//--> //--> //--> //-->
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
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
Numerical experiments on hedgi...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Hedging
10,253
Optionsgeschäft
5,144
Theorie
5,011
Option trading
4,935
Theory
4,898
Optionspreistheorie
4,131
Option pricing theory
4,085
Volatilität
3,079
Volatility
3,037
Derivat
2,937
Derivative
2,932
Portfolio-Management
2,701
Portfolio selection
2,683
Stochastischer Prozess
1,643
Stochastic process
1,610
Risikomanagement
1,578
Risk management
1,578
USA
1,441
United States
1,390
Schätzung
1,263
Estimation
1,245
hedging
1,074
Risk
1,064
Risiko
1,062
Stochastic volatility
1,003
stochastic volatility
962
Kapitaleinkommen
943
Capital income
939
Welt
848
Börsenkurs
844
World
838
Share price
834
Rohstoffderivat
657
Commodity derivative
653
Hedgefonds
646
Hedge fund
642
ARCH-Modell
611
ARCH model
599
Währungsmanagement
586
Foreign exchange management
567
more ...
less ...
Online availability
All
Free
5,921
Undetermined
4,269
Type of publication
All
Article
9,698
Book / Working Paper
7,966
Other
24
Journal
4
Type of publication (narrower categories)
All
Article in journal
8,155
Aufsatz in Zeitschrift
8,155
Working Paper
2,257
Graue Literatur
2,107
Non-commercial literature
2,107
Arbeitspapier
1,905
Aufsatz im Buch
526
Book section
526
Hochschulschrift
510
Thesis
413
Lehrbuch
114
Textbook
107
Collection of articles of several authors
104
Sammelwerk
104
research-article
94
Bibliografie enthalten
77
Bibliography included
77
Article
75
Collection of articles written by one author
72
Sammlung
72
Dissertation u.a. Prüfungsschriften
66
Glossar enthalten
62
Glossary included
62
Aufsatzsammlung
45
Handbook
37
Handbuch
37
Ratgeber
32
Conference paper
30
Konferenzbeitrag
30
Guidebook
26
Konferenzschrift
25
Forschungsbericht
24
Amtsdruckschrift
23
Government document
23
Conference proceedings
15
review-article
15
technical-paper
15
Case study
12
Fallstudie
12
Bibliografie
10
more ...
less ...
Language
All
English
15,201
Undetermined
1,578
German
797
French
41
Spanish
37
Italian
13
Polish
12
Dutch
11
Portuguese
10
Czech
3
Finnish
3
Russian
3
Swedish
3
Hungarian
2
Afrikaans
1
Arabic
1
Danish
1
Modern Greek (1453-)
1
Multiple languages
1
Norwegian
1
more ...
less ...
Author
All
Broll, Udo
220
McAleer, Michael
110
Lien, Da-hsiang Donald
90
Wahl, Jack E.
85
Kit, Pong Wong
73
Platen, Eckhard
51
Shephard, Neil
48
Bos, Charles S.
47
Madan, Dilip B.
46
Mumtaz, Haroon
46
Chang, Chia-Lin
44
Hammoudeh, Shawkat
42
Hull, John
42
Koopman, Siem Jan
42
Alexander, Carol
41
Chiarella, Carl
41
Fabozzi, Frank J.
41
Todorov, Viktor
41
Alghalith, Moawia
39
Clark, Todd E.
37
Branger, Nicole
35
Korn, Olaf
34
Zilcha, Itzhak
34
Carr, Peter
33
Cui, Zhenyu
33
Zhang, Jin E.
33
Acharya, Viral V.
32
Mensi, Walid
31
Lee, Cheng F.
30
Guirguis, Michel
29
Kang, Sang Hoon
29
Ryu, Doojin
29
Lo, Andrew W.
28
Asai, Manabu
27
Carriero, Andrea
27
Cotter, John
27
Dionne, Georges
27
Eckwert, Bernhard
27
Schlag, Christian
27
Schoutens, Wim
27
more ...
less ...
