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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Risikomanagement"
~subject:"Optionsgeschäft"
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Risikomanagement
Optionsgeschäft
Hedging
115
Option pricing theory
62
Optionspreistheorie
62
Theorie
55
Theory
55
Derivat
34
Derivative
34
Portfolio selection
30
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30
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20
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18
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hedging
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Elliott, Robert J.
2
Siu, Tak Kuen
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An, Yunbi
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Arai, Takuji
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Benth, Fred Espen
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1
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1
Yamazaki, Akira
1
Yang, Jun
1
Yong, Jiongmin
1
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International journal of theoretical and applied finance
Journal of banking & finance
33
The journal of futures markets
30
Energy economics
25
Insurance / Mathematics & economics
25
Finance research letters
21
European journal of operational research : EJOR
18
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of financial economics
17
Quantitative finance
16
Finance and stochastics
15
International review of economics & finance : IREF
15
Risks : open access journal
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Review of derivatives research
12
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12
Management science : journal of the Institute for Operations Research and the Management Sciences
11
NBER working paper series
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Journal of risk
10
The European journal of finance
10
Applied economics
9
Applied mathematical finance
9
International review of financial analysis
9
Journal of risk and financial management : JRFM
9
Wiley finance series
9
Working paper / National Bureau of Economic Research, Inc.
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Europäische Hochschulschriften / 5
8
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Pacific-Basin finance journal
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The journal of corporate finance : contracting, governance and organization
8
Computational economics
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Journal of empirical finance
7
Journal of multinational financial management
7
Research in international business and finance
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Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
7
The journal of finance : the journal of the American Finance Association
7
Agricultural finance review
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1
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
2
Conditional Asian options
Feng, Runhuan
;
Volkmer, Hans W.
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011403926
Saved in:
3
Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
Saved in:
4
Hedging options in a doubly Markov-modulated financial market via stochastic flows
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012183224
Saved in:
5
The term structure of currency hedge ratios
Korn, Olaf
;
Koziol, Philipp
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 525-557
Persistent link: https://www.econbiz.de/10009269361
Saved in:
6
Efficient hedging of path-dependent options
Kolkiewicz, Adam W.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011525107
Saved in:
7
Pricing and hedging of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
Saved in:
8
Pricing and hedging game options in currency models with proportional transaction costs
Roux, Alet
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011568851
Saved in:
9
Volatility derivatives and model-free implied leverage
Fukasawa, Masaaki
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010363969
Saved in:
10
Target volatility option pricing
Di Graziano, Giuseppe
;
Torricelli, Lorenzo
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10009562145
Saved in:
11
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Saved in:
12
Performance of robust hedges for digital double barrier options
ObŁój, Jan
;
Ulmer, Frédérik
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009562153
Saved in:
13
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
14
Special issue on financial derivatives and risk management
Grasselli, Matheus
(
contributor
); …
-
2011
Persistent link: https://www.econbiz.de/10009562521
Saved in:
15
Hedging swing options
Rodrı́guez, Jesús F.
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 295-312
Persistent link: https://www.econbiz.de/10008992161
Saved in:
16
Static hedging of defaultable contingent claims : a simple hedging scheme across equity and credit markets
Ohsaki, Shuichi
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 239-264
Persistent link: https://www.econbiz.de/10008992168
Saved in:
17
Semi-static hedging of barrier options under poisson jumps
Carr, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
Saved in:
18
An analysis of the supply curve for liquidity risk through book data
Blais, Marcel
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 821-838
Persistent link: https://www.econbiz.de/10008905116
Saved in:
19
Hedging volatility risk : the effectiveness of volatility options
An, Yunbi
;
Assaf, Ata
;
Yang, Jun
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 517-534
Persistent link: https://www.econbiz.de/10003463468
Saved in:
20
Cross hedging within a log mean reverting model
Njoh, Samuel
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 887-914
Persistent link: https://www.econbiz.de/10003564685
Saved in:
21
Pricing and hedging American barrier options by a modified binomial method
Gaudenzi, Marcellino
;
Lepellere, Maria Antonietta
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 533-553
Persistent link: https://www.econbiz.de/10003347387
Saved in:
22
Pricing options from the point of view of a trader
Stoikov, Sasha F.
- In:
International journal of theoretical and applied finance
9
(
2006
)
8
,
pp. 1245-1266
Persistent link: https://www.econbiz.de/10003397174
Saved in:
23
A new Monte Carlo method for American options
Milʹstejn, Grigorij N.
;
Reiß, O.
;
Schoenmakers, John
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 591-614
Persistent link: https://www.econbiz.de/10002171485
Saved in:
24
Replication of American contingent claims in incomplete markets
Yong, Jiongmin
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 439-466
Persistent link: https://www.econbiz.de/10001584362
Saved in:
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