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~isPartOf:"IMF Working Papers"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Optionspreistheorie"
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Search: subject:"Commodity"
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Optionspreistheorie
commodity prices
140
Hedging
116
Economic models
115
Theorie
107
Theory
107
terms of trade
87
international trade
77
world economy
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Dolinsky, Yan
2
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Madan, Dilip B.
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Renault, Eric
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Černý, Aleš
2
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1
Aïd, René
1
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1
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1
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1
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1
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1
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1
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1
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IMF Working Papers
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
67
The journal of futures markets
38
Journal of banking & finance
34
Applied mathematical finance
31
Finance and stochastics
30
Quantitative finance
28
Insurance / Mathematics & economics
21
Review of derivatives research
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Energy economics
17
Journal of economic dynamics & control
15
European journal of operational research : EJOR
14
Research paper series / Swiss Finance Institute
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Risks : open access journal
13
The journal of computational finance
10
Finance research letters
9
Risk and decision analysis
9
Computational economics
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8
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8
Swiss Finance Institute Research Paper
8
The European journal of finance
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International journal of financial engineering
7
NBER working paper series
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SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
7
American journal of agricultural economics
6
Applied economics
6
Asia-Pacific financial markets
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Journal of risk and financial management : JRFM
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Working paper / National Bureau of Economic Research, Inc.
6
Advanced mathematical methods for finance
5
Advances in futures and options research : a research annual
5
Bonn Econ Discussion Papers / BGSE
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CoFE discussion papers
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ECONIS (ZBW)
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1
Time-changed Ornstein-Uhlenbeck processes and their applications in
commodity
derivative models
Li, Lingfei
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
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
On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
Saved in:
4
Option pricing and hedging with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
5
Equilibrium forward curves for commodities
Routledge, Bryan R.
;
Seppi, Duane J.
;
Spatt, Chester S.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1297-1338
Persistent link: https://www.econbiz.de/10001497602
Saved in:
6
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:
7
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:
8
Simple processes and the pricing and hedging of Cliquets
Madan, Dilip B.
;
Schoutens, Wim
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 198-216
Persistent link: https://www.econbiz.de/10009712550
Saved in:
9
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:
10
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
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