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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Theory
Hedging
65
Theorie
58
Option pricing theory
39
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15
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15
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14
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
135
International journal of theoretical and applied finance
57
Finance and stochastics
52
Journal of banking & finance
44
Energy economics
31
Journal of financial economics
30
International review of economics & finance : IREF
28
Journal of economic dynamics & control
28
European journal of operational research : EJOR
26
Finance research letters
26
Insurance / Mathematics & economics
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
26
Working paper / National Bureau of Economic Research, Inc.
26
NBER working paper series
25
Applied mathematical finance
24
American journal of agricultural economics
23
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
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The journal of finance : the journal of the American Finance Association
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NBER Working Paper
20
The review of financial studies
20
Economic modelling
19
International review of financial analysis
18
The journal of corporate finance : contracting, governance and organization
18
Economics letters
17
Journal of international money and finance
17
CoFE discussion papers
16
Discussion paper / Centre for Economic Policy Research
16
Discussion paper / Tinbergen Institute
16
Dresden discussion paper series in economics
16
Journal of financial and quantitative analysis : JFQA
16
Research paper series / Swiss Finance Institute
16
Risks : open access journal
16
Discussion paper / B
15
Swiss Finance Institute Research Paper
15
The European journal of finance
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
The North American journal of economics and finance : a journal of financial economics studies
14
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ECONIS (ZBW)
58
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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
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
3
Model-independent lower bound on variance SWAPS
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
Saved in:
4
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:
5
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:
6
Hedging
under arbitrage
Ruf, Johannes
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 297-317
Persistent link: https://www.econbiz.de/10009721746
Saved in:
7
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:
8
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:
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
Multi-asset stochastic local variance contracts
Carr, Peter
;
Laurence, Peter
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10008935704
Saved in:
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