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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Hedging
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
706
Energy economics
448
IMF Working Papers
323
NBER working paper series
255
Working paper / National Bureau of Economic Research, Inc.
247
Journal of banking & finance
221
NBER Working Paper
212
Finance research letters
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Applied economics
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IMF Staff Country Reports
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International review of financial analysis
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Economic modelling
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International review of economics & finance : IREF
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Discussion paper / Centre for Economic Policy Research
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American journal of agricultural economics
140
International journal of theoretical and applied finance
130
Working paper
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Journal of international money and finance
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Applied economics letters
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Policy research working paper : WPS
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Industrial marketing management : the international journal for industrial and high-tech firms
105
Research in international business and finance
104
SpringerLink / Bücher
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MPRA Paper
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Economics letters
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CESifo working papers
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Intereconomics : review of European economic policy
97
European journal of operational research : EJOR
95
IMF working paper
95
The North American journal of economics and finance : a journal of financial economics studies
92
The review of financial studies
90
Management science : journal of the Institute for Operations Research and the Management Sciences
88
Journal of financial economics
87
The journal of finance : the journal of the American Finance Association
86
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
85
Applied financial economics
81
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
80
Journal of business research : JBR
79
Journal of international economics
77
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ECONIS (ZBW)
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1
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
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
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:
4
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:
5
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:
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
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:
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
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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