66
The journal of futures markets
59
Applied financial economics
58
International journal of theoretical and applied finance
57
Pacific-Basin finance journal
54
Journal of econometrics
52
The American economic review
49
Journal of economic behavior & organization : JEBO
47
Computational economics
46
Journal of international financial markets, institutions & money
46
Research in international business and finance
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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Hedging
europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer
-
2000
Persistent link: https://www.econbiz.de/10001498200
Saved in:
2
A note on mean-variance
hedging
of non-attainable claims
Kohlmann, Michael
;
Peisl, Bernhard
-
2000
Persistent link: https://www.econbiz.de/10001450614
Saved in:
3
Hedging
and portfolio optimization in financial markets with a large trader
Bank, Peter
;
Baum, Dietmar
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001917650
Saved in:
4
Hedging
and portfolio optimization in illiquid financial markets
Bank, Peter
;
Baum, Dietmar
-
2002
Persistent link: https://www.econbiz.de/10001685047
Saved in:
5
Essays on market frictions and model misspecification in asset pricing
Seeger, Norman
-
2009
Persistent link: https://www.econbiz.de/10003863665
Saved in:
6
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Saved in:
7
Dynamic
hedging
, positive feedback, and general equilibrium
Hilpisch, Yves
-
2001
Persistent link: https://www.econbiz.de/10001570958
Saved in:
8
A note on mean-variance
hedging
of non-attainable claims
Kohlmann, Michael
;
Peisl, Bernhard
-
2000
function of both assets. We solve the mean-variance
hedging
prob- lem completely and prove that the optimal strategy consists …
Persistent link: https://www.econbiz.de/10011543484
Saved in:
9
Series expansion of the SABR joint density
Wu, Qi
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 310-345
Persistent link: https://www.econbiz.de/10009613197
Saved in:
10
The impact of issuing warrant and debt on behavior of the firm's stock
Xiao, Wei-lin
;
Zhang, Wei-guo
;
Yao, Zheng
;
Wang, Xiao-hui
- In:
Economic modelling
31
(
2013
),
pp. 635-641
Persistent link: https://www.econbiz.de/10009731463
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