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~person:"Platen, Eckhard"
~subject:"Hedging"
~subject:"Risikoprämie"
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Search: ("Konjunktur" OR "Rohstoff" OR "Rohstoffpreis") AND NOT isPartOf:Wirtschaftsdienst
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Hedging
Risikoprämie
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7901 05-05-14; 7835/0206
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Platen, Eckhard
Broll, Udo
173
Lien, Da-hsiang Donald
89
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70
Wahl, Jack E.
67
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35
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33
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32
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31
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26
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23
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22
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Giglio, Stefano
22
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21
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21
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21
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20
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19
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18
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18
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18
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18
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18
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18
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18
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17
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17
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17
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17
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Applied mathematical finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Research paper / Quantitative Finance Research Group, University of Technology Sydney
2
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1
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1
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ECONIS (ZBW)
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21
On the pricing and hedging of long dated zero coupon bonds
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003384030
Saved in:
22
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10002765054
Saved in:
23
Hedging for the long run
Hulley, Hardy
;
Platen, Eckhard
- In:
Mathematics and financial economics
6
(
2012
)
2
,
pp. 105-124
Persistent link: https://www.econbiz.de/10009580936
Saved in:
24
Pricing and hedging for incomplete jump diffusion benchmark models
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250936
Saved in:
25
Consistent pricing and hedging for a modified constant elasticity of variance model
Heath, David C.
;
Platen, Eckhard
-
2002
Persistent link: https://www.econbiz.de/10001732832
Saved in:
26
Real-world pricing for a modified constant elasticity of variance model
Miller, Shane M.
;
Platen, Eckhard
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 147-175
Persistent link: https://www.econbiz.de/10003975379
Saved in:
27
Perfect hedging of index derivatives under a locally arbitrage free minimal market model
Heath, David C.
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619289
Saved in:
28
Perfect hedging of index derivatives under a minimal market model
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
5
(
2002
)
7
,
pp. 757-774
Persistent link: https://www.econbiz.de/10001743251
Saved in:
29
A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
Saved in:
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