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~isPartOf:"Finance research letters"
~subject:"Index-Futures"
~subject:"Optionspreistheorie"
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Search: subject_exact:"Financial hedging"
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Index-Futures
Optionspreistheorie
Hedging
104
Portfolio selection
36
Portfolio-Management
36
Theorie
28
Theory
28
Volatility
22
Volatilität
22
Welt
22
World
22
Risikomanagement
21
Risk management
21
Hedge
20
Derivat
15
Derivative
15
Estimation
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Risiko
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Risk
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Schätzung
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Option pricing theory
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11
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Wang, Xingchun
2
Zhao, Yonggan
2
Ziemba, William T.
2
Bai, Yujuan
1
Bates, David S.
1
Branger, Nicole
1
Esser, Angelika
1
Fu, Jianping
1
Ko, Bangwon
1
Lee, Hangsuck
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Lee, Hsiang-Tai
1
Lee, Minha
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Leland, Hayne Ellis
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Liu, Li
1
Pan, Zhiyuan
1
Schlag, Christian
1
Shenghong, Li
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Smith, Godfrey
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Tsang, Wei-Lun
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Finance research letters
International journal of theoretical and applied finance
63
The journal of futures markets
56
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Finance and stochastics
29
Applied mathematical finance
28
Journal of banking & finance
26
Quantitative finance
26
Insurance / Mathematics & economics
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Journal of economic dynamics & control
15
Review of derivatives research
14
Research paper series / Swiss Finance Institute
13
Risks : open access journal
12
Energy economics
10
European journal of operational research : EJOR
10
The European journal of finance
10
Computational economics
9
International review of economics & finance : IREF
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Risk and decision analysis
9
The journal of computational finance
9
Advances in futures and options research : a research annual
8
Applied economics
8
Discussion paper / B
8
Mathematical methods of operations research
8
Swiss Finance Institute Research Paper
8
The North American journal of economics and finance : a journal of financial economics studies
8
International journal of financial engineering
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Investment management and financial innovations
6
Journal of risk
6
Journal of risk and financial management : JRFM
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
NBER working paper series
6
Advanced mathematical methods for finance
5
Applied financial economics
5
Bonn Econ Discussion Papers / BGSE
5
CoFE discussion papers
5
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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1
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
2
Pricing volatility-equity options under the modified constant elasticity of variance model
Wang, Xingchun
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490200
Saved in:
3
Improving futures hedging performance using option information : evidence from the S&P 500 index
Bai, Yujuan
;
Pan, Zhiyuan
;
Liu, Li
- In:
Finance research letters
28
(
2019
),
pp. 112-117
Persistent link: https://www.econbiz.de/10012388029
Saved in:
4
Hedge ratio on Markov regime-switching diagonal Bekk-Garch model
Zhipeng, Yan
;
Shenghong, Li
- In:
Finance research letters
24
(
2018
),
pp. 49-55
Persistent link: https://www.econbiz.de/10011982461
Saved in:
5
Quadratic hedging strategies for volatility swaps
Wang, Xingchun
;
Fu, Jianping
;
Wang, Guanying
;
Wang, Yongjin
- In:
Finance research letters
15
(
2015
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011553014
Saved in:
6
Simulated testing of nonparametric measure changes for hedging European options
Smith, Godfrey
- In:
Finance research letters
10
(
2013
)
2
,
pp. 93-101
Persistent link: https://www.econbiz.de/10009774425
Saved in:
7
Cross hedging single stock with American Depositary Receipt and stock index futures
Lee, Hsiang-Tai
;
Tsang, Wei-Lun
- In:
Finance research letters
8
(
2011
)
3
,
pp. 146-157
Persistent link: https://www.econbiz.de/10009348338
Saved in:
8
Comments on "Hedging errors with Leland's option model in the presence of transaction costs"
Leland, Hayne Ellis
- In:
Finance research letters
4
(
2007
)
3
,
pp. 200-202
Persistent link: https://www.econbiz.de/10003702460
Saved in:
9
Hedging errors with Leland's option model in the presence of transaction costs
Zhao, Yonggan
;
Ziemba, William T.
- In:
Finance research letters
4
(
2007
)
1
,
pp. 49-58
Persistent link: https://www.econbiz.de/10003442070
Saved in:
10
Hedging the smirk
Bates, David S.
- In:
Finance research letters
2
(
2005
)
4
,
pp. 195-200
Persistent link: https://www.econbiz.de/10003219458
Saved in:
1
2
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