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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
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60
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60
Option pricing theory
41
Optionspreistheorie
41
Stochastic process
16
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16
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15
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15
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13
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Kabanov, Jurij M.
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Kallsen, Jan
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Madan, Dilip B.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Glückauf : die Fachzeitschrift für Rohstoff, Bergbau und Energie
3,934
Energy economics
1,262
The journal of futures markets
544
International Journal of Energy Economics and Policy : IJEEP
483
Finance research letters
269
Economic modelling
238
Applied economics
236
Working paper
228
IMF working papers
223
NBER working paper series
222
International review of economics & finance : IREF
210
Working paper / National Bureau of Economic Research, Inc.
207
International review of financial analysis
198
The energy journal
194
CESifo working papers
193
NBER Working Paper
185
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
138
Intereconomics : review of European economic policy
132
International journal of theoretical and applied finance
129
American journal of agricultural economics
128
Research in international business and finance
124
OPEC energy review
123
Journal of economic dynamics & control
122
Journal of international money and finance
117
The North American journal of economics and finance : a journal of financial economics studies
117
IMF working paper
113
Policy research working paper : WPS
109
Mineral economics : raw materials report
102
Economics letters
98
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
97
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
95
Resource and energy economics
94
CESifo Working Paper Series
86
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
86
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
86
Journal of commodity markets
85
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
84
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ECONIS (ZBW)
68
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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
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
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:
7
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:
8
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:
9
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:
10
Time-changed Ornstein-Uhlenbeck processes and their applications in commodity derivative models
Li, Lingfei
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
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