//--> //--> //--> //-->
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"
~isPartOf:"Finance and stochastics"
~subject:"Option trading"
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 trading
Hedging
138
Theorie
110
Theory
110
Option pricing theory
70
Optionspreistheorie
70
Portfolio selection
38
Portfolio-Management
38
Stochastic process
28
Stochastischer Prozess
28
Transaction costs
26
Transaktionskosten
26
Optionsgeschäft
23
Martingal
17
Martingale
17
Volatility
15
Volatilität
15
Risiko
14
Risk
14
CAPM
12
Derivat
12
Derivative
12
Black-Scholes model
11
Black-Scholes-Modell
11
Incomplete market
9
Mathematical programming
9
Mathematische Optimierung
9
Unvollkommener Markt
9
Financial economics
6
Kapitalmarkttheorie
6
Arbitrage
5
Börsenkurs
5
Dual optimization problem
5
Duales Optimierungsproblem
5
Pricing-hedging duality
5
Risikomanagement
5
Risk management
5
Risk measure
5
Share price
5
Arbitrage Pricing
4
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Hobson, David G.
4
Dolinsky, Yan
3
Cvitanić, Jakša
2
Frey, Rüdiger
2
Benth, Fred Espen
1
Bouchard, Bruno
1
Brace, Alan
1
Brown, Haydyn
1
Carr, Peter
1
Cherny, Alexander S.
1
Denis, Emmanuel
1
Detering, Nils
1
Fisher, Travis
1
Guéant, Olivier
1
Hernández-Hernández, Daniel
1
Hussain, S.
1
Iron, Yonathan
1
Kabanov, Jurij M.
1
Karatzas, Ioannis
1
Kifer, Yuri
1
Klimmek, Martin
1
Mulinacci, Sabrina
1
Musiela, Marek
1
Neuberger, Anthony
1
Pham, Huyên
1
Pu, Jiang
1
Rogers, Leonard C. G.
1
Ruf, Johannes
1
Shashiashvili, M.
1
Soner, Halil Mete
1
Stremme, Alexander
1
Tan, Xiaolu
1
Touzi, Nizar
1
Treviño Aguilar, Erick
1
Večeř, Jan
1
Yong, Jiongmin
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance and stochastics
The journal of futures markets
23
International journal of theoretical and applied finance
21
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
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
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
Model uncertainty and the pricing of American options
Hobson, David G.
;
Neuberger, Anthony
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10011944370
Saved in:
3
Robust price bounds for the forward starting straddle
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
Saved in:
4
Pricing and
hedging
Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
5
Robust
hedging
with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
6
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:
7
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:
8
On the
hedging
of options on exploding exchange rates
Carr, Peter
;
Fisher, Travis
;
Ruf, Johannes
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
Saved in:
9
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:
10
The efficient
hedging
problem for American options
Mulinacci, Sabrina
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 365-397
Persistent link: https://www.econbiz.de/10009159078
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->