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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Hedging"
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Hedging
Derivat
148
Derivative
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Theorie
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Option pricing theory
60
Optionspreistheorie
60
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Ankirchner, Stefan
1
Augustin, Patrick
1
Aïd, René
1
Backhaus, Jochen
1
Badescu, Alexandru
1
Barletta, Andrea
1
Boudoukh, Jacob
1
Broadie, Mark
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Cadle, John
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Campi, Luciano
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1
Ho, Lan-chih
1
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1
Ibraimi, Meriton
1
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1
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Leippold, Markus
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Lioui, Abraham
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1
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1
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Journal of economic dynamics & control
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
94
Energy economics
43
International journal of theoretical and applied finance
34
Journal of banking & finance
28
International review of economics & finance : IREF
17
International review of financial analysis
16
Quantitative finance
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
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
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
Journal of financial and quantitative analysis : JFQA
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
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ECONIS (ZBW)
22
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
CDS Returns
Augustin, Patrick
;
Saleh, Fahad
;
Xu, Haohua
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503412
Saved in:
3
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
4
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:
5
Pure jump models for pricing and hedging VIX derivatives
Li, Jing
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 28-55
Persistent link: https://www.econbiz.de/10011740472
Saved in:
6
Counterparty risk minimization by the optimal netting of OTC derivative trades
O'Kane, Dominic
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 48-65
Persistent link: https://www.econbiz.de/10011687335
Saved in:
7
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
8
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:
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
Rejoinder to a remark on Lin and Chang's paper "Consistent modeling of S&P 500 and VIX derivatives"
Lin, Yueh-neng
;
Chang, Chien-hung
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 716-718
Persistent link: https://www.econbiz.de/10009554307
Saved in:
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