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ECONIS (ZBW)
46
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1
Dynamic dimension reduction for financial applications
Nasekin, Sergey
-
2017
Persistent link: https://www.econbiz.de/10011703000
Saved in:
2
Risk management of variable annuities
Ruez, Frederik
-
2017
Persistent link: https://www.econbiz.de/10012659889
Saved in:
3
Dynamic hedging in illiquid financial markets
Voß, Moritz
-
2017
Persistent link: https://www.econbiz.de/10012194375
Saved in:
4
Hedging in nonlinear models of illiquid financial markets
Sah, Nadim
-
2014
Persistent link: https://www.econbiz.de/10010532759
Saved in:
5
Sensitivity analysis and hedging in stochastic string models
Bueno-Guerrero, Alberto
;
Moreno, Manuel
;
Navas, Javier F.
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 151-167)
.
2018
Persistent link: https://www.econbiz.de/10012011646
Saved in:
6
Hedging Asian bond options with Malliavin calculus under stochastic string models
Bueno-Guerrero, Alberto
;
Moreno, Manuel
;
Navas, Javier F.
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 169-180)
.
2018
Persistent link: https://www.econbiz.de/10012011647
Saved in:
7
Currency hedging for a multi-national firm
Kallio, Markku
;
Koivu, Matti
;
Wang, Rudan
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 297-320)
.
2018
Persistent link: https://www.econbiz.de/10011898659
Saved in:
8
Second-order approximations to pricing and hedging in presence of jumps and stochastic volatility
Denkl, Stephan
-
2013
Persistent link: https://www.econbiz.de/10010200946
Saved in:
9
Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations
Hepperger, Peter Thomas
-
2011
Persistent link: https://www.econbiz.de/10009375794
Saved in:
10
Model-free methods in valuation and hedging of derivative securities
Davis, Mark H. A.
- In:
The handbook of post crisis financial modelling
,
(pp. 168-189)
.
2016
Persistent link: https://www.econbiz.de/10011475750
Saved in:
11
Discrete-time quadratic hedging of barrier options in exponential Lévy model
Černý, Aleš
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 257-275)
.
2016
Persistent link: https://www.econbiz.de/10011800380
Saved in:
12
Construction and hedging of optimal payoffs in Lévy models
Rüschendorf, Ludger
;
Wolf, Viktor
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 331-377)
.
2016
Persistent link: https://www.econbiz.de/10011800386
Saved in:
13
Hedging in affine stochastic volatility models
Vierthauer, Richard
-
2010
Persistent link: https://www.econbiz.de/10008779220
Saved in:
14
Stochastic optimization models in forest planning : a progressive hedging solution approach
Badilla Veliz, Fernando
;
Watson, Jean-Paul
;
Weintraub, …
- In:
Operations research in forestry : [the 14th Symposium …
,
(pp. 259-274)
.
2015
Persistent link: https://www.econbiz.de/10011445652
Saved in:
15
Hedging credit derivatives when recovery rates are stochastic
Kroemer, Patrick
-
2015
Persistent link: https://www.econbiz.de/10011348594
Saved in:
16
Volatility markets : consistent modeling, hedging and practical implementation
Bühler, Hans
-
2006
Persistent link: https://www.econbiz.de/10003372033
Saved in:
17
The optimal martingale measure for investors with exponential utility function
Steiger, Gallus Johannes
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003278318
Saved in:
18
Integrated production and risk hedging with financial instruments
Haksöz, Çağri
;
Seshadri, Sridhar
- In:
The handbook of integrated risk management in global …
,
(pp. 157-196)
.
2012
Persistent link: https://www.econbiz.de/10009407081
Saved in:
19
Pricing and hedging of rating-sensitive claims modeled by F-doubly stochastic Markov chains
Jakubowski, Jacek
;
Niewęgłowski, Mariusz
- In:
Advanced mathematical methods for finance
,
(pp. 417-453)
.
2011
Persistent link: https://www.econbiz.de/10008991278
Saved in:
20
Fractional smoothness and applications in finance
Geiss, Stefan
;
Gobet, Emmanuel
- In:
Advanced mathematical methods for finance
,
(pp. 313-331)
.
