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~isPartOf:"Finance and stochastics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivat"
~subject:"Option trading"
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Derivat
Option trading
Hedging
138
Theorie
110
Theory
110
Option pricing theory
70
Optionspreistheorie
70
Portfolio selection
38
Portfolio-Management
38
Stochastic process
28
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28
Transaction costs
26
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26
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17
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17
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Pricing-hedging duality
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English
32
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Hobson, David G.
4
Dolinsky, Yan
3
Cvitanić, Jakša
2
Frey, Rüdiger
2
Kabanov, Jurij M.
2
Ankirchner, Stefan
1
Aïd, René
1
Benth, Fred Espen
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Brown, Haydyn
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Campi, Luciano
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1
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1
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1
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1
Goll, Thomas
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1
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Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
113
International journal of theoretical and applied finance
51
Energy economics
44
Journal of banking & finance
38
Quantitative finance
24
International review of economics & finance : IREF
19
Finance research letters
18
Review of derivatives research
18
International review of financial analysis
16
Journal of multinational financial management
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
Applied mathematical finance
15
Journal of financial economics
15
The European journal of finance
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Applied economics
12
Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
12
The journal of finance : the journal of the American Finance Association
11
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10
Journal of economic dynamics & control
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
NBER working paper series
10
Review of quantitative finance and accounting
10
Working paper
10
Applied financial economics
9
European journal of operational research : EJOR
9
Insurance / Mathematics & economics
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Journal of risk
9
The journal of fixed income
9
Working paper / National Bureau of Economic Research, Inc.
9
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Investment management and financial innovations
8
Journal of financial markets
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Research paper series / Swiss Finance Institute
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Risks : open access journal
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The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
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1
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:
2
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:
3
Bounds for VIX futures given S&P 500 smiles
Guyon, Julien
;
Menegaux, Romain
;
Nutz, Marcel
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 593-630
Persistent link: https://www.econbiz.de/10011944412
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
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
7
Mean-variance
hedging
with oil futures
Wang, Liao
;
Wissel, Johannes Stefan
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 641-683
Persistent link: https://www.econbiz.de/10010190888
Saved in:
8
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:
9
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:
10
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:
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