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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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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
Stochastischer Prozess
16
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15
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Kabanov, Jurij M.
3
Kallsen, Jan
3
Madan, Dilip B.
3
Černý, Aleš
3
Bermin, Hans-Peter
2
Cvitanić, Jakša
2
Delbaen, Freddy
2
Dolinsky, Yan
2
Frey, Rüdiger
2
Pagès, Gilles
2
Platen, Eckhard
2
Renault, Eric
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Rogers, Leonard C. G.
2
Schweizer, Martin
2
Touzi, Nizar
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1
Aïd, René
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Bardou, O.
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Baum, Dietmar
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Brown, Haydyn
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Campi, Luciano
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Du, Ke
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
530
Energy economics
478
Finance research letters
201
NBER working paper series
167
Journal of banking & finance
164
Working paper / National Bureau of Economic Research, Inc.
156
IMF working papers
155
International review of financial analysis
148
Working paper
144
International review of economics & finance : IREF
140
Applied economics
139
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
136
NBER Working Paper
136
Economic modelling
131
International journal of theoretical and applied finance
128
CESifo working papers
117
American journal of agricultural economics
114
Journal of economic dynamics & control
112
Intereconomics : review of European economic policy
107
Mineral economics : raw materials report
100
Discussion paper / Centre for Economic Policy Research
94
Journal of international money and finance
88
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
87
International Journal of Energy Economics and Policy : IJEEP
86
Research in international business and finance
84
Applied economics letters
79
Resource and energy economics
79
Policy research working paper : WPS
77
IMF working paper
76
Finance and stochastics
75
Resources policy
74
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
73
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
72
The North American journal of economics and finance : a journal of financial economics studies
72
The energy journal
70
Insurance / Mathematics & economics
68
Journal of commodity markets
68
Discussion paper / Tinbergen Institute
67
Economics letters
66
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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
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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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