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~isPartOf:"International journal of theoretical and applied finance"
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Hedging
115
Option pricing theory
63
Optionspreistheorie
63
Theorie
57
Theory
57
Derivat
35
Derivative
35
Portfolio selection
30
Portfolio-Management
30
Stochastic process
30
Stochastischer Prozess
30
Option trading
21
Optionsgeschäft
21
Volatility
18
Volatilität
18
Black-Scholes model
16
Black-Scholes-Modell
16
Incomplete market
16
Unvollkommener Markt
16
hedging
12
Credit risk
9
Kreditrisiko
9
Martingal
8
Martingale
8
Swap
8
Transaction costs
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Transaktionskosten
8
Börsenkurs
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Credit derivative
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Kreditderivat
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Risiko
5
Risikomanagement
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5
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5
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118
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119
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119
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Arai, Takuji
3
Hess, Markus
3
Melʹnikov, Aleksandr V.
3
Aurell, Erik
2
Bielecki, Tomasz R.
2
Carr, Peter
2
Charpin, Françoise
2
Crépey, S.
2
Elliott, Robert J.
2
Gulko, Les
2
Hobson, David G.
2
Hubalek, Friedrich
2
Hughston, Lane P.
2
Jeanblanc, Monique
2
Kohlmann, Michael
2
Lacaze, Dominique
2
Meyer-Brandis, Thilo
2
Rutkowski, Marek
2
Schoutens, Wim
2
Siu, Tak Kuen
2
Tevzadze, Revaz
2
Tsuzuki, Yukihiro
2
Wilmott, Paul
2
Yamazaki, Akira
2
Ahcan, Ales
1
Alexander, Carol
1
An, Yunbi
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
Bernard, Carole
1
Biagini, Francesca
1
Blais, Marcel
1
Bouchaud, Jean-Philippe
1
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1
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International journal of theoretical and applied finance
The journal of futures markets
328
IMF Working Papers
161
Energy economics
117
Journal of banking & finance
113
Finance research letters
100
International review of financial analysis
79
Finance and stochastics
75
International review of economics & finance : IREF
74
IMF Staff Country Reports
71
Insurance / Mathematics & economics
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
NBER working paper series
65
MPRA Paper
64
Journal of financial economics
62
Applied economics
56
Economic modelling
55
Working paper / National Bureau of Economic Research, Inc.
55
The review of financial studies
54
Journal of multinational financial management
51
The North American journal of economics and finance : a journal of financial economics studies
51
Applied mathematical finance
50
European journal of operational research : EJOR
48
The journal of finance : the journal of the American Finance Association
47
International Journal of Theoretical and Applied Finance (IJTAF)
46
Journal of economic dynamics & control
46
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
The European journal of finance
44
NBER Working Paper
43
Research paper series / Swiss Finance Institute
42
Finance and Stochastics
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of financial and quantitative analysis : JFQA
40
Quantitative finance
40
Journal of international financial markets, institutions & money
39
Risks : open access journal
39
Research in international business and finance
38
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Applied financial economics
35
Economics Papers from University Paris Dauphine
35
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ECONIS (ZBW)
119
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1
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
2
Hedging
options in a doubly Markov-modulated financial market via stochastic flows
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012183224
Saved in:
3
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
4
Hedging
of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
5
Pricing and
hedging
of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
Saved in:
6
Dynamic mean-variance optimization problems with deterministic information
Schweizer, Martin
;
Zivoi, Danijel
;
Ṥikić, Mario
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011854586
Saved in:
7
Conditional-mean
hedging
under transaction costs in Gaussian models
Sottinen, Tommi
;
Viitasaari, Lauri
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011854596
Saved in:
8
Local risk-minimization with multiple assets under illiquidity with applications in energy markets
Christodoulou, Panagiotis
;
Detering, Nils
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011891849
Saved in:
9
Portfolio optimization under a quantile
hedging
constraint
Bouveret, Géraldine
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011956927
Saved in:
10
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
Saved in:
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