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~isPartOf:"Agricultural finance review"
~isPartOf:"Annals of finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Review of derivatives research"
~subject:"Hedging"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Hedging
Derivat
151
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151
Option pricing theory
79
Optionspreistheorie
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Leung, Tim
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Agricultural finance review
Annals of finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
Review of derivatives research
The journal of futures markets
96
Energy economics
42
International journal of theoretical and applied finance
34
Journal of banking & finance
28
International review of financial analysis
19
International review of economics & finance : IREF
17
Quantitative finance
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Finance research letters
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Computational economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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European financial management : the journal of the European Financial Management Association
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European journal of operational research : EJOR
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The North American journal of economics and finance : a journal of financial economics studies
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Insurance / Mathematics & economics
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International journal of financial engineering
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Journal of financial and quantitative analysis : JFQA
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NBER working paper series
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Risks : open access journal
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Advances in futures and options research : a research annual
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ECONIS (ZBW)
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1
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
2
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
3
A note on options and bubbles under the CEV model : implications for pricing and hedging
Dias, José Carlos
;
Nunes, Joaõ Pedro Vidal
;
Cruz, Aricson
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10012303226
Saved in:
4
Dynamic hedging with futures : a copula-based GARCH model with high-frequency data
Lai, Yu-Sheng
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 307-329
Persistent link: https://www.econbiz.de/10012055744
Saved in:
5
Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes
Krasin, Vladislav Y.
;
Smirnov, Ivan
;
Melʹnikov, …
- In:
Annals of finance
14
(
2018
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10011945591
Saved in:
6
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
7
Does ethanol production affect corn basis volatility?
Fausti, Scott William
;
Qasmi, Bashir
;
Mc Daniel, Kelly
- In:
Agricultural finance review
77
(
2017
)
4
,
pp. 506-523
Persistent link: https://www.econbiz.de/10011799263
Saved in:
8
Hedging crop yield with exchange-traded weather derivatives
Zhou, Rui
;
Li, Johnny Siu-Hang
;
Pai, Jeffrey
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 172-186
Persistent link: https://www.econbiz.de/10011696358
Saved in:
9
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
10
Market making and risk management in options markets
Boyd, Naomi E.
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011414104
Saved in:
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