Institution
All
International Monetary Fund (IMF)
254
National Bureau of Economic Research
91
International Monetary Fund
83
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
61
School of Economics and Management, University of Aarhus
41
C.E.P.R. Discussion Papers
37
EconWPA
26
Finance Discipline Group, Business School
25
Tinbergen Instituut
24
Department of Economics, Oxford University
22
Tinbergen Institute
20
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
18
University of Bonn, Germany
18
Economics Group, Nuffield College, University of Oxford
17
Society for Computational Economics - SCE
16
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
16
Université Paris-Dauphine (Paris IX)
14
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
13
HAL
13
Henley Business School, University of Reading
13
Centre for Analytical Finance <Århus>
12
Fakultät Wirtschaftswissenschaften, Technische Universität Dresden
12
Center for Economic Research <Tilburg>
11
European Central Bank
11
Tilburg University, Center for Economic Research
11
Agricultural and Applied Economics Association - AAEA
10
Econometric Society
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
London School of Economics (LSE)
9
Department of Economics and Finance, College of Business and Economics
8
Duke University, Department of Economics
8
School of Economics and Finance, Queen Mary
8
Center for Financial Studies
7
European Association of Agricultural Economists - EAAE
7
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
7
Bank of England
6
Department of Econometrics and Business Statistics, Monash Business School
6
Department of Economics and Business, Universitat Pompeu Fabra
6
Department of Economics, University of Pennsylvania
6
Erasmus University Rotterdam, Econometric Institute
6
more ...
less ...
Published in...
All
The journal of futures markets
515
International journal of theoretical and applied finance
242
Journal of banking & finance
206
Finance research letters
195
IMF Working Papers
161
Energy economics
153
International review of financial analysis
122
The journal of derivatives : the official publication of the International Association of Financial Engineers
120
Quantitative finance
115
Finance and stochastics
114
Applied mathematical finance
113
Journal of economic dynamics & control
113
International review of economics & finance : IREF
111
Mathematical finance : an international journal of mathematics, statistics and financial theory
109
Journal of financial economics
108
The North American journal of economics and finance : a journal of financial economics studies
97
Review of derivatives research
94
NBER working paper series
91
Insurance / Mathematics & economics
89
Applied economics
86
Economic modelling
83
Working paper / National Bureau of Economic Research, Inc.
83
The journal of computational finance
82
The review of financial studies
81
European journal of operational research : EJOR
78
Research paper series / Swiss Finance Institute
73
Journal of financial and quantitative analysis : JFQA
72
IMF Staff Country Reports
71
Discussion paper / Tinbergen Institute
70
The European journal of finance
70
The journal of finance : the journal of the American Finance Association
70
Management science : journal of the Institute for Operations Research and the Management Sciences
69
Risks : open access journal
69
Working paper
67
MPRA Paper
61
NBER Working Paper
61
Computational economics
60
Working Paper
60
Journal of risk and financial management : JRFM
59
Applied financial economics
55
more ...
less ...
Source
All
ECONIS (ZBW)
14,875
RePEc
1,864
EconStor
434
USB Cologne (EcoSocSci)
251
Other ZBW resources
145
BASE
79
USB Cologne (business full texts)
44
more ...
less ...
Showing
1
-
10
of
17,692
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The forward smile in local-stochastic volatility models
Mazzon, Andrea
;
Pascucci, Andrea
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011689675
Saved in:
2
A Taylor series approach to pricing and implied volatility for local-stochastic volatility models
Loring, Matthew
;
Pagliarani, Stefano
;
Pascucci, Andrea
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 3-19
Persistent link: https://www.econbiz.de/10010476250
Saved in:
3
Vorschlag eines Bewertungskonzepts von Zertifikaten
Varmaz, Armin
;
Fieberg, Christian
- In:
Kredit und Kapital
45
(
2012
)
2
,
pp. 243-266
Persistent link: https://www.econbiz.de/10009580913
Saved in:
4
An approach to the option market model based on end-user net demand
Sasaki, Hiroshi
- In:
The journal of futures markets
35
(
2015
)
5
,
pp. 476-503
Persistent link: https://www.econbiz.de/10011405401
Saved in:
5
A generalization of the recursive integration method for the analytic valuation of American options
Chang, Lung-Fu
;
Guo, Jia-Hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
36
(
2016
)
9
,
pp. 887-901
Persistent link: https://www.econbiz.de/10011568657
Saved in:
6
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:
7
Static
hedging
of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
8
Using VIX futures to hedge forward implied volatility risk
Lin, Yueh-neng
;
Lin, Anchor Y.
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
Saved in:
9
Analysis of VIX Markets with a time-spread portfolio
Papanicolaou, A.
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 374-408
Persistent link: https://www.econbiz.de/10011704261
Saved in:
10
Barndorff-Nielsen and Shephard model : oil
hedging
with variance swap and option
SenGupta, Indranil
;
Wilson, William W.
;
Nganje, William
- In:
Mathematics and financial economics
13
(
2019
)
2
,
pp. 209-226
Persistent link: https://www.econbiz.de/10012055793
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->