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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Incomplete market"
~subject:"Monte Carlo simulation"
~subject:"Risk management"
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Search: ("Abfallpolitik" OR "Digitalisierung" OR "Rohstoff") AND NOT isPartOf:Wirtschaftsdienst
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Incomplete market
Monte Carlo simulation
Risk management
Hedging
115
Option pricing theory
67
Optionspreistheorie
67
Theorie
61
Theory
61
Derivat
38
Derivative
38
Stochastic process
34
Stochastischer Prozess
34
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32
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32
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24
Optionsgeschäft
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hedging
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Benth, Fred Espen
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2
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Bender, Christian
1
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1
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1
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1
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1
Dahl, Lars O.
1
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1
El Hajjaji, Omar
1
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1
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1
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1
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1
Grasselli, Martino
1
Grasselli, Matheus
1
Halperin, Igor
1
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1
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1
Hvistendahl Karlsen, Kenneth
1
Ielpo, Florian
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1
Mina, Karl Friedrich
1
Njoh, Samuel
1
Pennanen, Teemu
1
Pigorsch, Christian
1
Rakwongwan, Udomsak
1
Reiß, O.
1
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International journal of theoretical and applied finance
Energy economics
40
Journal of banking & finance
26
Finance research letters
25
Insurance / Mathematics & economics
25
European journal of operational research : EJOR
20
Risks : open access journal
18
The journal of futures markets
16
Journal of financial economics
14
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of risk and insurance : the journal of the American Risk and Insurance Association
13
Management science : journal of the Institute for Operations Research and the Management Sciences
11
NBER working paper series
11
Springer eBook Collection
11
Working paper / National Bureau of Economic Research, Inc.
11
Quantitative finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Agricultural finance review
9
Applied economics
9
International review of financial analysis
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
International review of economics & finance : IREF
8
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
8
Journal of risk
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
SpringerLink / Bücher
8
The European journal of finance
8
The journal of corporate finance : contracting, governance and organization
8
Wiley finance series
8
Applied mathematical finance
7
Economic modelling
7
Journal of agricultural and applied economics
7
Journal of economic dynamics & control
7
Journal of risk and financial management : JRFM
7
Pacific-Basin finance journal
7
Research in international business and finance
7
Research paper series / Swiss Finance Institute
7
Working paper series
7
American journal of agricultural economics
6
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
26
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1
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
2
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:
3
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:
4
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
5
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:
6
Estimating residual hedging risk with least-squares Monte Carlo
Ankirchner, Stefan
;
Pigorsch, Christian
;
Schweizer, Nikolaus
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010498866
Saved in:
7
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:
8
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:
9
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:
10
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Saved in:
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