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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Theory"
~subject:"Volatilität"
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Theory
Volatilität
Hedging
65
Theorie
58
Option pricing theory
39
Optionspreistheorie
39
Portfolio selection
15
Portfolio-Management
15
Stochastic process
14
Stochastischer Prozess
14
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13
Transaktionskosten
13
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11
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11
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11
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8
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7
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4
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3
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3
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3
Share price
3
Suchtheorie
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3
Zinsstruktur
3
hedging
3
transaction costs
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Kabanov, Jurij M.
3
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2
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2
Delbaen, Freddy
2
Frey, Rüdiger
2
Kallsen, Jan
2
Madan, Dilip B.
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Du, Ke
1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
160
International journal of theoretical and applied finance
68
Energy economics
63
Finance and stochastics
54
Journal of banking & finance
53
Finance research letters
44
International review of economics & finance : IREF
37
Journal of economic dynamics & control
34
International review of financial analysis
33
Journal of financial economics
33
Applied mathematical finance
32
NBER working paper series
31
Working paper / National Bureau of Economic Research, Inc.
31
European journal of operational research : EJOR
30
Insurance / Mathematics & economics
30
Economic modelling
29
The North American journal of economics and finance : a journal of financial economics studies
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
The journal of finance : the journal of the American Finance Association
27
Discussion paper / Tinbergen Institute
26
NBER Working Paper
24
The review of financial studies
24
American journal of agricultural economics
23
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
22
Applied economics
20
Journal of international money and finance
20
Research paper series / Swiss Finance Institute
20
Risks : open access journal
20
The journal of corporate finance : contracting, governance and organization
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Economics letters
18
Research in international business and finance
18
Discussion paper / Centre for Economic Policy Research
17
Journal of financial and quantitative analysis : JFQA
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
The European journal of finance
17
CoFE discussion papers
16
Discussion paper / B
16
Dresden discussion paper series in economics
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41
Mean-variance
hedging
for stochastic volatility models
Biagini, Francesca
;
Guasoni, Paolo
;
Pratelli, Maurizio
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 109-123
Persistent link: https://www.econbiz.de/10002177187
Saved in:
42
Multidimensional variance-optimal
hedging
in discrete-time model : a general approach
Motoczyński, M.
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 243-257
Persistent link: https://www.econbiz.de/10002177646
Saved in:
43
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:
44
Mean-variance
hedging
and numéraire
Gouriéroux, Christian
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 179-200
Persistent link: https://www.econbiz.de/10001245923
Saved in:
45
A note on
hedging
in ARCH and stochastic volatility option pricing models
Garcia, René
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
Saved in:
46
An asymptotic analysis of an optimal
hedging
model for option pricing with transaction costs
Whalley, A. E.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
3
,
pp. 307-324
Persistent link: https://www.econbiz.de/10001224009
Saved in:
47
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:
48
Wiener chaos : a new approach to option
hedging
Lacoste, Vincent
- In:
Mathematical finance : an international journal of …
6
(
1996
)
2
,
pp. 197-213
Persistent link: https://www.econbiz.de/10001201638
Saved in:
49
Hedging
and portfolio optimization under transaction costs : a martingale approach
Cvitanić, Jakša
- In:
Mathematical finance : an international journal of …
6
(
1996
)
2
,
pp. 133-165
Persistent link: https://www.econbiz.de/10001201641
Saved in:
50
Pricing and
hedging
double-barrier options : a probabilistic approach
Geman, Hélyette
- In:
Mathematical finance : an international journal of …
6
(
1996
)
4
,
pp. 365-378
Persistent link: https://www.econbiz.de/10001208935
Saved in:
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