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~isPartOf:"Agricultural finance review"
~isPartOf:"Annals of finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Hedging"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Agricultural finance review
Annals of finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
94
Energy economics
43
International journal of theoretical and applied finance
34
Journal of banking & finance
28
International review of economics & finance : IREF
17
International review of financial analysis
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Finance research letters
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Journal of economic dynamics & control
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Review of derivatives research
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Review of quantitative finance and accounting
9
The journal of finance : the journal of the American Finance Association
9
The journal of fixed income
9
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Computational economics
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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European journal of operational research : EJOR
8
The North American journal of economics and finance : a journal of financial economics studies
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The journal of corporate finance : contracting, governance and organization
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Economic modelling
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European financial management : the journal of the European Financial Management Association
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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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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
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:
4
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:
5
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:
6
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:
7
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:
8
Hedging weather risk for corn production in Northeastern China : the efficiency of weather-indexed insurance
Sun, Baojing
;
Guo, Changhao
;
Van Kooten, Gerrit C.
- In:
Agricultural finance review
74
(
2014
)
4
,
pp. 555-572
Persistent link: https://www.econbiz.de/10011305886
Saved in:
9
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
10
Pricing and hedging basis risk under no good deal assumption
Carassus, Laurence
;
Temam, E.
- In:
Annals of finance
10
(
2014
)
1
,
pp. 127-170
Persistent link: https://www.econbiz.de/10010244570
Saved in:
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