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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Search: ("Erdölpreis" OR "Rohstoff" OR "Weltwirtschaft") AND NOT isPartOf:Wirtschaftsdienst
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Hedging
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
231
Working paper / National Bureau of Economic Research, Inc.
204
NBER working paper series
194
Kieler Arbeitspapiere
177
NBER Working Paper
175
The journal of futures markets
155
Energy economics
145
Discussion paper / Centre for Economic Policy Research
143
CESifo working papers
132
Journal of international economics
105
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
104
Journal of economic dynamics & control
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Working paper
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Economic modelling
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Economics letters
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Applied economics
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International journal of theoretical and applied finance
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Journal of banking & finance
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Kiel working paper
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
59
Discussion paper / Tinbergen Institute
58
CESifo Working Paper Series
57
International review of economics & finance : IREF
54
SpringerLink / Bücher
54
Finance and stochastics
53
Kieler Studien : Forschungsberichte des Instituts für Weltwirtschaft an der Universität Kiel
53
Discussion paper
51
IMF working paper
50
Resource and energy economics
50
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
49
American journal of agricultural economics
48
IMF working papers
48
Journal of international money and finance
48
Europäische Hochschulschriften / 5
47
Review of international economics
43
The Canadian journal of economics
42
Kiel advanced studies working papers : advanced studies in international economic policy research
40
European economic review : EER
38
European journal of operational research : EJOR
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Hedging under arbitrage
Ruf, Johannes
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 297-317
Persistent link: https://www.econbiz.de/10009721746
Saved in:
8
Series expansion of the SABR joint density
Wu, Qi
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 310-345
Persistent link: https://www.econbiz.de/10009613197
Saved in:
9
The tracking error rate of the Delta-Gamma hedging strategy
Gobet, Emmanuel
;
Makhlouf, Azmi
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 277-309
Persistent link: https://www.econbiz.de/10009613201
Saved in:
10
Efficient hedging of European options with robust convex loss functionals : a dual-representation formula
Hernández-Hernández, Daniel
;
Treviño Aguilar, Erick
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 99-115
Persistent link: https://www.econbiz.de/10008935700
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