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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Search: "Energiepreis" OR "Energieversorgung" OR "Erdölpreis" OR "Ölpreis" OR "Rohstoff" OR "Rohstoffpreis"
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Hedging
65
Theorie
61
Theory
61
Option pricing theory
42
Optionspreistheorie
42
Stochastic process
16
Stochastischer Prozess
16
Portfolio selection
15
Portfolio-Management
15
Transaction costs
13
Transaktionskosten
13
Volatility
13
Volatilität
13
Option trading
11
Optionsgeschäft
11
Derivat
9
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9
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Black-Scholes-Modell
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4
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Dual optimization problem
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Duales Optimierungsproblem
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Martingal
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Martingale
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Rohstoffderivat
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Search theory
3
Share price
3
Suchtheorie
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hedging
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transaction costs
3
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English
70
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Kabanov, Jurij M.
3
Kallsen, Jan
3
Madan, Dilip B.
3
Černý, Aleš
3
Bermin, Hans-Peter
2
Cvitanić, Jakša
2
Delbaen, Freddy
2
Dolinsky, Yan
2
Frey, Rüdiger
2
Pagès, Gilles
2
Platen, Eckhard
2
Renault, Eric
2
Rogers, Leonard C. G.
2
Schweizer, Martin
2
Touzi, Nizar
2
Ankirchner, Stefan
1
Aïd, René
1
Bally, Vlad
1
Bank, Peter
1
Bardou, O.
1
Barlow, M. T.
1
Baum, Dietmar
1
Bayraktar, Erhan
1
Benth, Fred Espen
1
Biagini, Francesca
1
Brace, Alan
1
Brown, Haydyn
1
Campi, Luciano
1
Carr, Peter
1
Chalasani, Prasad
1
Corielli, Francesco
1
Crépey, Stéphane
1
Du, Ke
1
Frikha, N.
1
Garcia, René
1
Geman, Hélyette
1
Gobet, Emmanuel
1
Gouriéroux, Christian
1
Grandits, Peter
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Grannan, E. R.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Glückauf : die Fachzeitschrift für Rohstoff, Bergbau und Energie
3,923
Netzpraxis : Magazin für Energieversorgung, Planung, Bau, Betrieb, Service ; NP
2,078
Energy economics
2,039
EVU-Betriebspraxis : Zeitschrift für die Elektrofachkräfte in der Energieversorgung
1,034
International Journal of Energy Economics and Policy : IJEEP
857
The journal of futures markets
535
The energy journal
467
Energy policy
452
Energiewirtschaftliche Tagesfragen : et ; Zeitschrift für Energiewirtschaft, Recht, Technik und Umwelt
386
Working paper
325
NBER working paper series
323
Working paper / National Bureau of Economic Research, Inc.
293
Applied economics
272
NBER Working Paper
262
Economic modelling
252
Finance research letters
239
IMF working papers
233
CESifo working papers
230
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
225
International review of economics & finance : IREF
203
Zeitschrift für Energiewirtschaft : ZfE
194
International review of financial analysis
188
Policy research working paper : WPS
186
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
184
SpringerLink / Bücher
183
Journal of banking & finance
181
Discussion paper / Centre for Economic Policy Research
175
Intereconomics : review of European economic policy
175
The electricity journal
170
OPEC energy review
153
Cambridge working papers in economics
150
Applied economics letters
146
American journal of agricultural economics
136
Resource and energy economics
136
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
135
International journal of theoretical and applied finance
133
European journal of operational research : EJOR
128
Ifo-Schnelldienst
127
Journal of economic dynamics & control
126
World Bank E-Library Archive
126
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ECONIS (ZBW)
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1
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
2
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
3
On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
Saved in:
4
The stochastic volatility model of Barndorff-Nielsen and Shephard in commodity markets
Benth, Fred Espen
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 595-625
Persistent link: https://www.econbiz.de/10009311688
Saved in:
5
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
6
Model-independent lower bound on variance SWAPS
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
Saved in:
7
CVaR hedging using quantization-based stochastic approximation algorithm
Bardou, O.
;
Frikha, N.
;
Pagès, Gilles
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 184-229
Persistent link: https://www.econbiz.de/10011550286
Saved in:
8
Option pricing and hedging with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
9
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
10
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
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