//--> //--> //-->
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:"Computational Management Science : CMS"
~subject:"Stochastischer Prozess"
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: "Hedging"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Hedging
6
Stochastic process
6
Theorie
4
Theory
4
Mathematical programming
2
Mathematische Optimierung
2
Progressive Hedging
2
Risikomanagement
2
Risk management
2
Stochastic programming
2
Volatility
2
Volatilität
2
Allocation
1
Allokation
1
Branch and Bound
1
Branch-and-Bound
1
Branch-and-bound
1
Derivat
1
Derivative
1
Derivatives payoffs
1
Electric power industry
1
Electricity markets
1
Electricity price
1
Elektrizitätswirtschaft
1
Energiemarkt
1
Energy market
1
Experiment
1
Finanzmathematik
1
GMWB pricing
1
Generation planning
1
Innovation
1
Interest rate
1
Kraftwerk
1
Mathematical finance
1
Mean absolute deviation
1
Multi-stage mixed-integer stochastic convex programming
1
Optimal withdrawal
1
Option pricing theory
1
Optionspreistheorie
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Conference paper
1
Konferenzbeitrag
1
Language
All
English
6
Author
All
Watson, Jean-Paul
2
Atakan, Semih
1
Barro, Diana
1
Beskos, Alexandros
1
Canestrelli, Elio
1
Consigli, Giorgio
1
Goudenege, Ludovic
1
Guo, Xiaojia
1
Molent, Andrea
1
Munoz, Francisco D.
1
Sen, Suvrajeet
1
Siddiqui, Afzal S.
1
Woodruff, David L.
1
Zanette, Antonino
1
more ...
less ...
Published in...
All
Computational Management Science : CMS
International journal of theoretical and applied finance
30
Applied mathematical finance
16
Finance and stochastics
14
Insurance / Mathematics & economics
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Quantitative finance
11
Journal of economic dynamics & control
8
Annals of finance
7
Computers & operations research : and their applications to problems of world concern ; an international journal
7
European journal of operational research : EJOR
7
CoFE Discussion Paper
6
CoFE discussion papers
6
Computational economics
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Energy economics
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Risks : open access journal
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Journal of banking & finance
5
Journal of mathematical finance
5
Journal of risk and financial management : JRFM
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Advanced mathematical methods for finance
4
Discussion papers of interdisciplinary research project 373
4
International journal of financial engineering
4
Mathematical methods of operations research
4
Omega : the international journal of management science
4
Research paper series / Swiss Finance Institute
4
Review of derivatives research
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Working paper series
4
Advanced series on statistical science & applied probability
3
Computational management science
3
Discussion paper / Tinbergen Institute
3
IMA journal of management mathematics
3
Journal of econometrics
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Operations research letters
3
Risk and decision analysis
3
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing and
hedging
GMWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenege, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 217-248
Persistent link: https://www.econbiz.de/10011993464
Saved in:
2
Volatility versus downside risk : performance protection in dynamic portfolio strategies
Barro, Diana
;
Canestrelli, Elio
;
Consigli, Giorgio
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 433-479
Persistent link: https://www.econbiz.de/10012053148
Saved in:
3
A Progressive
Hedging
based branch-and-bound algorithm for mixed-integer stochastic programs
Atakan, Semih
;
Sen, Suvrajeet
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 501-540
Persistent link: https://www.econbiz.de/10011922992
Saved in:
4
A scalable solution framework for stochastic transmission and generation planning problems
Munoz, Francisco D.
;
Watson, Jean-Paul
- In:
Computational Management Science : CMS
12
(
2015
)
4
,
pp. 491-518
Persistent link: https://www.econbiz.de/10011386242
Saved in:
5
The natural hedge of a gas-fired power plant
Guo, Xiaojia
;
Beskos, Alexandros
;
Siddiqui, Afzal S.
- In:
Computational Management Science : CMS
13
(
2016
)
1
,
pp. 63-86
Persistent link: https://www.econbiz.de/10011669234
Saved in:
6
Progressive
hedging
innovations for a class of stochastic mixed-integer resource allocation problems
Watson, Jean-Paul
;
Woodruff, David L.
- In:
Computational Management Science : CMS
8
(
2011
)
4
,
pp. 355-370
Persistent link: https://www.econbiz.de/10009314925
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->