//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Optionspreistheorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Commodity hedging"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Hedging
45
Theorie
26
Theory
26
Option pricing theory
19
Option trading
11
Optionsgeschäft
11
USA
7
United States
7
Estimation
6
Schätzung
6
Derivat
5
Derivative
5
Volatility
5
Volatilität
5
Yield curve
5
Zinsstruktur
5
Credit risk
4
Kreditrisiko
4
Stochastic process
4
Stochastischer Prozess
4
Black-Scholes model
3
Black-Scholes-Modell
3
CAPM
3
Convertible bond
3
Swap
3
Wandelanleihe
3
1982-1996
2
Financial analysis
2
Finanzanalyse
2
Futures
2
Großbritannien
2
Interest rate derivative
2
Interest rate risk
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risikomanagement
2
Risk
2
Risk management
2
more ...
less ...
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Engle, Robert F.
2
Rosenberg, Joshua V.
2
AitSahlia, Farid
1
Albrecher, Hansjörg
1
Ammann, Manuel
1
Bianchi, Michele Leonardo
1
Borovkova, Svetlana
1
Broadie, Mark
1
Brown, Gregory
1
Chang, Chuang-chang
1
Chen, Ren-Raw
1
Chung, San-lin
1
Das, Sanjiv R.
1
Dhaene, Jan
1
Diao, Xundi
1
Fabozzi, Frank J.
1
Fan, Rong
1
Godin, Frédéric
1
Goovaerts, Marc J.
1
Gupta, Anurag
1
Imhof, Lorens
1
Jain, Ashish
1
Keppo, Jussi
1
Lai, Tze Leung
1
Liao, Tzu-hsiang
1
Mastinsek, Miklavz
1
Ohnishi, Masamitsu
1
Permana, Ferry J.
1
Ritchken, Peter H.
1
Schoutens, Wim
1
Scott, Louis O.
1
Seiz, Ralf
1
Shih, Pai-ta
1
Tamba, Yasuhiro
1
Toft, Klaus Bjerre
1
Tsai, Wei-che
1
Tsao, Chueh-yung
1
Weide, Hans van der
1
Wu, Chongfeng
1
Wu, Feifan
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
62
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Finance and stochastics
29
Applied mathematical finance
28
The journal of futures markets
28
Quantitative finance
26
Journal of banking & finance
23
Insurance / Mathematics & economics
21
Journal of economic dynamics & control
15
Review of derivatives research
14
Research paper series / Swiss Finance Institute
13
Risks : open access journal
12
Energy economics
10
European journal of operational research : EJOR
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Risk and decision analysis
9
The journal of computational finance
9
Computational economics
8
Discussion paper / B
8
Mathematical methods of operations research
8
Swiss Finance Institute Research Paper
8
The European journal of finance
8
Finance research letters
7
International journal of financial engineering
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Journal of risk and financial management : JRFM
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
NBER working paper series
6
The North American journal of economics and finance : a journal of financial economics studies
6
Advanced mathematical methods for finance
5
Advances in futures and options research : a research annual
5
Applied economics
5
Bonn Econ Discussion Papers / BGSE
5
CoFE discussion papers
5
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
International review of economics & finance : IREF
5
Mathematical finance
5
Mathematics and financial economics
5
Working paper / National Bureau of Economic Research, Inc.
5
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A general accurate approximation for pricing and hedging basket options with exact moment matching
Wu, Feifan
;
Diao, Xundi
;
Wu, Chongfeng
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 68-86
Persistent link: https://www.econbiz.de/10012306166
Saved in:
2
A closed-form solution for the global quadratic hedging of options under geometric Gaussian random walks
Godin, Frédéric
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 97-107
Persistent link: https://www.econbiz.de/10012306177
Saved in:
3
Stochastic alpha-beta-rho hedging for foreign exchange options : is it worth the effort?
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10011404590
Saved in:
4
Static hedging and pricing American knock-out options
Chung, San-lin
;
Shih, Pai-ta
;
Tsai, Wei-che
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 23-48
Persistent link: https://www.econbiz.de/10009760549
Saved in:
5
Charm-adjusted delta and delta gamma hedging
Mastinsek, Miklavz
- In:
The journal of derivatives : the official publication …
19
(
2012
)
3
,
pp. 69-76
Persistent link: https://www.econbiz.de/10009671106
Saved in:
6
Pricing and hedging quanto forward-starting floating-strike Asian options
Chang, Chuang-chang
;
Liao, Tzu-hsiang
;
Tsao, Chueh-yung
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 37-53
Persistent link: https://www.econbiz.de/10009229667
Saved in:
7
Pricing and hedging volatility derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
Saved in:
8
A closed form approach to the valuation and hedging of basket and spread options
Borovkova, Svetlana
;
Permana, Ferry J.
;
Weide, Hans van der
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 8-24
Persistent link: https://www.econbiz.de/10003498942
Saved in:
9
On pricing and hedging in the swaption market : how many factors, really?
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 9-33
Persistent link: https://www.econbiz.de/10003611410
Saved in:
10
Properties of the chooser flexible cap
Ohnishi, Masamitsu
;
Tamba, Yasuhiro
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 86-102
Persistent link: https://www.econbiz.de/10003611520
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->