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~subject:"Risk management"
~subject:"Incomplete market"
~isPartOf:"International journal of theoretical and applied finance"
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Search: ("Abfallpolitik" OR "Digitalisierung" OR "Rohstoff") AND NOT isPartOf:Wirtschaftsdienst
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Risk management
Incomplete market
Hedging
115
Option pricing theory
67
Optionspreistheorie
67
Theorie
61
Theory
61
Derivat
38
Derivative
38
Stochastic process
34
Stochastischer Prozess
34
Portfolio selection
32
Portfolio-Management
32
Option trading
24
Optionsgeschäft
24
Volatility
24
Volatilität
24
Black-Scholes model
16
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16
Unvollkommener Markt
16
hedging
12
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10
Rohstoffderivat
10
Credit risk
8
Kreditrisiko
8
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8
Transaction costs
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Transaktionskosten
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6
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6
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6
Share price
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CAPM
5
Experiment
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Risikomanagement
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Zinsstruktur
5
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Hubalek, Friedrich
2
Arai, Takuji
1
Armstrong, John
1
Aurell, Erik
1
Bielecki, Tomasz R.
1
Cheang, Gerald H. L.
1
Chiarella, Carl
1
Crépey, S.
1
Dorfleitner, Gregor
1
El Hajjaji, Omar
1
Fonseca, José da
1
Gerer, Johannes
1
Grasselli, Martino
1
Grasselli, Matheus
1
Halperin, Igor
1
Hudetz, Thomas
1
Hughston, Lane P.
1
Ielpo, Florian
1
Itkin, Andrey
1
Jeanblanc, Monique
1
Korn, Olaf
1
Koziol, Philipp
1
Liu, Yu-hong
1
Mina, Karl Friedrich
1
Njoh, Samuel
1
Pennanen, Teemu
1
Rakwongwan, Udomsak
1
Sgarra, Carlo
1
Stoikov, Sasha F.
1
Subbotin, Alexander
1
Tevzadze, Revaz
1
Uzunashvili, T.
1
Walker, Michael B.
1
Yong, Jiongmin
1
Zahn, Jochen Wolfgang
1
Zargari, B.
1
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International journal of theoretical and applied finance
Energy economics
38
Journal of banking & finance
26
Insurance / Mathematics & economics
25
Finance research letters
21
European journal of operational research : EJOR
20
Risks : open access journal
18
Journal of financial economics
14
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of risk and insurance : the journal of the American Risk and Insurance Association
13
The journal of futures markets
12
NBER working paper series
11
Working paper / National Bureau of Economic Research, Inc.
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Springer eBook Collection
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Agricultural finance review
9
International review of financial analysis
9
Quantitative finance
9
Applied economics
8
International review of economics & finance : IREF
8
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
8
Journal of risk
8
SpringerLink / Bücher
8
The European journal of finance
8
The journal of corporate finance : contracting, governance and organization
8
Wiley finance series
8
Applied mathematical finance
7
Economic modelling
7
Journal of agricultural and applied economics
7
Journal of risk and financial management : JRFM
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Pacific-Basin finance journal
7
Research in international business and finance
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Research paper series / Swiss Finance Institute
7
American journal of agricultural economics
6
European financial management : the journal of the European Financial Management Association
6
Finance and stochastics
6
International journal of financial engineering
6
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ECONIS (ZBW)
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1
Pricing index options by static hedging under finite liquidity
Armstrong, John
;
Pennanen, Teemu
;
Rakwongwan, Udomsak
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011926583
Saved in:
2
A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
Saved in:
3
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
4
Approximate hedging of options under jump-diffusion processes
Mina, Karl Friedrich
;
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403772
Saved in:
5
Pricing illiquid options with n + 1 liquid proxies using mixed dynamic-static hedging
Halperin, Igor
;
Itkin, Andrey
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-17
Persistent link: https://www.econbiz.de/10010233264
Saved in:
6
Utility based pricing and hedging of jump diffusion processes with a view to applications
Zahn, Jochen Wolfgang
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009685882
Saved in:
7
Modelling the bid and ask prices of illiquid CDSs
Walker, Michael B.
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009672590
Saved in:
8
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Saved in:
9
Robust mean-variance hedging and pricing of contingent claims in a one period model
Tevzadze, Revaz
;
Uzunashvili, T.
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009624486
Saved in:
10
Special issue on financial derivatives and risk management
Grasselli, Matheus
(
contributor
); …
-
2011
Persistent link: https://www.econbiz.de/10009562521
Saved in:
1
2
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