//--> //--> //--> //-->
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:"Stochastic process"
~subject:"Optionspreistheorie"
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
Stochastic process
Optionspreistheorie
Hedging
65
Theorie
58
Theory
58
Option pricing theory
39
Portfolio selection
15
Portfolio-Management
15
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
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
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
44
Type of publication (narrower categories)
All
Article in journal
44
Aufsatz in Zeitschrift
44
Language
All
English
44
Author
All
Dolinsky, Yan
2
Kallsen, Jan
2
Madan, Dilip B.
2
Pagès, Gilles
2
Renault, Eric
2
Černý, Aleš
2
Ankirchner, Stefan
1
Aïd, René
1
Bally, Vlad
1
Bank, Peter
1
Bardou, O.
1
Baum, Dietmar
1
Bayraktar, Erhan
1
Biagini, Francesca
1
Brace, Alan
1
Brown, Haydyn
1
Campi, Luciano
1
Carr, Peter
1
Chalasani, Prasad
1
Corielli, Francesco
1
Crépey, Stéphane
1
Cvitanić, Jakša
1
Frey, Rüdiger
1
Frikha, N.
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
Kifer, Yuri
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
70
Finance and stochastics
40
Applied mathematical finance
32
The journal of futures markets
28
Insurance / Mathematics & economics
27
Quantitative finance
27
Journal of banking & finance
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Journal of economic dynamics & control
19
Research paper series / Swiss Finance Institute
15
Review of derivatives research
15
European journal of operational research : EJOR
14
Energy economics
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Risks : open access journal
12
Computational economics
10
Mathematical methods of operations research
10
Annals of finance
9
Discussion paper / B
9
International journal of financial engineering
9
Risk and decision analysis
9
Swiss Finance Institute Research Paper
9
The journal of computational finance
9
Journal of mathematical finance
8
The European journal of finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
CoFE discussion papers
7
Computers & operations research : and their applications to problems of world concern ; an international journal
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion paper / Tinbergen Institute
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
Finance research letters
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
Advanced mathematical methods for finance
6
Bonn Econ Discussion Papers / BGSE
6
Computational Management Science : CMS
6
Journal of risk and financial management : JRFM
6
NBER working paper series
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
more ...
less ...
Source
All
ECONIS (ZBW)
44
Showing
1
-
10
of
44
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Approximate
hedging
problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
2
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:
3
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:
4
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:
5
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
6
CVaR
hedging
using quantization-based stochastic approximation algorithm
Bardou, O.
;
Frikha, N.
;
Pagès, Gilles
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 184-229
Persistent link: https://www.econbiz.de/10011550286
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->