//--> //--> //--> //-->
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:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Option trading"
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:"hedging"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option trading
Hedging
101
Theorie
72
Theory
72
Option pricing theory
40
Optionspreistheorie
40
Portfolio selection
27
Portfolio-Management
27
Derivat
17
Derivative
17
hedging
16
Stochastic process
15
Stochastischer Prozess
15
Transaction costs
14
Transaktionskosten
14
Volatility
14
Volatilität
14
Optionsgeschäft
12
Risikomanagement
11
Risk management
11
Capital income
9
Hedge fund
9
Hedgefonds
9
Kapitaleinkommen
9
Risiko
9
Risk
9
Black-Scholes model
8
Black-Scholes-Modell
8
hedge funds
8
Incomplete market
7
Unvollkommener Markt
7
Börsenkurs
6
Share price
6
Anlageverhalten
5
Behavioural finance
5
CAPM
5
Mathematical programming
5
Mathematische Optimierung
5
Currency derivative
4
Investment Fund
4
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Dolinsky, Yan
2
Anand, Amber
1
Brace, Alan
1
Brown, Haydyn
1
Cvitanić, Jakša
1
Frey, Rüdiger
1
Guéant, Olivier
1
Hernández-Hernández, Daniel
1
Hobson, David G.
1
Hua, Jian
1
Hussain, S.
1
Iron, Yonathan
1
Karatzas, Ioannis
1
Kifer, Yuri
1
Musiela, Marek
1
Pu, Jiang
1
Puckett, Andy
1
Rogers, Leonard C. G.
1
Shashiashvili, M.
1
Stremme, Alexander
1
Treviño Aguilar, Erick
1
Večeř, Jan
1
Yong, Jiongmin
1
more ...
less ...
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
23
International journal of theoretical and applied finance
21
Finance and stochastics
12
Journal of banking & finance
12
Quantitative finance
11
Review of derivatives research
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
International review of economics & finance : IREF
8
Applied mathematical finance
5
Journal of financial economics
5
Journal of financial markets
5
The North American journal of economics and finance : a journal of financial economics studies
5
wi - Wirtschaft
5
Always learning
4
Computational economics
4
Finance research letters
4
Journal of risk
4
Research paper series / Swiss Finance Institute
4
Working paper / National Bureau of Economic Research, Inc.
4
Energy economics
3
European journal of operational research : EJOR
3
Insurance / Mathematics & economics
3
Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
3
Journal of economic dynamics & control
3
Journal of multinational financial management
3
Journal of risk and financial management : JRFM
3
Mathematical methods of operations research
3
NBER working paper series
3
Risk and decision analysis
3
The European journal of finance
3
The journal of computational finance
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Advanced series on statistical science & applied probability
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
2
Asia-Pacific financial markets
2
Cogent economics & finance
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The information in hedge fund option holdings
Anand, Amber
;
Hua, Jian
;
Puckett, Andy
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1832-1854
Persistent link: https://www.econbiz.de/10014515151
Saved in:
2
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:
3
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:
4
Limit theorems for partial
hedging
under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
5
Efficient
hedging
of European options with robust convex loss functionals : a dual-representation formula
Hernández-Hernández, Daniel
;
Treviño Aguilar, Erick
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 99-115
Persistent link: https://www.econbiz.de/10008935700
Saved in:
6
Perfect and partial
hedging
for swing game options in discrete time
Dolinsky, Yan
;
Iron, Yonathan
;
Kifer, Yuri
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 447-474
Persistent link: https://www.econbiz.de/10009155203
Saved in:
7
Discrete time
hedging
of the American option
Hussain, S.
;
Shashiashvili, M.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 647-670
Persistent link: https://www.econbiz.de/10008667629
Saved in:
8
Robust
hedging
of barrier options
Brown, Haydyn
;
Hobson, David G.
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 285-314
Persistent link: https://www.econbiz.de/10001651137
Saved in:
9
European-type contingent claims in an incomplete market with constrained wealth and portfolio
Yong, Jiongmin
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 387-412
Persistent link: https://www.econbiz.de/10001444273
Saved in:
10
Market volatility and feedback effects from dynamic
hedging
Frey, Rüdiger
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 351-374
Persistent link: https://www.econbiz.de/10001232778
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->