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~isPartOf:"Risk and decision analysis"
~subject:"Optionspreistheorie"
~subject:"Risk"
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Search: subject_exact:"Commodity hedging"
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Optionspreistheorie
Risk
Hedging
12
Option pricing theory
9
Derivat
4
Derivative
4
Energiemarkt
3
Energy market
3
Lebensversicherung
3
Life insurance
3
Option trading
3
Optionsgeschäft
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Portfolio selection
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Portfolio-Management
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Stochastic process
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Stochastischer Prozess
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Actuarial mathematics
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Efficient hedging
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Incomplete market
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Interest rate
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Interest rate risk
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Risikomanagement
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Risk management
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Theorie
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Theory
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Unvollkommener Markt
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Versicherungsmathematik
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Volatilität
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equity-linked life insurance
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stochastic interest rate
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ARMA
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Kleindorfer, Paul R.
2
Li, Lide
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Melʹnikov, Aleksandr V.
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Stojanovic, Srdjan
2
Tong, Shuo
2
Caramellino, Lucia
1
Glazyrina, Anna
1
Göncü, Ahmet
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Kolokolʹcov, Vassilij N.
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Risk and decision analysis
International journal of theoretical and applied finance
63
The journal of futures markets
42
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Finance and stochastics
36
Insurance / Mathematics & economics
34
Journal of banking & finance
32
Applied mathematical finance
30
Quantitative finance
30
Energy economics
27
Finance research letters
24
Risks : open access journal
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Journal of economic dynamics & control
19
International review of economics & finance : IREF
16
Research paper series / Swiss Finance Institute
16
Review of derivatives research
16
The European journal of finance
16
NBER working paper series
15
Applied economics
12
European journal of operational research : EJOR
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper / National Bureau of Economic Research, Inc.
12
Journal of financial economics
11
International journal of financial engineering
10
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10
Swiss Finance Institute Research Paper
10
The journal of computational finance
10
Computational economics
9
International review of financial analysis
9
Mathematical methods of operations research
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
The review of financial studies
9
Discussion paper / B
8
Economic modelling
8
Journal of risk and financial management : JRFM
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Discussion paper / The Pensions Institute, Cass Business School, City University
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
The journal of finance : the journal of the American Finance Association
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1
Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Risk and decision analysis
6
(
2017
)
2
,
pp. 167-175
Persistent link: https://www.econbiz.de/10011743830
Saved in:
2
Pricing portfolios of contracts on cumulative temperature with risk premium determination
Stojanovic, Srdjan
;
Göncü, Ahmet
- In:
Risk and decision analysis
5
(
2014
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10010492577
Saved in:
3
Valuation of finance/insurance contracts : efficient hedging and stochastic interest rates modeling
Melnikov, Alexander
;
Tong, Shuo
- In:
Risk and decision analysis
5
(
2014
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10010492598
Saved in:
4
On calendar energy options
Li, Lide
;
Kleindorfer, Paul R.
- In:
Risk and decision analysis
4
(
2013
)
4
,
pp. 225-233
Persistent link: https://www.econbiz.de/10010475802
Saved in:
5
Any-utility neutral and indifference pricing and hedging
Stojanovic, Srdjan
- In:
Risk and decision analysis
4
(
2013
)
2
,
pp. 103-118
Persistent link: https://www.econbiz.de/10009782551
Saved in:
6
Efficient hedging for equity-linked life insurance contracts with stochastic interest rate
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Risk and decision analysis
4
(
2013
)
3
,
pp. 207-223
Persistent link: https://www.econbiz.de/10010190153
Saved in:
7
Game theoretic analysis of incomplete markets : emergence of probabilities, nonlinear and fractional Black-Scholes equations
Kolokolʹcov, Vassilij N.
- In:
Risk and decision analysis
4
(
2013
)
3
,
pp. 131-161
Persistent link: https://www.econbiz.de/10010190161
Saved in:
8
Monte Carlo methods for pricing and hedging American options in high dimension
Caramellino, Lucia
;
Zanette, Antonino
- In:
Risk and decision analysis
2
(
2010/11
)
4
,
pp. 207-220
Persistent link: https://www.econbiz.de/10009537820
Saved in:
9
On hedging spark spread options in electricity markets
Li, Lide
;
Kleindorfer, Paul R.
- In:
Risk and decision analysis
1
(
2009
)
4
,
pp. 211-220
Persistent link: https://www.econbiz.de/10009300926
Saved in:
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