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isPartOf:"International journal of theoretical and applied finance"
~subject:"Börsenkurs"
~subject:"Derivative"
~type_genre:"Aufsatz in Zeitschrift"
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Börsenkurs
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Incomplete market
39
Unvollkommener Markt
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25
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25
Option pricing theory
22
Optionspreistheorie
22
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16
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8
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8
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6
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hedging
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Armstrong, John
1
Aurell, Erik
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Cheang, Gerald H. L.
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Chiarella, Carl
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Dorfleitner, Gregor
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Fonseca, José da
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Gerer, Johannes
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Grasselli, Martino
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Rakwongwan, Udomsak
1
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1
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International journal of theoretical and applied finance
Economic theory : official journal of the Society for the Advancement of Economic Theory
9
Applied mathematical finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Annals of finance
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
European journal of operational research : EJOR
4
Finance and stochastics
4
Finance research letters
4
Journal of banking & finance
4
Journal of economic theory
4
The review of financial studies
4
Insurance / Mathematics & economics
3
International journal of financial engineering
3
Journal of mathematical economics
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Mathematics and financial economics
3
The journal of finance : the journal of the American Finance Association
3
Energy economics
2
International Journal of Financial Studies : open access journal
2
Journal of economic dynamics & control
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial markets
2
Journal of the European Economic Association
2
Mathematical methods of operations research
2
Networks and spatial economics : a journal of infrastructure modeling and computation
2
Quantitative finance
2
The journal of real estate finance and economics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Asia-Pacific financial markets
1
Computational economics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
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Economic review
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Economics letters
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Finance India : the quarterly journal of Indian Institute of Finance
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Foundations of Management : the journal of Warsaw University of Technology
1
IMA journal of management mathematics
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Información comercial española / Cuadernos económicos
1
International journal of industrial organization
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International journal of management, economics and social sciences : IJMESS
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1
Pricing index options by static hedging under finite liquidity
Armstrong, John
;
Pennanen, Teemu
;
Rakwongwan, Udomsak
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011926583
Saved in:
2
Strong bubbles and strict local martingales
Herdegen, Martin
;
Schweizer, Martin
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011523876
Saved in:
3
A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
Saved in:
4
Approximate hedging of options under jump-diffusion processes
Mina, Karl Friedrich
;
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403772
Saved in:
5
Pricing illiquid options with n + 1 liquid proxies using mixed dynamic-static hedging
Halperin, Igor
;
Itkin, Andrey
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-17
Persistent link: https://www.econbiz.de/10010233264
Saved in:
6
Modelling the bid and ask prices of illiquid CDSs
Walker, Michael B.
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009672590
Saved in:
7
Hedging (co)variance risk with variance swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
Saved in:
8
A general methodology to price and hedge derivatives in incomplete markets
Aurell, Erik
(
contributor
)
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001488345
Saved in:
9
An explicit formula for option pricing in discrete incomplete markets
Wolczyńska, Grażyna
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 283-288
Persistent link: https://www.econbiz.de/10001240153
Saved in:
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