//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Option pricing theory"
~subject:"Martingale"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"hedging"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Martingale
Hedging
65
Theorie
58
Theory
58
Optionspreistheorie
39
Portfolio selection
15
Portfolio-Management
15
Stochastic process
14
Stochastischer Prozess
14
Transaction costs
13
Transaktionskosten
13
Option trading
11
Optionsgeschäft
11
Volatility
11
Volatilität
11
Black-Scholes model
8
Black-Scholes-Modell
8
Derivat
8
Derivative
8
Incomplete market
7
Unvollkommener Markt
7
CAPM
4
Risiko
4
Risk
4
Börsenkurs
3
Dual optimization problem
3
Duales Optimierungsproblem
3
Martingal
3
Search theory
3
Share price
3
Suchtheorie
3
Yield curve
3
Zinsstruktur
3
hedging
3
transaction costs
3
Arbitrage
2
Currency derivative
2
Devisenmarkt
2
Foreign exchange market
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Language
All
English
40
Author
All
Dolinsky, Yan
2
Kallsen, Jan
2
Madan, Dilip B.
2
Renault, Eric
2
Černý, Aleš
2
Ankirchner, Stefan
1
Aïd, René
1
Bally, Vlad
1
Bank, Peter
1
Baum, Dietmar
1
Bayraktar, Erhan
1
Biagini, Francesca
1
Brace, Alan
1
Brown, Haydyn
1
Campi, Luciano
1
Chalasani, Prasad
1
Corielli, Francesco
1
Cvitanić, Jakša
1
Frey, Rüdiger
1
Garcia, René
1
Geman, Hélyette
1
Gobet, Emmanuel
1
Grandits, Peter
1
Grannan, E. R.
1
Guasoni, Paolo
1
Guéant, Olivier
1
Heath, David C.
1
Hobson, David G.
1
Hussain, S.
1
Ilhan, Aytaç
1
Imkeller, Peter
1
Iron, Yonathan
1
Jha, Somesh
1
Jianfeng Zhang
1
Kabanov, Jurij M.
1
Kifer, Yuri
1
Lacoste, Vincent
1
Lamberton, Damien
1
Langrené, Nicolas
1
Lapeyre, Bernard
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
65
Finance and stochastics
36
Applied mathematical finance
30
The journal of futures markets
29
Quantitative finance
26
Journal of banking & finance
23
Insurance / Mathematics & economics
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Research paper series / Swiss Finance Institute
18
Journal of economic dynamics & control
15
Review of derivatives research
14
Risks : open access journal
12
Swiss Finance Institute Research Paper
12
Energy economics
11
European journal of operational research : EJOR
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Risk and decision analysis
9
The journal of computational finance
9
Computational economics
8
Discussion paper / B
8
Mathematical methods of operations research
8
The European journal of finance
8
Finance research letters
7
International journal of financial engineering
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Journal of risk and financial management : JRFM
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Mathematics and financial economics
6
NBER working paper series
6
The North American journal of economics and finance : a journal of financial economics studies
6
Advanced mathematical methods for finance
5
Advances in futures and options research : a research annual
5
Annals of finance
5
Applied economics
5
Bonn Econ Discussion Papers / BGSE
5
CoFE discussion papers
5
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
International review of economics & finance : IREF
5
Journal of mathematical finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
3
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:
4
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
5
Limit theorems for partial
hedging
under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
6
Simple processes and the pricing and
hedging
of Cliquets
Madan, Dilip B.
;
Schoutens, Wim
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 198-216
Persistent link: https://www.econbiz.de/10009712550
Saved in:
7
A structural risk-neutral model for pricing and
hedging
power derivatives
Aïd, René
;
Campi, Luciano
;
Langrené, Nicolas
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 387-438
Persistent link: https://www.econbiz.de/10009783361
Saved in:
8
Series expansion of the SABR joint density
Wu, Qi
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 310-345
Persistent link: https://www.econbiz.de/10009613197
Saved in:
9
The tracking error rate of the Delta-Gamma
hedging
strategy
Gobet, Emmanuel
;
Makhlouf, Azmi
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 277-309
Persistent link: https://www.econbiz.de/10009613201
Saved in:
10
Perfect and partial
hedging
for swing game options in discrete time
Dolinsky, Yan
;
Iron, Yonathan
;
Kifer, Yuri
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 447-474
Persistent link: https://www.econbiz.de/10009155203
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->