//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Quantitative finance"
~subject:"Derivat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Currency hedging"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Hedging
195
Option pricing theory
88
Optionspreistheorie
88
Theorie
80
Theory
80
Derivative
57
Portfolio selection
52
Portfolio-Management
52
Stochastic process
41
Stochastischer Prozess
41
Option trading
31
Optionsgeschäft
31
Volatility
28
Volatilität
28
Black-Scholes model
22
Black-Scholes-Modell
22
Incomplete market
19
Unvollkommener Markt
19
USA
18
United States
18
Risikomanagement
17
Risk management
17
Experiment
16
Risiko
12
Risk
12
hedging
12
CAPM
11
Credit risk
11
Hedge fund
11
Hedgefonds
11
Kreditrisiko
11
Swap
11
Capital income
10
Kapitaleinkommen
10
Investment Fund
9
Investmentfonds
9
Martingal
9
Martingale
9
Transaction costs
9
more ...
less ...
Online availability
All
Undetermined
20
Free
5
Type of publication
All
Article
55
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
57
Aufsatz in Zeitschrift
57
Conference paper
4
Konferenzbeitrag
4
Aufsatzsammlung
1
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
57
Author
All
Aurell, Erik
2
Benth, Fred Espen
2
Crépey, S.
2
Delage, Erick
2
Halperin, Igor
2
Hess, Markus
2
Jeanblanc, Monique
2
Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
Melʹnikov, Aleksandr V.
2
Alexander, Carol
1
Ankirchner, Stefan
1
Armstrong, John
1
Bao, Li
1
Bartram, Söhnke M.
1
Bernard, Carole
1
Bielecki, Tomasz R.
1
Brigo, Damiano
1
Brodén, Mats
1
Brown, Gregory W.
1
Buescu, Cristin
1
Bunn, Derek W.
1
Carbonneau, Alexandre
1
Chang, Camus
1
Cheang, Gerald H. L.
1
Chen, An-Pin
1
Chen, Son-nan
1
Cheung, William Ming Yan
1
Chiarella, Carl
1
Christensen, Troels Sønderby
1
Conrad, Jennifer S.
1
De Spiegeleer, Jan
1
DeMatos, João Amaro
1
Dempster, Michael A. H.
1
Di Graziano, Giuseppe
1
Dimitroff, Georgi
1
DoRosário, João Sobral
1
Dorfleitner, Gregor
1
Driessen, Joost
1
El Hajjaji, Omar
1
more ...
less ...
Institution
All
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
Published in...
All
International journal of theoretical and applied finance
Journal of financial and quantitative analysis : JFQA
Quantitative finance
The journal of futures markets
94
Energy economics
43
Journal of banking & finance
28
International review of economics & finance : IREF
17
International review of financial analysis
16
Finance research letters
15
Applied mathematical finance
14
Journal of multinational financial management
14
The European journal of finance
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Journal of financial economics
12
Applied economics
11
Journal of risk and financial management : JRFM
11
Working paper
10
Applied financial economics
9
Journal of economic dynamics & control
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Review of derivatives research
9
Review of quantitative finance and accounting
9
The journal of finance : the journal of the American Finance Association
9
The journal of fixed income
9
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Computational economics
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
European journal of operational research : EJOR
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of corporate finance : contracting, governance and organization
8
Economic modelling
7
European financial management : the journal of the European Financial Management Association
7
Insurance / Mathematics & economics
7
International journal of financial engineering
7
NBER working paper series
7
Risks : open access journal
7
Advances in futures and options research : a research annual
6
Agricultural finance review
6
Annals of finance
6
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
2
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
3
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
4
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
5
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
6
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
7
Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
8
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
9
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
Saved in:
10
Equal risk pricing of derivatives with deep hedging
Carbonneau, Alexandre
;
Godin, Frédéric
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 593-608
Persistent link: https://www.econbiz.de/10012483841
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->