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isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
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Hedging
14
Theorie
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Stochastic process
6
Stochastischer Prozess
6
Option pricing theory
5
Optionspreistheorie
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backward stochastic differential equation
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Kohlmann, Michael
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Adam-Müller, Axel F. A.
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2
Leitner, Johannes
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Tang, Shanjian
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Fournié, Michel
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Franke, Günter
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
The journal of futures markets
331
Energy economics
123
Finance research letters
117
International journal of theoretical and applied finance
115
Journal of banking & finance
113
International review of financial analysis
88
International review of economics & finance : IREF
81
Finance and stochastics
73
Insurance / Mathematics & economics
68
NBER working paper series
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
Journal of financial economics
61
Applied economics
56
Working paper / National Bureau of Economic Research, Inc.
55
Economic modelling
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The review of financial studies
54
Applied mathematical finance
51
Journal of multinational financial management
51
The North American journal of economics and finance : a journal of financial economics studies
50
Journal of economic dynamics & control
49
The journal of finance : the journal of the American Finance Association
49
European journal of operational research : EJOR
46
The European journal of finance
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Research in international business and finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
NBER Working Paper
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Quantitative finance
42
Research paper series / Swiss Finance Institute
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of financial and quantitative analysis : JFQA
40
Management science : journal of the Institute for Operations Research and the Management Sciences
39
Journal of international financial markets, institutions & money
38
Risks : open access journal
38
Applied financial economics
35
American journal of agricultural economics
34
Journal of international money and finance
34
Journal of risk and financial management : JRFM
33
Swiss Finance Institute Research Paper
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Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
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1
Restricted export flexibility and risk management with options and futures
Adam-Müller, Axel F. A.
;
Kit, Pong Wong
-
2002
Persistent link: https://www.econbiz.de/10001683739
Saved in:
2
The impact of delivery risk on optimal production and futures hedging
Adam-Müller, Axel F. A.
;
Kit, Pong Wong
-
2002
Persistent link: https://www.econbiz.de/10001683741
Saved in:
3
High order compact finite difference schemes for a nonlinear Black-Scholes equation
Düring, Bertram
;
Fournié, Michel
;
Jüngel, Ansgar
-
2001
Persistent link: https://www.econbiz.de/10014378931
Saved in:
4
Exports and hedging exchange rate risks : the multi-country case
Adam-Müller, Axel F. A.
-
2000
Persistent link: https://www.econbiz.de/10001475172
Saved in:
5
Neyman-Pearson hedging and dynamic measures of risk
Kohlmann, Michael
-
2000
Persistent link: https://www.econbiz.de/10001475180
Saved in:
6
Optimal control of linear stochastic systems with singular costs, and the mean-variance hedging problem with stochastic market conditions
Kohlmann, Michael
-
2000
Persistent link: https://www.econbiz.de/10001475182
Saved in:
7
Mean-variance efficiency and intertemporal price for risk
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10001544834
Saved in:
8
Utility maximization and duality
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10001544835
Saved in:
9
Gefahren kurzsichtigen Risikomanagements durch value at risk
Franke, Günter
-
2000
Persistent link: https://www.econbiz.de/10001447146
Saved in:
10
A note on mean-variance hedging of non-attainable claims
Kohlmann, Michael
;
Peisl, Bernhard
-
2000
Persistent link: https://www.econbiz.de/10001450614
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11
Recent advances in backward stochastic Riccati equations and their applications
Kohlmann, Michael
;
Tang, Shanjian
-
2000
Persistent link: https://www.econbiz.de/10014378819
Saved in:
12
Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging
Kohlmann, Michael
-
2000
Persistent link: https://www.econbiz.de/10014378821
Saved in:
13
The informed and uninformed agent's price of a contingent claim
Kohlmann, Michael
;
Zhou, Xun Yu
-
1999
Persistent link: https://www.econbiz.de/10001387122
Saved in:
14
Hedging price risk when real wealth matters
Adam-Müller, Axel F. A.
-
1999
Persistent link: https://www.econbiz.de/10001387124
Saved in:
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