//--> //--> //-->
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
Retain my current filters
isPartOf:"Applied mathematical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Hedging"
~type:"article"
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
Search: subject_exact:"Optionsgeschäft"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Hedging
Option trading
95
Optionsgeschäft
95
Option pricing theory
87
Optionspreistheorie
87
Volatility
35
Volatilität
35
Derivat
29
Derivative
29
Stochastic process
23
Stochastischer Prozess
23
Black-Scholes model
20
Black-Scholes-Modell
20
Experiment
12
Theorie
11
Theory
11
Risiko
7
Risk
7
Barrier option
6
Credit risk
6
Esscher transform
6
Kreditrisiko
6
Option pricing
5
implied volatility
5
stochastic volatility
5
Forecasting model
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Portfolio selection
4
Portfolio-Management
4
Prognoseverfahren
4
Reflection principle
4
Swap
4
VIX
4
Estimation
3
Implied volatility
3
Index derivative
3
Indexderivat
3
Interest rate
3
Lévy processes
3
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Aly, Sidi Mohamed Ould
1
Bajo, Emanuele
1
Barbi, Massimiliano
1
Chan, Tat Lung
1
Choi, Yang Ho
1
Cohen, Samuel N.
1
Hofer, Markus
1
Jun, Doobae
1
Ku, Hyejin
1
Lee, Gaeun
1
Lee, Hangsuck
1
Mayer, Philipp
1
Papanicolaou, A.
1
Reisinger, Christoph
1
Romagnoli, Silvia
1
Tikanmäki, Heikki
1
Wang, Sheng
1
Wang, Zi-Ling
1
Xiao, Wei-Lin
1
Yu, Xiao-Jian
1
more ...
less ...
Published in...
All
Applied mathematical finance
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
23
International journal of theoretical and applied finance
19
Journal of banking & finance
12
Finance and stochastics
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Quantitative finance
11
Review of derivatives research
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
International review of economics & finance : IREF
8
Journal of financial economics
5
Journal of financial markets
5
Computational economics
4
Finance research letters
4
Journal of risk
4
Energy economics
3
European journal of operational research : EJOR
3
Insurance / Mathematics & economics
3
Journal of economic dynamics & control
3
Journal of multinational financial management
3
Journal of risk and financial management : JRFM
3
Mathematical methods of operations research
3
Risk and decision analysis
3
The European journal of finance
3
The journal of computational finance
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
Advances in finance and stochastics : essays in honour of Dieter Sondermann
2
Asia-Pacific financial markets
2
Cogent economics & finance
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Emerging markets, finance and trade : EMFT
2
Finanzmarkt und Portfolio-Management
2
International journal of business
2
International journal of financial engineering
2
International journal of production economics
2
International journal of theoretical and applied finance : IJTAF
2
Investment management and financial innovations
2
Journal of empirical finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
2
Multi-step barrier products and static hedging
Lee, Hangsuck
;
Choi, Yang Ho
;
Lee, Gaeun
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449307
Saved in:
3
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:
4
Hedging and pricing early-exercise options with complex fourier series expansion
Chan, Tat Lung
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012666044
Saved in:
5
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:
6
Static hedging of chained-type barrier options
Jun, Doobae
;
Ku, Hyejin
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 317-327
Persistent link: https://www.econbiz.de/10011535249
Saved in:
7
Optimal corporate hedging using options with basis and production risk
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 56-71
Persistent link: https://www.econbiz.de/10010463594
Saved in:
8
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:
9
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:
10
Robust hedging and pathwise calculus
Tikanmäki, Heikki
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 287-303
Persistent link: https://www.econbiz.de/10010187664
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->