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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Credit derivative"
~subject:"Incomplete market"
~subject:"Mathematical programming"
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Search: subject_exact:"Hedging"
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Credit derivative
Incomplete market
Mathematical programming
Hedging
115
Option pricing theory
62
Optionspreistheorie
62
Theorie
55
Theory
55
Derivat
34
Derivative
34
Portfolio selection
30
Portfolio-Management
30
Stochastic process
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Stochastischer Prozess
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Optionsgeschäft
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Volatility
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Volatilität
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Black-Scholes model
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Black-Scholes-Modell
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hedging
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Jeanblanc, Monique
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Bielecki, Tomasz R.
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International journal of theoretical and applied finance
Research paper series / Swiss Finance Institute
11
Finance and stochastics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Swiss Finance Institute Research Paper
9
Journal of economic dynamics & control
8
European journal of operational research : EJOR
7
Journal of banking & finance
6
Mathematical methods of operations research
6
Applied mathematical finance
5
Computational economics
5
Energy economics
4
Insurance / Mathematics & economics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
The review of financial studies
4
Bank of Finland research discussion papers
3
Computers & operations research : and their applications to problems of world concern ; an international journal
3
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Operations research letters
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The journal of computational finance
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3
Advances in mathematical economics
2
Asia-Pacific financial markets
2
Computational Management Science : CMS
2
Computational methods in decision-making, economics and finance
2
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2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper / Centre for Economic Policy Research
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Discussion paper / Department of Business and Management Science
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Discussion paper / LSE Financial Markets Group
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Finance research letters
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Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
2
IFA working paper
2
IMA journal of management mathematics
2
INFORMS journal on computing : JOC
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International journal of financial engineering
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ECONIS (ZBW)
22
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1
A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
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
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:
4
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:
5
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:
6
Informationally dynamized Gaussian copula
Crépey, S.
;
Jeanblanc, Monique
;
Wu, Dong Li
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748717
Saved in:
7
Utility based pricing and hedging of jump diffusion processes with a view to applications
Zahn, Jochen Wolfgang
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009685882
Saved in:
8
Modelling the bid and ask prices of illiquid CDSs
Walker, Michael B.
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009672590
Saved in:
9
Approximate hedging of options under jump-diffusion processes
Mina, Karl Friedrich
;
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403772
Saved in:
10
Pricing illiquid options with n + 1 liquid proxies using mixed dynamic-static hedging
Halperin, Igor
;
Itkin, Andrey
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-17
Persistent link: https://www.econbiz.de/10010233264
Saved in:
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