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~isPartOf:"Applied economics"
~isPartOf:"Mathematical methods of operations research"
~subject:"Optionspreistheorie"
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Search: subject_exact:"Commodity hedging"
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Optionspreistheorie
Hedging
75
Portfolio selection
33
Portfolio-Management
33
Theorie
26
Theory
26
Derivat
13
Derivative
13
Option pricing theory
13
ARCH model
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ARCH-Modell
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Volatility
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Capital income
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Commodity derivative
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Rohstoffderivat
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Estimation
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Risikomanagement
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Risk management
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Schätzung
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hedging effectiveness
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Aktienmarkt
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Anlageverhalten
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Behavioural finance
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Stochastischer Prozess
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Backwell, Alex
1
Becherer, Dirk
1
Callegaro, Giorgia
1
Campi, Luciano
1
Dempsey, Michael
1
Ewald, Christian-Oliver
1
Giusto, Valeria
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Kabir, Humayun
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Kentia Tonleu, Klébert
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Kermiche, L.
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Lassance, Nathan
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Lee, Kyungsub
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Leobacher, Gunther
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Maruhn, Jan H.
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Menkens, Olaf
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Mozumder, Sharif
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Ruddock, Ralph
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Sachs, Ekkehard
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Schmitz, Norbert
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Seo, Byoung Ki
1
Tkalinski, Tomasz J.
1
Touzi, Nizar
1
Vargiolu, Tiziano
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Vrins, Frédéric
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Vuillermet, N.
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Wrede, Marcus
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Applied economics
Mathematical methods of operations research
International journal of theoretical and applied finance
62
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Applied mathematical finance
29
Finance and stochastics
29
The journal of futures markets
28
Quantitative finance
27
Journal of banking & finance
23
Insurance / Mathematics & economics
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Journal of economic dynamics & control
15
Review of derivatives research
14
Research paper series / Swiss Finance Institute
13
Risks : open access journal
12
Energy economics
10
European journal of operational research : EJOR
10
The journal of computational finance
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Risk and decision analysis
9
Computational economics
8
Discussion paper / B
8
Swiss Finance Institute Research Paper
8
The European journal of finance
8
Finance research letters
7
International journal of financial engineering
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Journal of risk and financial management : JRFM
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
NBER working paper series
6
The North American journal of economics and finance : a journal of financial economics studies
6
Advanced mathematical methods for finance
5
Advances in futures and options research : a research annual
5
Annals of finance
5
Bonn Econ Discussion Papers / BGSE
5
CoFE discussion papers
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
International review of economics & finance : IREF
5
Mathematical finance
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Mathematics and financial economics
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ECONIS (ZBW)
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1
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
2
Analytic formula for option margin with liquidity costs under dynamic delta hedging
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Applied economics
53
(
2021
)
29
,
pp. 3391-3407
Persistent link: https://www.econbiz.de/10012589463
Saved in:
3
Pricing and hedging options with GARCH-stable proxy volatilities
Mozumder, Sharif
;
Kabir, Humayun
;
Dempsey, Michael
- In:
Applied economics
50
(
2018
)
56
,
pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
Saved in:
4
A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
Saved in:
5
Hedging under generalized good-deal bounds and model uncertainty
Becherer, Dirk
;
Kentia Tonleu, Klébert
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 171-214
Persistent link: https://www.econbiz.de/10011714399
Saved in:
6
Utility indifference pricing and hedging for structured contracts in energy markets
Callegaro, Giorgia
;
Campi, Luciano
;
Giusto, Valeria
; …
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 265-303
Persistent link: https://www.econbiz.de/10011714437
Saved in:
7
Weather derivatives structuring and pricing : a sustainable agricultural approach in Africa
Kermiche, L.
;
Vuillermet, N.
- In:
Applied economics
48
(
2016
)
1/3
,
pp. 165-177
Persistent link: https://www.econbiz.de/10011412618
Saved in:
8
Convex hedging of non-superreplicable claims in discrete-time market models
Tkalinski, Tomasz J.
- In:
Mathematical methods of operations research
79
(
2014
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10010347953
Saved in:
9
Pricing and hedging of Asian options : quasi-explicit solutions via Malliavin calculus
Yang, Zhaojun
;
Ewald, Christian-Oliver
;
Menkens, Olaf
- In:
Mathematical methods of operations research
74
(
2011
)
1
,
pp. 93-120
Persistent link: https://www.econbiz.de/10009270422
Saved in:
10
Robust static hedging of barrier options in stochastic volatility models
Maruhn, Jan H.
;
Sachs, Ekkehard
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 405-433
Persistent link: https://www.econbiz.de/10003909254
Saved in:
1
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