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Hedging
73
Theorie
52
Theory
52
Option pricing theory
31
Optionspreistheorie
31
Portfolio selection
23
Portfolio-Management
23
Martingal
14
Martingale
14
Stochastic process
14
Stochastischer Prozess
14
Transaction costs
13
Transaktionskosten
13
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12
Optionsgeschäft
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10
Risk
10
CAPM
8
Mathematical programming
7
Mathematische Optimierung
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Financial economics
6
Kapitalmarkttheorie
6
Pricing-hedging duality
5
Derivat
4
Derivative
4
Risikomanagement
4
Risk management
4
Risk measure
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Robust hedging
4
Volatility
4
Volatilität
4
Arbitrage
3
Arbitrage Pricing
3
Arbitrage pricing
3
Black-Scholes model
3
Black-Scholes-Modell
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3
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Article
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English
75
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Kabanov, Jurij M.
5
Bouchard, Bruno
4
Hobson, David G.
4
Obłój, Jan
4
Bartl, Daniel
3
Carr, Peter
3
Pham, Huyên
3
Stricker, Christophe
3
Campi, Luciano
2
Cox, Alexander M. G.
2
Cvitanić, Jakša
2
Frey, Rüdiger
2
Fukasawa, Masaaki
2
Föllmer, Hans
2
Gobet, Emmanuel
2
Herrmann, Sebastian
2
Hou, Zhaoxu
2
Jeanblanc, Monique
2
Karatzas, Ioannis
2
Klimmek, Martin
2
Kupper, Michael
2
Lee, Roger
2
Leukert, Peter
2
Lépinette, Emmanuel
2
Muhle-Karbe, Johannes
2
Møller, Thomas
2
Rásonyi, Miklós
2
Soner, Halil Mete
2
Touzi, Nizar
2
Ankirchner, Stefan
1
Arai, Takuji
1
Backhoff, Julio Daniel
1
Barrieu, Pauline
1
Beiglböck, Mathias
1
Bender, Christian
1
Benth, Fred Espen
1
Bielecki, Tomasz R.
1
Blanchet-Scalliet, Christophette
1
Cherny, Alexander S.
1
Dang, Ngoc-minh
1
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Finance and stochastics
The journal of futures markets
331
IMF Working Papers
161
International journal of theoretical and applied finance
119
Energy economics
117
Journal of banking & finance
113
Finance research letters
105
International review of financial analysis
88
International review of economics & finance : IREF
76
IMF Staff Country Reports
71
Insurance / Mathematics & economics
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
NBER working paper series
65
MPRA Paper
64
Journal of financial economics
62
Applied economics
57
The review of financial studies
56
Economic modelling
55
Working paper / National Bureau of Economic Research, Inc.
55
Journal of multinational financial management
51
The North American journal of economics and finance : a journal of financial economics studies
51
Applied mathematical finance
50
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
43
Research paper series / Swiss Finance Institute
43
Finance and Stochastics
41
Quantitative finance
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of financial and quantitative analysis : JFQA
40
Journal of international financial markets, institutions & money
39
Risks : open access journal
39
Research in international business and finance
38
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Applied financial economics
35
Economics Papers from University Paris Dauphine
35
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ECONIS (ZBW)
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31
Optimal
hedging
of demographic risk in life insurance
Norberg, Ragnar
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 197-222
Persistent link: https://www.econbiz.de/10009682286
Saved in:
32
Generalized stochastic target problems for pricing and partial
hedging
under loss constraints : application in optimal book liquidation
Bouchard, Bruno
;
Dang, Ngoc-minh
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 31-72
Persistent link: https://www.econbiz.de/10009682291
Saved in:
33
Model-independent
hedging
strategies for variance swaps
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 611-649
Persistent link: https://www.econbiz.de/10009623540
Saved in:
34
Cross
hedging
with stochastic correlation
Ankirchner, Stefan
;
Heyne, Gregor
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 17-43
Persistent link: https://www.econbiz.de/10009423259
Saved in:
35
The efficient
hedging
problem for American options
Mulinacci, Sabrina
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 365-397
Persistent link: https://www.econbiz.de/10009159078
Saved in:
36
Robust pricing and
hedging
of double no-touch options
Cox, Alexander M. G.
;
Obłój, Jan
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 573-605
Persistent link: https://www.econbiz.de/10009303104
Saved in:
37
Hedging
of a credit default swaption in the CIR default intensity model
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 541-572
Persistent link: https://www.econbiz.de/10009303111
Saved in:
38
Mean square error for the Leland-Lott
hedging
strategy : convex pay-offs
Denis, Emmanuel
;
Kabanov, Jurij M.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 625-667
Persistent link: https://www.econbiz.de/10008823687
Saved in:
39
Option
hedging
for small investors under liquidity costs
Çetin, Umut
;
Soner, Halil Mete
;
Touzi, Nizar
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 317-341
Persistent link: https://www.econbiz.de/10010216487
Saved in:
40
Hedging
variance options on continuous semimartingales
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 179-207
Persistent link: https://www.econbiz.de/10003951494
Saved in:
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