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~subject:"Risiko"
~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
235
Energy economics
218
Working paper / National Bureau of Economic Research, Inc.
217
NBER working paper series
208
NBER Working Paper
187
Kieler Arbeitspapiere
179
The journal of futures markets
161
Discussion paper / Centre for Economic Policy Research
151
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Journal of international economics
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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International review of economics & finance : IREF
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International journal of theoretical and applied finance
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Kiel working paper
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CESifo Working Paper Series
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Discussion paper / Tinbergen Institute
59
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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SpringerLink / Bücher
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IMF working papers
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Journal of international money and finance
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Kieler Studien : Forschungsberichte des Instituts für Weltwirtschaft an der Universität Kiel
54
Discussion paper
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American journal of agricultural economics
52
Europäische Hochschulschriften / 5
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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International review of financial analysis
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Review of international economics
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The Canadian journal of economics
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Kiel advanced studies working papers : advanced studies in international economic policy research
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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
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
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3
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
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4
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
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5
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
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6
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
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7
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
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8
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
9
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:
10
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
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