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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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Search: subject_exact:"Financial hedging"
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Hedging
22
Option pricing theory
9
Optionspreistheorie
9
Portfolio selection
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Portfolio-Management
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Stochastic process
6
Stochastischer Prozess
6
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Platen, Eckhard
11
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4
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3
Schlögl, Erik
3
Baldeaux, Jan
2
Cheng, Benjamin
2
Fergusson, Kevin
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Hulley, Hardy
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Ignatieva, Ekaterina
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Röthig, Andreas
2
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Mahayni, Antje
1
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1
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1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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
54
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
46
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
43
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
33
Working paper
32
Discussion paper / Centre for Economic Policy Research
31
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ECONIS (ZBW)
22
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1
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
2
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
Saved in:
3
Less expensive pricing and hedging of long-dated equity index options when interest rates are stochastic
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344299
Saved in:
4
Approximate hedging of options under jump-diffusion processes
Mina, Karl
;
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2013
Persistent link: https://www.econbiz.de/10010245506
Saved in:
5
A hybrid model for pricing and hedging of long dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
-
2013
Persistent link: https://www.econbiz.de/10010349514
Saved in:
6
Real world pricing of long term cash-linked annuities and equity-linked annuities with cash-linked guarantees
Fergusson, Kevin
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10010213176
Saved in:
7
A tractable model for indices approximating the growth optimal portfolio
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009675078
Saved in:
8
Humps in the volatility structure of the crude oil futures market
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
-
2012
Persistent link: https://www.econbiz.de/10009564452
Saved in:
9
Modern view on Merton’s jump-diffusion model
Cheung, Gerald H. L.
;
Chiarella, Carl
-
2011
Persistent link: https://www.econbiz.de/10009563108
Saved in:
10
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
Saved in:
11
Small traders in currency futures markets format
Röthig, Andreas
;
Chiarella, Carl
-
2010
Persistent link: https://www.econbiz.de/10008663097
Saved in:
12
Real world pricing of long term contracts
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662357
Saved in:
13
Hedging for the long run
Hulley, Hardy
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856788
Saved in:
14
Quadratic hedging of basis risk
Hulley, Hardy
;
McWalter, Thomas A.
-
2008
Persistent link: https://www.econbiz.de/10003857124
Saved in:
15
Real world pricing for a modified constant elasticity of variance model
Miller, Shane M.
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857174
Saved in:
16
Hedging, speculation, and investment in balance-sheet triggered currency crises
Röthig, Andreas
;
Semmler, Willi
;
Flaschel, Peter
-
2006
Persistent link: https://www.econbiz.de/10003325223
Saved in:
17
On the pricing and hedging of long dated zero coupon bonds
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003384030
Saved in:
18
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10002765054
Saved in:
19
Hedging diffusion processes by local risk-minimisation with applications to index tracking
Cowell, David
;
Hassan, Nadima el
;
Kwon, Oh Kang
-
2004
Persistent link: https://www.econbiz.de/10002253916
Saved in:
20
Pricing and hedging options in incomplete markets : idiosyncratic risk, systematic risk and stochastic volatility
Chauveau, Thierry
;
Gatfaoui, Hayette
-
2004
Persistent link: https://www.econbiz.de/10002253934
Saved in:
21
The risk management of minimum return guarantees
Mahayni, Antje
;
Schlögl, Erik
-
2003
Persistent link: https://www.econbiz.de/10002250900
Saved in:
22
Pricing and hedging for incomplete jump diffusion benchmark models
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250936
Saved in:
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