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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Search: subject_exact:"Financial+hedging"
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Hedging
180
Theorie
113
Theory
113
Option pricing theory
101
Optionspreistheorie
101
Portfolio selection
45
Portfolio-Management
45
Stochastic process
44
Stochastischer Prozess
44
Derivat
42
Derivative
42
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31
Optionsgeschäft
31
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29
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29
Black-Scholes model
24
Black-Scholes-Modell
24
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23
Unvollkommener Markt
23
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21
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hedging
15
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11
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180
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Madan, Dilip B.
4
Arai, Takuji
3
Carr, Peter
3
Hess, Markus
3
Hobson, David G.
3
Kabanov, Jurij M.
3
Kallsen, Jan
3
Melʹnikov, Aleksandr V.
3
Platen, Eckhard
3
Schoutens, Wim
3
Schweizer, Martin
3
Wilmott, Paul
3
Černý, Aleš
3
Ankirchner, Stefan
2
Aurell, Erik
2
Bermin, Hans-Peter
2
Biagini, Francesca
2
Bielecki, Tomasz R.
2
Charpin, Françoise
2
Crépey, S.
2
Cvitanić, Jakša
2
Delbaen, Freddy
2
Dolinsky, Yan
2
Elliott, Robert J.
2
Frey, Rüdiger
2
Gulko, Les
2
Heath, David C.
2
Hubalek, Friedrich
2
Hughston, Lane P.
2
Jeanblanc, Monique
2
Kohlmann, Michael
2
Lacaze, Dominique
2
Meyer-Brandis, Thilo
2
Pagès, Gilles
2
Pennanen, Teemu
2
Pham, Huyên
2
Renault, Eric
2
Rogers, Leonard C. G.
2
Rutkowski, Marek
2
Siu, Tak Kuen
2
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International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
329
Energy economics
116
Journal of banking & finance
113
Finance research letters
104
International review of financial analysis
79
Finance and stochastics
73
International review of economics & finance : IREF
73
Insurance / Mathematics & economics
68
NBER working paper series
65
Journal of financial economics
61
The review of financial studies
56
Applied economics
55
Working paper / National Bureau of Economic Research, Inc.
55
Economic modelling
53
Journal of multinational financial management
51
Applied mathematical finance
50
The North American journal of economics and finance : a journal of financial economics studies
50
The journal of finance : the journal of the American Finance Association
47
Journal of economic dynamics & control
46
European journal of operational research : EJOR
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
The European journal of finance
44
NBER Working Paper
43
Research paper series / Swiss Finance Institute
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
Quantitative finance
40
Journal of international financial markets, institutions & money
38
Research in international business and finance
38
Risks : open access journal
38
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Applied financial economics
35
American journal of agricultural economics
34
Journal of risk and financial management : JRFM
33
Swiss Finance Institute Research Paper
33
Journal of international money and finance
32
Discussion paper / Centre for Economic Policy Research
31
The journal of corporate finance : contracting, governance and organization
31
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ECONIS (ZBW)
180
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180
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1
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
2
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
3
Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
Saved in:
4
Hedging options in a doubly Markov-modulated financial market via stochastic flows
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012183224
Saved in:
5
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
6
Dynamic mean-variance optimization problems with deterministic information
Schweizer, Martin
;
Zivoi, Danijel
;
Ṥikić, Mario
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011854586
Saved in:
7
Conditional-mean hedging under transaction costs in Gaussian models
Sottinen, Tommi
;
Viitasaari, Lauri
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011854596
Saved in:
8
Local risk-minimization with multiple assets under illiquidity with applications in energy markets
Christodoulou, Panagiotis
;
Detering, Nils
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011891849
Saved in:
9
Portfolio optimization under a quantile hedging constraint
Bouveret, Géraldine
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011956927
Saved in:
10
Pricing index options by static hedging under finite liquidity
Armstrong, John
;
Pennanen, Teemu
;
Rakwongwan, Udomsak
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011926583
Saved in:
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