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~isPartOf:"Mathematics and financial economics"
~subject:"Hedging"
~subject:"Option trading"
~subject:"Risiko"
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Hedging
Option trading
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Option pricing theory
44
Optionspreistheorie
44
Stochastic process
16
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16
Volatility
14
Volatilität
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Melʹnikov, Aleksandr V.
2
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Belak, Christoph
1
Bernis, Guillaume
1
Biagini, Francesca
1
Brignone, Riccardo
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Chan, Leunglung
1
Gao, N.
1
Ghossoub, Mario
1
Glazyrina, Anna
1
Hölzermann, Julian
1
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1
Lee, Gaeun
1
Lee, Hangsuck
1
Ling, Zhichao
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Mišura, Julija S.
1
Muhle-Karbe, Johannes
1
Nganje, William
1
Rheinländer, Thorsten
1
Schreiber, Irene
1
Scotti, Simone
1
Seiferling, Thomas
1
Seifried, Frank Thomas
1
SenGupta, Indranil
1
Sgarra, Carlo
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Song, Seongjoo
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Wilson, William W.
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Xanthos, F.
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Mathematics and financial economics
International journal of theoretical and applied finance
145
The journal of futures markets
99
Applied mathematical finance
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Review of derivatives research
70
Quantitative finance
68
The journal of computational finance
67
Journal of banking & finance
65
The journal of derivatives : the official publication of the International Association of Financial Engineers
62
Finance and stochastics
56
Journal of economic dynamics & control
53
Finance research letters
47
Insurance / Mathematics & economics
43
Research paper series / Swiss Finance Institute
41
European journal of operational research : EJOR
39
The North American journal of economics and finance : a journal of financial economics studies
39
International journal of financial engineering
38
Journal of mathematical finance
33
Risks : open access journal
33
Computational economics
32
The European journal of finance
25
International review of economics & finance : IREF
24
Swiss Finance Institute Research Paper
24
Journal of financial economics
23
Review of quantitative finance and accounting
22
Journal of risk and financial management : JRFM
21
Applied economics
20
Asia-Pacific financial markets
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Annals of finance
19
Economic modelling
19
Energy economics
17
NBER working paper series
17
The journal of derivatives : JOD
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
International review of financial analysis
15
Journal of econometrics
13
Journal of risk
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1
Term structure modeling under volatility uncertainty
Hölzermann, Julian
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 317-343
Persistent link: https://www.econbiz.de/10013167938
Saved in:
2
A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process
Bernis, Guillaume
;
Brignone, Riccardo
;
Scotti, Simone
; …
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 747-773
Persistent link: https://www.econbiz.de/10012616856
Saved in:
3
Insurance guaranty premiums and exchange options
Lee, Hangsuck
;
Song, Seongjoo
;
Lee, Gaeun
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014226252
Saved in:
4
Quantile hedging in models with dividends and application to equity-linked life insurance contracts
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Mathematics and financial economics
14
(
2020
)
2
,
pp. 207-224
Persistent link: https://www.econbiz.de/10012240110
Saved in:
5
Short maturity conditional Asian options in local volatility models
Yao, Nian
;
Ling, Zhichao
;
Zhang, Jieyu
;
Xiao, Mingqing
- In:
Mathematics and financial economics
14
(
2020
)
2
,
pp. 307-328
Persistent link: https://www.econbiz.de/10012240287
Saved in:
6
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:
7
Golden options in financial mathematics
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Mathematics and financial economics
13
(
2019
)
4
,
pp. 637-659
Persistent link: https://www.econbiz.de/10012055896
Saved in:
8
Backward nonlinear expectation equations
Belak, Christoph
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10011963319
Saved in:
9
Option spanning beyond Lp-models
Gao, N.
;
Xanthos, F.
- In:
Mathematics and financial economics
11
(
2017
)
3
,
pp. 383-391
Persistent link: https://www.econbiz.de/10011900573
Saved in:
10
Risk-minimization for life insurance liabilities with basis risk
Biagini, Francesca
;
Rheinländer, Thorsten
;
Schreiber, Irene
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 151-178
Persistent link: https://www.econbiz.de/10011485900
Saved in:
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