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Delta Hedging in Financial Eng...
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Volatility
Financial Engineering
448
trends
445
Trends
392
Financial engineering
345
Volatilität
250
Jumps
248
Theorie
219
jumps
218
Theory
205
Portfolio selection
123
Optionspreistheorie
122
Portfolio-Management
122
Option pricing theory
121
Zeitreihenanalyse
118
Schätzung
111
Estimation
106
Time series analysis
105
Stochastischer Prozess
103
Stochastic process
102
Capital income
100
Kapitaleinkommen
100
Derivat
94
Derivative
94
Hedging
90
Risikomanagement
90
Börsenkurs
87
Share price
82
Risk management
81
Finanzmarkt
67
Financial market
66
Finanzmathematik
66
Prognoseverfahren
62
Forecasting model
60
ARCH-Modell
55
ARCH model
54
World
52
Mathematical finance
51
Welt
51
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50
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Todorov, Viktor
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Li, Jia
7
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7
Tauchen, George Eugene
6
Bollerslev, Tim
5
Härdle, Wolfgang
5
Ma, Feng
5
Yao, Wenying
4
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Barunik, Jozef
3
Bouri, Elie
3
Branger, Nicole
3
Caporin, Massimiliano
3
Chowdhury, Biplob
3
Cifarelli, Giulio
3
Dungey, Mardi H.
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Heston, Steven L.
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Jacobs, Kris
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Laeven, Roger J. A.
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Liang, Chao
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Schmeck, Maren Diane
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Sirimon Treepongkaruna
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Treccani, Adrien
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Wu, Liuren
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2
Alexeev, Vitali
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Journal of econometrics
13
Energy economics
9
Journal of banking & finance
9
Journal of financial economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
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6
International review of financial analysis
5
Journal of economic dynamics & control
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International review of economics & finance : IREF
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The European journal of finance
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Asia-Pacific journal of financial studies
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economics letters
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European journal of operational research : EJOR
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Finance a úvěr
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
240
RePEc
9
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1
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
Saved in:
2
Pricing and hedging of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
Saved in:
3
An analysis of the covered warrants listed on the Athens Exchange
Siriopoulos, Costas
;
Fassas, Athanasios P.
- In:
Journal of risk & control
1
(
2014
)
1
,
pp. 13-30
Persistent link: https://www.econbiz.de/10010509213
Saved in:
4
Volatilities implied by price changes in the S&P 500 options and futures contracts
Hilliard, Jitka
;
Li, Wei
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
Saved in:
5
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:
6
Quantification of feedback effects in FX options markets
Anderegg, Benjamin
;
Sornette, Didier
;
Ulmann, Florian …
-
2019
Persistent link: https://www.econbiz.de/10012026522
Saved in:
7
Asymmetries in financial returns
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011807103
Saved in:
8
Exploring option pricing and hedging via volatility asymmetry
Casas, Isabel
;
Veiga, Helena
- In:
Computational economics
57
(
2021
)
4
,
pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
Saved in:
9
Optimal option portfolio hedging strategy with non-Gaussian fluctuations
Hamdi, Haykel
;
Majdoub, Jihed
- In:
International journal of entrepreneurship and small …
39
(
2020
)
1/2
,
pp. 27-42
Persistent link: https://www.econbiz.de/10012176729
Saved in:
10
The impact of option hedging on the spot market volatility
Anderegg, Benjamin
;
Ulmann, Florian Michael Till
; …
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013435214
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