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Search: subject:"Static Hedging"
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Static hedging
27
Hedging
26
Optionspreistheorie
16
Option pricing theory
15
Optionsgeschäft
14
Option trading
13
static hedging
10
Theorie
8
Theory
7
Barrier options
6
Derivat
6
Derivative
6
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6
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6
CEV model
5
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5
Semi-static hedging
5
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5
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5
stochastic volatility
5
Portfolio selection
4
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4
Static Hedging
4
option pricing
4
semi-static hedging
4
Barrier option
3
Black-Scholes-Modell
3
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3
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3
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50
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8
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1
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24
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3
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English
29
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28
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2
Author
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Bayraktar, Erhan
4
Carr, Peter
3
Dias, José Carlos
3
Imamura, Yuri
3
Madaleno, Mara
3
Maruhn, J.
3
Pinho, Carlos
3
Ruas, João Pedro
3
Tsai, Wei-Che
3
Zhang, Yuchong
3
Zhou, Zhou
3
Dolinsky, Yan
2
Dupont, Dominique Y.
2
Fengler, Matthias
2
Fung, Man Chung
2
Klimmek, Martin
2
Lee, Hangsuck
2
Mahayni, Antje
2
Nalholm, Morten
2
Nunes, Joaõ Pedro Vidal
2
Sachs, E.
2
Sherris, Michael
2
Soner, Halil Mete
2
Suchanecki, Michael
2
Tsai, Wei-che
2
Wu, Liuren
2
Albrecher, H.
1
Bartl, Daniel
1
Becherer, Dirk
1
Bernard, Carole
1
Bråthen, Espen
1
CARR, PETER
1
Chen, Yi-Ling
1
Choi, Yang Ho
1
Chung, San-Lin
1
Chung, San-lin
1
Coleman, T.
1
Deelstra, Griselda
1
Engelmann, Bernd
1
Fleten, Stein-Erik
1
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Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
1
EconWPA
1
UNIVERSIDAD EAFIT
1
University of Bonn, Germany
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Finance and stochastics
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
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3
Review of Derivatives Research
3
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2
Bonn Econ Discussion Papers
2
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2
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2
Journal of Risk and Financial Management
2
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2
Risks
2
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1
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1
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1
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1
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1
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1
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1
Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Reihe Ökonomie / Economics Series
1
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1
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Risks : open access journal
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RePEc
29
ECONIS (ZBW)
25
EconStor
4
BASE
1
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1
Multi-step barrier products and
static
hedging
Lee, Hangsuck
;
Choi, Yang Ho
;
Lee, Gaeun
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449307
Saved in:
2
The pricing and
static
hedging
of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
3
Static
hedging
methods for pricing double barrier options
Chen, Yi-Ling
;
Luo, Hong-Yu
;
Tsai, Wei-Che
;
Zhang, Hang
- In:
Advances in Pacific Basin business, economics and finance
10
(
2022
),
pp. 29-58
Persistent link: https://www.econbiz.de/10013206994
Saved in:
4
Sensitivities and hedging of the collateral choice option
Deelstra, Griselda
;
Grzelak, Lech A.
;
Wolf, Felix Lukas
- In:
International journal of theoretical and applied …
25
(
2022
)
6
,
pp. 1-35
Persistent link: https://www.econbiz.de/10014235062
Saved in:
5
Static replication of barrier-type options via integral equations
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 281-294
Persistent link: https://www.econbiz.de/10012424590
Saved in:
6
Convex duality with transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
-
2016
transaction cost is proved. In this market,
static
hedging
in a finite number of options, in addition to usual dynamic hedging …
Persistent link: https://www.econbiz.de/10011625669
Saved in:
7
Duality for pathwise superhedging in continuous time
Bartl, Daniel
;
Kupper, Michael
;
Prömel, David Johannes
; …
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 697-728
Persistent link: https://www.econbiz.de/10012023763
Saved in:
8
A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty
Bayraktar, Erhan
;
Zhang, Yuchong
;
Zhou, Zhou
- In:
Risks
2
(
2014
)
4
,
pp. 425-433
context of model uncertainty can be extended to the case in which the options available for
static
hedging
(hedging options …
Persistent link: https://www.econbiz.de/10010945692
Saved in:
9
A note on the fundamental theorem of asset pricing under model uncertainty
Bayraktar, Erhan
;
Zhang, Yuchong
;
Zhou, Zhou
- In:
Risks
2
(
2014
)
4
,
pp. 425-433
context of model uncertainty can be extended to the case in which the options available for
static
hedging
(hedging options …
Persistent link: https://www.econbiz.de/10011709513
Saved in:
10
A note on the fundamental theorem of asset pricing under model uncertainty
Bayraktar, Erhan
;
Zhang, Yuchong
;
Zhou, Zhou
- In:
Risks : open access journal
2
(
2014
)
4
,
pp. 425-433
context of model uncertainty can be extended to the case in which the options available for
static
hedging
(hedging options …
Persistent link: https://www.econbiz.de/10010489073
Saved in:
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