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~subject:"Volatilität"
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A remark on static hedging of...
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Volatilität
Optionspreistheorie
14,848
Option pricing theory
14,387
Hedging
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Theorie
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Theory
7,323
Optionsgeschäft
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Volatility
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Capital income
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Börsenkurs
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Share price
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Zinsstruktur
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Yield curve
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hedging
1,074
Welt
875
World
865
ARCH-Modell
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817
Rohstoffderivat
795
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Cui, Zhenyu
44
McAleer, Michael
35
Carr, Peter
28
Zhang, Jin E.
27
Chiarella, Carl
26
Härdle, Wolfgang
25
Jacobs, Kris
25
Jacquier, Antoine (Jack)
25
Takahashi, Akihiko
23
Gatheral, Jim
22
Schlag, Christian
22
Fengler, Matthias R.
21
Nguyen, Duy
21
Alòs, Elisa
20
Branger, Nicole
20
Lorig, Matthew
20
Chang, Chia-Lin
19
Guyon, Julien
19
Mensi, Walid
19
Todorov, Viktor
19
Christoffersen, Peter F.
18
Wang, Xingchun
18
Wu, Liuren
17
Benth, Fred Espen
16
Escobar, Marcos
16
Kang, Boda
16
Ryu, Doojin
16
Ewald, Christian-Oliver
15
Fouque, Jean-Pierre
15
Grasselli, Martino
15
Hammoudeh, Shawkat
15
Jiang, George J.
15
Kang, Sang Hoon
15
Madan, Dilip B.
15
Schoutens, Wim
15
Alexander, Carol
14
Elliott, Robert J.
14
Forde, Martin
14
Giglio, Stefano
14
Jacquier, Antoine
14
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Institut für Schweizerisches Bankwesen <Zürich>
7
Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
4
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Svenska Handelshögskolan <Helsinki>
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Centre of Financial Studies
2
Christian-Albrechts-Universität zu Kiel
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
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2
Banco Central do Brasil
1
Banque de France / Direction des Etudes Economiques et de la Recherche
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Berliner Wissenschafts-Verlag
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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International Center for Financial Asset Management and Engineering
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International Center for Financial Asset Management and Engineering <Genève>
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Universität zu Köln / Seminar für Wirtschafts- und Sozialstatistik
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Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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International journal of theoretical and applied finance
171
The journal of futures markets
135
Quantitative finance
109
Journal of banking & finance
103
Applied mathematical finance
82
Finance research letters
74
The journal of computational finance
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
64
Energy economics
58
Review of derivatives research
55
The North American journal of economics and finance : a journal of financial economics studies
54
The journal of derivatives : the official publication of the International Association of Financial Engineers
50
International journal of financial engineering
48
International review of financial analysis
47
Journal of econometrics
45
European journal of operational research : EJOR
44
Computational economics
43
Finance and stochastics
43
Journal of economic dynamics & control
41
Journal of mathematical finance
37
International review of economics & finance : IREF
35
Journal of financial economics
35
Risks : open access journal
32
Applied economics
31
Review of quantitative finance and accounting
30
Discussion paper / Tinbergen Institute
29
Economic modelling
28
The European journal of finance
28
Annals of finance
27
Research paper series / Swiss Finance Institute
27
Insurance / Mathematics & economics
26
The journal of finance : the journal of the American Finance Association
25
Journal of empirical finance
24
Journal of financial and quantitative analysis : JFQA
24
Journal of risk and financial management : JRFM
24
Management science : journal of the Institute for Operations Research and the Management Sciences
24
Working paper / National Bureau of Economic Research, Inc.
24
Journal of financial markets
22
Journal of international financial markets, institutions & money
21
Working paper
21
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ECONIS (ZBW)
5,014
EconStor
43
USB Cologne (business full texts)
19
USB Cologne (EcoSocSci)
9
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1
Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
Schlögl, Erik
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 611-632
Persistent link: https://www.econbiz.de/10009710479
Saved in:
2
Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Annals of finance
16
(
2020
)
3
,
pp. 307-351
Persistent link: https://www.econbiz.de/10012496337
Saved in:
3
Forward variance dynamics : Bergomi's model revisited
Aly, Sidi Mohamed Ould
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 84-107
Persistent link: https://www.econbiz.de/10010351856
Saved in:
4
Simple robust
hedging
with nearby contracts
Wu, Liuren
;
Zhu, Jingyi
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011658670
Saved in:
5
A verification model to capture option risk and
hedging
based on a modified underlying beta
Shen, Chuan-He
;
Liu, Yang
- In:
The journal of risk model validation
15
(
2021
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10014540158
Saved in:
6
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
7
The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic
hedging
performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
Saved in:
8
Does
hedging
with implied volatility factors improve the
hedging
efficiency of barrier options?
Borak, Szymon
;
Fengler, Matthias R.
;
Härdle, Wolfgang
- In:
The journal of risk model validation
3
(
2009/10
)
1
,
pp. 73-92
Persistent link: https://www.econbiz.de/10003848886
Saved in:
9
Hedging
under alternative stickiness assumptions : an emperical analysis for barrier options
Engelmann, Bernd
;
Fengler, Matthias R.
;
Schwendner, Peter
- In:
Journal of risk
12
(
2009/10
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10003900335
Saved in:
10
Model risk adjusted hedge ratios
Alexander, Carol
;
Kaeck, Andreas
;
Nogueira, Leonardo M.
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965
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