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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Applied mathematical finance"
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Hedging
115
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82
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67
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Applied mathematical finance
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
Finance research letters
27
European journal of operational research : EJOR
26
Insurance / Mathematics & economics
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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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
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The review of financial studies
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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
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Dresden discussion paper series in economics
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Journal of financial and quantitative analysis : JFQA
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Research paper series / Swiss Finance Institute
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Risks : open access journal
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Swiss Finance Institute Research Paper
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The European journal of finance
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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
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ECONIS (ZBW)
82
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1
Hedging
strategies in commodity markets : rolling intrinsic and delta
hedging
for virtual power plants
Biegler-König, Richard
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 550-582
Persistent link: https://www.econbiz.de/10012516171
Saved in:
2
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:
3
The optimal interaction between a hedge fund manager and investor
Ramirez, Hugo Eduardo
;
Johnson, Paul
;
Duck, Peter
; …
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 483-510
Persistent link: https://www.econbiz.de/10012129178
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Comparison of two methods for superreplication
Ekström, Erik
;
Tysk, Johan
- In:
Applied mathematical finance
19
(
2012
)
1/2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10009561234
Saved in:
10
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:
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