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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Search: "Erdölpreis" OR "Nahrungsmittelpreise" OR "Rohstoff" OR "Rohstoffpreis"
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Hedging
65
Theorie
60
Theory
60
Option pricing theory
41
Optionspreistheorie
41
Stochastic process
16
Stochastischer Prozess
16
Portfolio selection
15
Portfolio-Management
15
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13
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13
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13
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11
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Rohstoffderivat
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Search theory
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Share price
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Suchtheorie
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hedging
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transaction costs
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Kabanov, Jurij M.
3
Kallsen, Jan
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Madan, Dilip B.
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Černý, Aleš
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Bermin, Hans-Peter
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Cvitanić, Jakša
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Delbaen, Freddy
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Dolinsky, Yan
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Renault, Eric
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Touzi, Nizar
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Biagini, Francesca
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Campi, Luciano
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Du, Ke
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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
Energy economics
1,188
The journal of futures markets
531
International Journal of Energy Economics and Policy : IJEEP
459
Economic modelling
235
Applied economics
233
Finance research letters
219
NBER working paper series
219
IMF working papers
214
Working paper / National Bureau of Economic Research, Inc.
207
Working paper
202
The energy journal
192
CESifo working papers
190
International review of economics & finance : IREF
190
NBER Working Paper
185
International review of financial analysis
183
Journal of banking & finance
177
Discussion paper / Centre for Economic Policy Research
162
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
156
Applied economics letters
137
Intereconomics : review of European economic policy
132
International journal of theoretical and applied finance
129
American journal of agricultural economics
127
OPEC energy review
122
Journal of economic dynamics & control
118
The North American journal of economics and finance : a journal of financial economics studies
117
IMF working paper
114
Journal of international money and finance
110
Policy research working paper : WPS
109
Research in international business and finance
106
Economics letters
98
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
97
Mineral economics : raw materials report
96
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
95
Resource and energy economics
92
CESifo Working Paper Series
86
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
86
Journal of commodity markets
85
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
84
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
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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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