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Hedging
73
Theorie
52
Theory
52
Option pricing theory
31
Optionspreistheorie
31
Portfolio selection
23
Portfolio-Management
23
Martingal
14
Martingale
14
Stochastic process
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Stochastischer Prozess
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Black-Scholes model
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75
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Kabanov, Jurij M.
5
Bouchard, Bruno
4
Hobson, David G.
4
Obłój, Jan
4
Bartl, Daniel
3
Carr, Peter
3
Pham, Huyên
3
Stricker, Christophe
3
Campi, Luciano
2
Cox, Alexander M. G.
2
Cvitanić, Jakša
2
Frey, Rüdiger
2
Fukasawa, Masaaki
2
Föllmer, Hans
2
Gobet, Emmanuel
2
Herrmann, Sebastian
2
Hou, Zhaoxu
2
Jeanblanc, Monique
2
Karatzas, Ioannis
2
Klimmek, Martin
2
Kupper, Michael
2
Lee, Roger
2
Leukert, Peter
2
Lépinette, Emmanuel
2
Muhle-Karbe, Johannes
2
Møller, Thomas
2
Rásonyi, Miklós
2
Soner, Halil Mete
2
Touzi, Nizar
2
Ankirchner, Stefan
1
Arai, Takuji
1
Backhoff, Julio Daniel
1
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Beiglböck, Mathias
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1
Benth, Fred Espen
1
Bielecki, Tomasz R.
1
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1
Cherny, Alexander S.
1
Dang, Ngoc-minh
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Finance and stochastics
The journal of futures markets
328
IMF Working Papers
161
International journal of theoretical and applied finance
119
Energy economics
117
Journal of banking & finance
113
Finance research letters
104
International review of financial analysis
79
International review of economics & finance : IREF
74
IMF Staff Country Reports
71
Insurance / Mathematics & economics
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
NBER working paper series
65
MPRA Paper
64
Journal of financial economics
62
Applied economics
57
The review of financial studies
56
Economic modelling
55
Working paper / National Bureau of Economic Research, Inc.
55
Journal of multinational financial management
51
The North American journal of economics and finance : a journal of financial economics studies
51
Applied mathematical finance
50
European journal of operational research : EJOR
48
The journal of finance : the journal of the American Finance Association
47
International Journal of Theoretical and Applied Finance (IJTAF)
46
Journal of economic dynamics & control
46
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
The European journal of finance
44
NBER Working Paper
43
Research paper series / Swiss Finance Institute
42
Finance and Stochastics
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of financial and quantitative analysis : JFQA
40
Quantitative finance
40
Journal of international financial markets, institutions & money
39
Risks : open access journal
39
Research in international business and finance
38
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Applied financial economics
35
Economics Papers from University Paris Dauphine
35
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ECONIS (ZBW)
75
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1
A unified framework for robust modelling of financial markets in discrete time
Obłój, Jan
;
Wiesel, Johannes
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 427-468
Persistent link: https://www.econbiz.de/10012585981
Saved in:
2
Risk arbitrage and
hedging
to acceptability under transaction costs
Lépinette, Emmanuel
;
Molčanov, Il'ja S.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
Saved in:
3
On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012433525
Saved in:
4
Pathwise superhedging on prediction sets
Bartl, Daniel
;
Kupper, Michael
;
Neufeld, Ariel
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 215-248
Persistent link: https://www.econbiz.de/10012253346
Saved in:
5
Duality for pathwise superhedging in continuous time
Bartl, Daniel
;
Kupper, Michael
;
Prömel, David Johannes
; …
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 697-728
Persistent link: https://www.econbiz.de/10012023763
Saved in:
6
Adapted Wasserstein distances and stability in mathematical finance
Backhoff, Julio Daniel
;
Bartl, Daniel
;
Beiglböck, Mathias
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 601-632
Persistent link: https://www.econbiz.de/10012518060
Saved in:
7
Option valuation and
hedging
using an asymmetric risk function : asymptotic optimality through fully nonlinear partial differential equations
Gobet, Emmanuel
;
Pimentel, Isaque
;
Warin, Xavier
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 633-675
Persistent link: https://www.econbiz.de/10012518073
Saved in:
8
Robust pricing-
hedging
dualities in continuous time
Hou, Zhaoxu
;
Obłój, Jan
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 511-567
Persistent link: https://www.econbiz.de/10011945812
Saved in:
9
Entropy martingale optimal transport and nonlinear pricing-
hedging
duality
Doldi, Alessandro
;
Frittelli, Marco
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 255-304
Persistent link: https://www.econbiz.de/10014253636
Saved in:
10
Perfect
hedging
under endogenous permanent market impacts
Fukasawa, Masaaki
;
Stadje, Mitja
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 417-442
Persistent link: https://www.econbiz.de/10011945800
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