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Hedging under the Heston model...
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Theorie
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Broll, Udo
176
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79
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66
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64
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63
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57
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56
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50
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45
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42
Sethi, Suresh
42
Yu, Jun
42
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34
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34
Engle, Robert F.
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Hautsch, Nikolaus
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Kohlmann, Michael
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Zilcha, Itzhak
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Aizenman, Joshua
33
Barndorff-Nielsen, Ole E.
33
Caporale, Guglielmo Maria
33
Post, Thierry
33
Hull, John
32
Linton, Oliver
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Lucas, André
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Bauwens, Luc
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Carr, Peter
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Renault, Eric
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4
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
4
University of Exeter / Department of Economics
4
Universität Mannheim
4
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European journal of operational research : EJOR
505
Mathematical finance : an international journal of mathematics, statistics and financial theory
278
International journal of theoretical and applied finance
247
Finance and stochastics
246
The journal of futures markets
229
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227
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203
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192
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186
Insurance / Mathematics & economics
180
Computers & operations research : and their applications to problems of world concern ; an international journal
148
Economics letters
146
Finance research letters
140
International journal of production research
136
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132
Journal of financial economics
131
Economic modelling
129
The review of financial studies
124
Operations research
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Discussion paper / Centre for Economic Policy Research
121
The journal of derivatives : the official publication of the International Association of Financial Engineers
118
Applied mathematical finance
116
Energy economics
113
Operations research letters
103
Risks : open access journal
100
The journal of finance : the journal of the American Finance Association
100
Journal of empirical finance
99
The European journal of finance
99
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99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
97
Journal of international money and finance
97
International review of economics & finance : IREF
96
Quantitative finance
96
The journal of computational finance
91
International review of financial analysis
88
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86
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85
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
11
OLC EcoSci
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ArchiDok
1
RePEc
1
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1
Optimal static-dynamic hedges for barrier options
Ilhan, Aytaç
;
Sircar, Kaushik Ronnie
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 359-385
Persistent link: https://www.econbiz.de/10003326016
Saved in:
2
Essays on market frictions and model misspecification in asset pricing
Seeger, Norman
-
2009
Persistent link: https://www.econbiz.de/10003863665
Saved in:
3
Pricing and
hedging
volatility
derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
Saved in:
4
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:
5
Mean-variance
hedging
for stochastic
volatility
models
Biagini, Francesca
;
Guasoni, Paolo
;
Pratelli, Maurizio
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 109-123
Persistent link: https://www.econbiz.de/10002177187
Saved in:
6
Zum
Hedging
europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer
-
2000
Persistent link: https://www.econbiz.de/10001498200
Saved in:
7
A comparison of two quadratic approaches to
hedging
in incomplete markets
Heath, David C.
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
Saved in:
8
Quantile
hedging
for a jump-diffusion financial market model/ R. N. Krutchenko; A. V. Melnikov
Krutchenko, R. N.
;
Melnikov, A. V.
-
2000
Persistent link: https://www.econbiz.de/10001485506
Saved in:
9
Superreplication in stochastic
volatility
models and optimal stopping
Frey, Rüdiger
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
Saved in:
10
Futures
hedging
and stochastic
volatility
Lien, Da-hsiang Donald
- In:
Advances in futures and options research : a research annual
10
(
1999
),
pp. 253-265
Persistent link: https://www.econbiz.de/10001434836
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