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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Dual optimization problem"
~subject:"Yield curve"
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Search: "Energiepreis" OR "Energieversorgung" OR "Erdölpreis" OR "Ölpreis" OR "Rohstoff" OR "Rohstoffpreis"
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Dual optimization problem
Yield curve
Hedging
65
Theorie
61
Theory
61
Option pricing theory
42
Optionspreistheorie
42
Stochastic process
16
Stochastischer Prozess
16
Portfolio selection
15
Portfolio-Management
15
Transaction costs
13
Transaktionskosten
13
Volatility
13
Volatilität
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Option trading
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Optionsgeschäft
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Derivat
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Derivative
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Black-Scholes model
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Black-Scholes-Modell
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Incomplete market
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Unvollkommener Markt
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CAPM
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Risiko
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Risk
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Zinsstruktur
4
Börsenkurs
3
Commodity derivative
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Duales Optimierungsproblem
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Martingal
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Martingale
3
Rohstoffderivat
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Search theory
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Share price
3
Suchtheorie
3
hedging
3
transaction costs
3
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Currency derivative
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7
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Brace, Alan
1
Delbaen, Freddy
1
Hernández-Hernández, Daniel
1
Jarrow, Robert A.
1
Kabanov, Jurij M.
1
Madan, Dilip B.
1
Musiela, Marek
1
Pennanen, Teemu
1
Stricker, Christophe
1
Teichmann, Josef
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
16
Energy economics
14
The journal of futures markets
10
International journal of theoretical and applied finance
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Research paper series / Swiss Finance Institute
5
Finance and stochastics
4
Tinbergen Institute research series
4
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
3
Finance research letters
3
Insurance / Mathematics & economics
3
International review of financial analysis
3
Journal of financial and quantitative analysis : JFQA
3
Journal of international money and finance
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Research series / Universiteit van Amsterdam
3
Swiss Finance Institute Research Paper
3
The journal of finance : the journal of the American Finance Association
3
Applied economics
2
Applied financial economics
2
Applied mathematical finance
2
Asia-Pacific journal of financial studies
2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper / Tinbergen Institute
2
Discussion papers / CEPR
2
Economic modelling
2
Economics letters
2
International journal of finance & economics : IJFE
2
Journal of empirical finance
2
Journal of financial economics
2
Journal of risk and financial management : JRFM
2
Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing
2
NBER working paper series
2
Publications from Department of Management
2
Quantitative finance
2
Review of quantitative finance and accounting
2
Risks : open access journal
2
Springer finance
2
Staff reports / Federal Reserve Bank of New York
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1
Superhedging in illiquid markets
Pennanen, Teemu
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 519-540
Persistent link: https://www.econbiz.de/10009156016
Saved in:
2
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:
3
A note on nonaffine solutions of the term structure equations with applications to power exchanges
Teichmann, Josef
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 191-201
Persistent link: https://www.econbiz.de/10002583086
Saved in:
4
Exponential hedging and entropic penalties
Delbaen, Freddy
(
contributor
)
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 99-123
Persistent link: https://www.econbiz.de/10001686219
Saved in:
5
On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Kabanov, Jurij M.
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10001686231
Saved in:
6
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
Saved in:
7
A multifactor Gauss Markov implementation of Heath, Jarrow, and Morton
Brace, Alan
- In:
Mathematical finance : an international journal of …
4
(
1994
)
3
,
pp. 259-283
Persistent link: https://www.econbiz.de/10001185092
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