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~isPartOf:"Applied mathematical finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"1908-1922"
~subject:"Hedging"
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1908-1922
Hedging
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78
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Applied mathematical finance
The journal of finance : the journal of the American Finance Association
The journal of futures markets
23
International journal of theoretical and applied finance
20
Journal of banking & finance
12
Finance and stochastics
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Quantitative finance
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Review of derivatives research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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International review of economics & finance : IREF
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Journal of financial markets
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The North American journal of economics and finance : a journal of financial economics studies
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wi - Wirtschaft
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Always learning
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Finance research letters
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Working paper / National Bureau of Economic Research, Inc.
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European journal of operational research : EJOR
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Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
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Journal of economic dynamics & control
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Journal of multinational financial management
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Journal of risk and financial management : JRFM
3
Mathematical methods of operations research
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NBER working paper series
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The European journal of finance
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The review of financial studies
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Advanced series on statistical science & applied probability
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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Asia-Pacific financial markets
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Cogent economics & finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
Derivative pricing 60 years before black-scholes : evidence from the Johannesburg Stock Exchange
Moore, Lyndon
;
Juh, Steve
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 3069-3098
Persistent link: https://www.econbiz.de/10003398551
Saved in:
7
Market risk and model risk for a financial institution writing options
Green, Tracy Clifton
;
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1465-1499
Persistent link: https://www.econbiz.de/10001395780
Saved in:
8
Static hedging of exotic options
Carr, Peter
- In:
The journal of finance : the journal of the American …
53
(
1998
)
3
,
pp. 1165-1190
Persistent link: https://www.econbiz.de/10001243935
Saved in:
9
[Rezension von: Hull, John, Options, futures, and other derivative securities]
Gay, Gerald D.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 312-316
Persistent link: https://www.econbiz.de/10001344121
Saved in:
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