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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Hedging"
~type:"article"
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Hedging
Portfolio selection
177
Portfolio-Management
177
Theorie
154
Theory
154
Incomplete market
27
Stochastic process
27
Stochastischer Prozess
27
Unvollkommener Markt
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Option pricing theory
22
Optionspreistheorie
22
Martingal
20
Martingale
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Transaction costs
20
Transaktionskosten
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CAPM
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Mathematical programming
17
Mathematische Optimierung
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Cvitanić, Jakša
2
Bank, Peter
1
Baum, Dietmar
1
Bayraktar, Erhan
1
Dolinsky, Yan
1
Du, Ke
1
Grannan, E. R.
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Guéant, Olivier
1
Hayashi, Takaki
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Jarrow, Robert A.
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Jianfeng Zhang
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Kabanov, Jurij M.
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Kallsen, Jan
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Karatzas, Ioannis
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Ma, Jin
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Muhle-Karbe, Johannes
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Mykland, Per A.
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Olhede, Sofia
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Pergamenshchikov, Serguei
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Platen, Eckhard
1
Pu, Jiang
1
Stephens, David
1
Stricker, Christophe
1
Swindle, Glen H.
1
Thai Huu Nguyen
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance research letters
44
International review of financial analysis
37
Energy economics
33
International journal of theoretical and applied finance
29
Journal of banking & finance
29
The journal of futures markets
29
International review of economics & finance : IREF
28
Applied economics
24
Economic modelling
24
Finance and stochastics
23
The North American journal of economics and finance : a journal of financial economics studies
23
Insurance / Mathematics & economics
22
Journal of economic dynamics & control
22
Research in international business and finance
18
European journal of operational research : EJOR
17
Journal of financial economics
17
Applied mathematical finance
16
Journal of risk and financial management : JRFM
16
Quantitative finance
15
The European journal of finance
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
The review of financial studies
14
Risks : open access journal
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
11
Journal of empirical finance
11
The journal of portfolio management : a publication of Institutional Investor
11
The journal of asset management
10
Computational economics
9
Journal of international financial markets, institutions & money
9
Journal of mathematical finance
9
Mathematical methods of operations research
9
The journal of finance : the journal of the American Finance Association
9
Cogent economics & finance
8
Journal of financial and quantitative analysis : JFQA
8
Journal of investment management : JOIM
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Journal of risk
8
Mathematics and financial economics
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European financial management : the journal of the European Financial Management Association
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1
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:
2
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
3
On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
Saved in:
4
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
5
Model-independent lower bound on variance SWAPS
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
Saved in:
6
Option pricing and hedging with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
7
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:
8
Hedging strategies and minimal variance portfolios for European and exotic options in a Lévy Market
Yip, Wing Yan
;
Stephens, David
;
Olhede, Sofia
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 617-646
Persistent link: https://www.econbiz.de/10008666962
Saved in:
9
Evaluating hedging errors : an asymptotic approach
Hayashi, Takaki
;
Mykland, Per A.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 309-343
Persistent link: https://www.econbiz.de/10002725490
Saved in:
10
Hedging and portfolio optimization in financial markets with a large trader
Bank, Peter
;
Baum, Dietmar
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001917650
Saved in:
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