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~isPartOf:"Economics Papers from University Paris Dauphine"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Hedging
109
Theorie
64
Theory
64
Option pricing theory
39
Optionspreistheorie
39
Portfolio selection
25
Portfolio-Management
25
Volatility
21
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hedging
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104
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Lépinette-Denis, Emmanuel
8
Touzi, Nizar
6
Lautier, Delphine
5
Bouchard, Bruno
4
Aïd, René
3
Galli, Alain
3
Kabanov, Jurij M.
3
Kallsen, Jan
3
Madan, Dilip B.
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Campi, Luciano
2
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2
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2
Delbaen, Freddy
2
Dolinsky, Yan
2
Faff, Robert W.
2
Frey, Rüdiger
2
Geman, Hélyette
2
Hammoudeh, Shawkat
2
Imkeller, Peter
2
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2
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2
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2
Xuan Vinh Vo
2
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1
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Université Paris-Dauphine (Paris IX)
35
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Economics Papers from University Paris Dauphine
Journal of international financial markets, institutions & money
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
331
IMF Working Papers
161
International journal of theoretical and applied finance
119
Energy economics
117
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113
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104
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European journal of operational research : EJOR
48
The journal of finance : the journal of the American Finance Association
47
International Journal of Theoretical and Applied Finance (IJTAF)
46
Journal of economic dynamics & control
46
The European journal of finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
NBER Working Paper
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Research paper series / Swiss Finance Institute
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Risks : open access journal
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ECONIS (ZBW)
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RePEc
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41
A structural risk-neutral model for pricing and
hedging
power derivatives
Aïd, René
;
Campi, Luciano
;
Langrené, Nicolas
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 387-438
Persistent link: https://www.econbiz.de/10009783361
Saved in:
42
CEO inside debt and
hedging
decisions : lessons from the US banking industry
Belkhir, Mohamed
;
Boubaker, Sabri
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 223-246
Persistent link: https://www.econbiz.de/10009726373
Saved in:
43
The microstructure of covered interest arbitrage in a market with a dominant market maker
Liu, Hao-chen
;
Witte, Mark David
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 25-41
Persistent link: https://www.econbiz.de/10009726481
Saved in:
44
Hedging
under arbitrage
Ruf, Johannes
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 297-317
Persistent link: https://www.econbiz.de/10009721746
Saved in:
45
Exchange rate risk in the US stock market
Du, Ding
;
Hu, Ou
- In:
Journal of international financial markets, …
22
(
2012
)
1
,
pp. 137-150
Persistent link: https://www.econbiz.de/10009540833
Saved in:
46
Series expansion of the SABR joint density
Wu, Qi
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 310-345
Persistent link: https://www.econbiz.de/10009613197
Saved in:
47
The tracking error rate of the Delta-Gamma
hedging
strategy
Gobet, Emmanuel
;
Makhlouf, Azmi
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 277-309
Persistent link: https://www.econbiz.de/10009613201
Saved in:
48
Efficient
hedging
of European options with robust convex loss functionals : a dual-representation formula
Hernández-Hernández, Daniel
;
Treviño Aguilar, Erick
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 99-115
Persistent link: https://www.econbiz.de/10008935700
Saved in:
49
Multi-asset stochastic local variance contracts
Carr, Peter
;
Laurence, Peter
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10008935704
Saved in:
50
Superhedging in illiquid markets
Pennanen, Teemu
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 519-540
Persistent link: https://www.econbiz.de/10009156016
Saved in:
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