//--> //--> //-->
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 Statistics"
~person:"Eckwert, Bernhard"
~person:"Kallsen, Jan"
~person:"Leobacher, Gunther"
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: subject:"Hedging"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Functional optimization
1
Hedging with futures
1
Portfolio optimization
1
hedging
1
incomplete markets
1
local utility
1
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Language
All
Undetermined
2
Author
All
Eckwert, Bernhard
Kallsen, Jan
Leobacher, Gunther
Kociński, Marek
2
Lindberg, Peter
2
Baran, Michał
1
Beutner, Eric
1
Cao, Jinhua
1
Ewald, Christian-Oliver
1
Frey, Rüdiger
1
Liu, Bin
1
Maruhn, J.
1
Mastinšek, Miklavž
1
Menkens, Olaf
1
Pham, Huyên
1
Runggaldier, Wolfgang J.
1
Sachs, E.
1
Touzi, Nizar
1
Yang, Zhaojun
1
more ...
less ...
Published in...
All
Computational Statistics
Dresden Discussion Paper Series in Economics
8
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
3
Dresden discussion paper series in economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
International review of economics & finance : IREF
2
Mathematical Methods of Operations Research
2
Mathematical methods of operations research
2
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
2
Review of international economics
2
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Applied Mathematical Finance
1
Applied mathematical finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Dresden Discussion Paper in Economics
1
Economic modelling
1
IMF working paper
1
IMF working papers
1
Mathematical Finance, 2008, 18(3), 473-492
1
Mathematics and financial economics
1
Research paper series / Swiss Finance Institute
1
Review of Derivatives Research
1
Review of derivatives research
1
Swiss Finance Institute Research Paper
1
The Japanese economic review : the journal of the Japanese Economic Association
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
arXiv preprint 1309.7833
1
more ...
less ...
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On a class of optimization problems emerging when
hedging
with short term futures contracts
Leobacher, Gunther
- In:
Computational Statistics
67
(
2008
)
1
,
pp. 65-90
This paper generalizes earlier work by G. Larcher and the author about
hedging
with short-term futures contracts, a …
Persistent link: https://www.econbiz.de/10010847715
Saved in:
2
A utility maximization approach to
hedging
in incomplete markets
Kallsen, Jan
- In:
Computational Statistics
50
(
1999
)
2
,
pp. 321-338
hedging
problems in frictionless, incomplete markets. Copyright Springer-Verlag Berlin Heidelberg 1999 …
Persistent link: https://www.econbiz.de/10010759308
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->