//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied mathematical finance"
~subject:"Derivat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Preisindex" OR "Rohstoff" OR "Rohstoffpreis"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Hedging
50
Option pricing theory
30
Optionspreistheorie
30
Theorie
25
Theory
25
Stochastic process
18
Stochastischer Prozess
18
Volatility
18
Volatilität
18
Derivative
16
Portfolio selection
16
Portfolio-Management
16
Black-Scholes model
6
Black-Scholes-Modell
6
Commodity derivative
6
Rohstoffderivat
6
Option trading
5
Optionsgeschäft
5
CAPM
4
Martingal
4
Martingale
4
Risiko
4
Risikomanagement
4
Risk
4
Risk management
4
hedging
4
Finanzmathematik
3
Incomplete market
3
Mathematical finance
3
Simulation
3
Swap
3
Unvollkommener Markt
3
Credit risk
2
Exchange rate risk
2
Greeks
2
Kreditrisiko
2
Lévy processes
2
Mathematical programming
2
Mathematische Optimierung
2
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Benth, Fred Espen
2
Aly, Sidi Mohamed Ould
1
Badran, Alexander
1
Baldeaux, Jan
1
Barth, Andrea
1
Becherer, Dirk
1
Biegler-König, Richard
1
Bouzianis, George
1
Cohen, Samuel N.
1
Goard, Joanna
1
Hikspoors, Samuel
1
Hofer, Markus
1
Howison, Sam
1
Hughston, Lane P.
1
Jaimungal, Sebastian
1
Leung, Tim
1
Lyons, Terry
1
Mayer, Philipp
1
Ménassé, Clément
1
Nejad, Sina
1
Perez Arribas, Imanol
1
Pircalabu, Anca
1
Potthoff, Jürgen
1
Rafailidis, Avraam
1
Rasmussen, Henrik
1
Reisinger, Christoph
1
Tankov, Peter
1
Tikanmäki, Heikki
1
Wang, Sheng
1
Ward, Brian
1
Ward, Ian
1
more ...
less ...
Published in...
All
Applied mathematical finance
The journal of futures markets
105
Energy economics
76
International journal of theoretical and applied finance
38
Journal of banking & finance
37
International review of financial analysis
26
International review of economics & finance : IREF
23
Finance research letters
21
Quantitative finance
18
Applied economics
17
Economic modelling
15
The European journal of finance
15
Journal of multinational financial management
14
Journal of risk and financial management : JRFM
14
Journal of financial economics
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
European journal of operational research : EJOR
12
Research in international business and finance
12
Review of derivatives research
12
American journal of agricultural economics
11
Applied financial economics
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Journal of commodity markets
11
Working paper
11
Applied economics letters
10
Review of quantitative finance and accounting
10
The energy journal
10
The journal of finance : the journal of the American Finance Association
10
Computational economics
9
Journal of economic dynamics & control
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
NBER working paper series
9
Risks : open access journal
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of fixed income
9
Annals of finance
8
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Cogent economics & finance
8
European financial management : the journal of the European Financial Management Association
8
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Hedging strategies in commodity markets : rolling intrinsic and delta hedging for virtual power plants
Biegler-König, Richard
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 550-582
Persistent link: https://www.econbiz.de/10012516171
Saved in:
2
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:
3
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
4
Non-parametric pricing and hedging of exotic derivatives
Lyons, Terry
;
Nejad, Sina
;
Perez Arribas, Imanol
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 457-494
Persistent link: https://www.econbiz.de/10012516168
Saved in:
5
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
6
Dynamic index tracking and risk exposure control using derivatives
Leung, Tim
;
Ward, Brian
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 180-212
Persistent link: https://www.econbiz.de/10011959128
Saved in:
7
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément
;
Tankov, Peter
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 197-235
Persistent link: https://www.econbiz.de/10011704228
Saved in:
8
Consistent modelling of VIX and equity derivatives using a 3/2 plus jumps model
Baldeaux, Jan
;
Badran, Alexander
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 299-312
Persistent link: https://www.econbiz.de/10010499689
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->