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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Option trading"
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Option trading
Hedging
65
Theorie
58
Theory
58
Option pricing theory
39
Optionspreistheorie
39
Portfolio selection
15
Portfolio-Management
15
Stochastic process
14
Stochastischer Prozess
14
Transaction costs
13
Transaktionskosten
13
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
Martingale
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
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English
11
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Dolinsky, Yan
2
Brace, Alan
1
Brown, Haydyn
1
Cvitanić, Jakša
1
Frey, Rüdiger
1
Guéant, Olivier
1
Hernández-Hernández, Daniel
1
Hobson, David G.
1
Hussain, S.
1
Iron, Yonathan
1
Karatzas, Ioannis
1
Kifer, Yuri
1
Musiela, Marek
1
Pu, Jiang
1
Rogers, Leonard C. G.
1
Shashiashvili, M.
1
Stremme, Alexander
1
Treviño Aguilar, Erick
1
Večeř, Jan
1
Yong, Jiongmin
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
23
International journal of theoretical and applied finance
21
Finance and stochastics
12
Journal of banking & finance
12
Quantitative finance
11
Review of derivatives research
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
International review of economics & finance : IREF
8
Applied mathematical finance
5
Journal of financial economics
5
Journal of financial markets
5
The North American journal of economics and finance : a journal of financial economics studies
5
wi - Wirtschaft
5
Always learning
4
Computational economics
4
Finance research letters
4
Journal of risk
4
Research paper series / Swiss Finance Institute
4
Working paper / National Bureau of Economic Research, Inc.
4
Energy economics
3
European journal of operational research : EJOR
3
Insurance / Mathematics & economics
3
Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
3
Journal of economic dynamics & control
3
Journal of multinational financial management
3
Journal of risk and financial management : JRFM
3
Mathematical methods of operations research
3
NBER working paper series
3
Risk and decision analysis
3
The European journal of finance
3
The journal of computational finance
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Advanced series on statistical science & applied probability
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
2
Asia-Pacific financial markets
2
Cogent economics & finance
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
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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
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:
3
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:
4
Efficient
hedging
of European options with robust convex loss functionals : a dual-representation formula
Hernández-Hernández, Daniel
;
Treviño Aguilar, Erick
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 99-115
Persistent link: https://www.econbiz.de/10008935700
Saved in:
5
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:
6
Discrete time
hedging
of the American option
Hussain, S.
;
Shashiashvili, M.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 647-670
Persistent link: https://www.econbiz.de/10008667629
Saved in:
7
Robust
hedging
of barrier options
Brown, Haydyn
;
Hobson, David G.
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 285-314
Persistent link: https://www.econbiz.de/10001651137
Saved in:
8
European-type contingent claims in an incomplete market with constrained wealth and portfolio
Yong, Jiongmin
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 387-412
Persistent link: https://www.econbiz.de/10001444273
Saved in:
9
Market volatility and feedback effects from dynamic
hedging
Frey, Rüdiger
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 351-374
Persistent link: https://www.econbiz.de/10001232778
Saved in:
10
Hedging
and portfolio optimization under transaction costs : a martingale approach
Cvitanić, Jakša
- In:
Mathematical finance : an international journal of …
6
(
1996
)
2
,
pp. 133-165
Persistent link: https://www.econbiz.de/10001201641
Saved in:
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