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Search: "Hedging"
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Hedging
39
Option pricing theory
26
Optionspreistheorie
26
Derivat
15
Derivative
15
Portfolio selection
14
Portfolio-Management
14
Experiment
11
Option trading
11
Optionsgeschäft
11
Stochastic process
11
Stochastischer Prozess
11
Theorie
8
Theory
8
Risikomanagement
7
Risk management
7
Volatility
7
Volatilität
7
Black-Scholes model
6
Black-Scholes-Modell
6
Risiko
6
Risk
6
Learning process
5
Lernprozess
5
Analysis
3
Deep learning
3
Delta hedging
3
Estimation
3
Incomplete market
3
Machine learning
3
Mathematical analysis
3
Reinforcement learning
3
Risikomaß
3
Risk measure
3
Schätzung
3
Unvollkommener Markt
3
Anlageverhalten
2
Artificial intelligence
2
Behavioural finance
2
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40
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Delage, Erick
2
Hilliard, Jimmy E.
2
Hilliard, Jitka
2
Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
Ni, Yinan
2
Wan, Justin W. L.
2
Akahori, J.
1
Alexander, Carol
1
Alonso-García, Jennifer
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
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1
Barsotti, F.
1
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1
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1
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1
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1
Buehler, Hans
1
Bunn, Derek W.
1
Carbonneau, Alexandre
1
Chan, Tat Lung
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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Quantitative finance
The journal of futures markets
326
International journal of theoretical and applied finance
118
Energy economics
117
Journal of banking & finance
113
Finance research letters
105
International review of financial analysis
87
International review of economics & finance : IREF
76
Finance and stochastics
75
Insurance / Mathematics & economics
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
Journal of financial economics
62
Applied economics
57
Economic modelling
55
The review of financial studies
55
The North American journal of economics and finance : a journal of financial economics studies
51
Applied mathematical finance
50
Journal of multinational financial management
50
European journal of operational research : EJOR
48
The journal of finance : the journal of the American Finance Association
47
International Journal of Theoretical and Applied Finance (IJTAF)
46
Journal of economic dynamics & control
45
The European journal of finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
Finance and Stochastics
41
Journal of financial and quantitative analysis : JFQA
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Journal of international financial markets, institutions & money
39
Risks : open access journal
39
Research in international business and finance
37
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Applied financial economics
35
American journal of agricultural economics
34
Journal of international money and finance
34
Journal of risk and financial management : JRFM
33
The journal of corporate finance : contracting, governance and organization
32
Journal of Risk Finance
29
The journal of risk and insurance : the journal of the American Risk and Insurance Association
29
Journal of empirical finance
28
Pacific-Basin finance journal
28
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ECONIS (ZBW)
40
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40
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1
Delta
hedging
bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
2
Deep reinforcement learning for option pricing and
hedging
under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
3
Hedging
error as generalized timing risk
Akahori, J.
;
Barsotti, F.
;
Imamura, Y.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 693-703
Persistent link: https://www.econbiz.de/10014304316
Saved in:
4
Weighted variance swaps hedge against impermanent loss
Fukasawa, Masaaki
;
Maire, Basile
;
Wunsch, Marcus
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 901-911
Persistent link: https://www.econbiz.de/10014304393
Saved in:
5
Empirical deep
hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
6
Equal risk pricing and
hedging
of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
7
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
8
An adaptive model for security prices driven by latent values : parameter estimation and option pricing effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
9
Efficient pricing and
hedging
of high-dimensional American options using deep recurrent networks
Na, Andrew S.
;
Wan, Justin W. L.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 631-651
Persistent link: https://www.econbiz.de/10014304288
Saved in:
10
Hedging
cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
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