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~isPartOf:"Finance and stochastics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Option trading"
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Option trading
Hedging
183
Theorie
136
Theory
136
Option pricing theory
89
Optionspreistheorie
89
Portfolio selection
40
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40
Optionsgeschäft
34
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Hobson, David G.
4
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3
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2
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Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
23
International journal of theoretical and applied finance
21
Journal of banking & finance
12
Quantitative finance
11
Review of derivatives research
11
International review of economics & finance : IREF
8
Applied mathematical finance
5
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5
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The North American journal of economics and finance : a journal of financial economics studies
5
wi - Wirtschaft
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Always learning
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Finance research letters
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Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
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Journal of economic dynamics & control
3
Journal of multinational financial management
3
Journal of risk and financial management : JRFM
3
Mathematical methods of operations research
3
NBER working paper series
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Risk and decision analysis
3
The European journal of finance
3
The journal of computational finance
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The journal of finance : the journal of the American Finance Association
3
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
2
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
A general accurate approximation for pricing and
hedging
basket options with exact moment matching
Wu, Feifan
;
Diao, Xundi
;
Wu, Chongfeng
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 68-86
Persistent link: https://www.econbiz.de/10012306166
Saved in:
2
Option pricing and
hedging
with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
3
Model uncertainty and the pricing of American options
Hobson, David G.
;
Neuberger, Anthony
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10011944370
Saved in:
4
Robust price bounds for the forward starting straddle
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
Saved in:
5
Pricing and
hedging
Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
6
Robust
hedging
with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
7
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
8
Limit theorems for partial
hedging
under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
9
On the
hedging
of options on exploding exchange rates
Carr, Peter
;
Fisher, Travis
;
Ruf, Johannes
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
Saved in:
10
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
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