2011
Persistent link: https://www.econbiz.de/10008991284
Saved in:
21
Optimal liquidation of a pairs trade
Ekström, Erik
;
Lindberg, Carl
;
Tysk, Johan
- In:
Advanced mathematical methods for finance
,
(pp. 247-255)
.
2011
Persistent link: https://www.econbiz.de/10008991288
Saved in:
22
Fractional processes as models in stochastic finance
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Advanced mathematical methods for finance
,
(pp. 75-103)
.
2011
Persistent link: https://www.econbiz.de/10008991326
Saved in:
23
Power generation assets : energy constraints, upper bounds and hedging strategies
Enge, Thomas
-
2010
Persistent link: https://www.econbiz.de/10008906969
Saved in:
24
Simulations for hedging financial contracts with optimal decisions
Windcliff, H.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
; …
- In:
Computational methods in decision-making, economics and …
,
(pp. 271-296)
.
2010
Persistent link: https://www.econbiz.de/10009153080
Saved in:
25
Efficient hedging in incomplete markets under model uncertainty
Kirch, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001643060
Saved in:
26
Numerical approximation by quantization of control problems in finance under partial observations
Pham, Huyên
;
Corsi, Marco
;
Runggaldier, Wolfgang J.
-
2009
Persistent link: https://www.econbiz.de/10003827001
Saved in:
27
Pricing, hedging, and calibration in jump-diffusion models
Tankov, Peter
;
Voltchkova, Ekaterina
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 129-160)
.
2009
Persistent link: https://www.econbiz.de/10003787598
Saved in:
28
Essays on market frictions and model misspecification in asset pricing
Seeger, Norman
-
2009
Persistent link: https://www.econbiz.de/10003863665
Saved in:
29
Hedging CDOs in the one-factor Gaussian Copula framework
Meissner, Gunter
;
Hector, Richard
;
Rasmussen, Thomas
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 481-499)
.
2008
Persistent link: https://www.econbiz.de/10003918859
Saved in:
30
General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets
Ulrich, Maxim
-
2008
Persistent link: https://www.econbiz.de/10003751650
Saved in:
31
Empirischer Vergleich von Optionspreismodellen auf Basis Zeitdeformierter Lévy-Prozesse : Kalibrierung, Hedging, Modellrisiko
Dahlbokum, Achim
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013432982
Saved in:
32
Stochastic volatility and the pricing of financial derivatives
Ploeg, Antoine P. C. van der
-
2006
Persistent link: https://www.econbiz.de/10003273906
Saved in:
33
Valuation and optimal strategies for swing contract
Zhu, Zegang
-
2005
Persistent link: https://www.econbiz.de/10003946500
Saved in:
34
Risikominimierung in Finanzmärkten unter Berücksichtigung von Transaktionskosten
Beutner, Eric
-
2005
Persistent link: https://www.econbiz.de/10002896461
Saved in:
35
Essays on empirical term structure modeling
Zhao, Feng
-
2004
Persistent link: https://www.econbiz.de/10003387673
Saved in:
36
Utility maximization, duality, price for risk, semimartingale represenations & continuous time CAPM
Leitner, Johannes
-
2001
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001626257
Saved in:
37
Kombinierte Aktien-, Optionsstrategien im ein- und mehrperiodigen Fall : eine theoetische und empirische Untersuchung
Adam, Michael
;
Adam, Michael E. H.
-
2001
Persistent link: https://www.econbiz.de/10001629302
Saved in:
38
Rational hedging and valuation with utility-based preferences
Becherer, Dirk
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639701
Saved in:
39
Zum Hedging europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer
-
2000
Persistent link: https://www.econbiz.de/10001498200
Saved in:
40
Exotische Zinsswaps : Bewertung, Hedging und Analyse
Bardenhewer, Martin Maria
-
2000
-
1. Aufl
Persistent link: https://www.econbiz.de/10001506472
Saved in:
41
On the pricing and hedging of credit risk in incomplete markets
Lotz, Christopher
-
2000
Persistent link: https://www.econbiz.de/10001481836
Saved in:
42
Optionsbewertung und Absicherungsstrategien
Bär, Jürgen
-
1999
Persistent link: https://www.econbiz.de/10000993460
Saved in:
43
Zum Glattstellen von Index-Futures : Empirie und stochastische Modelle unter besonderer Berücksichtigung des DAX-Futures
Dorfleitner, Gregor
-
1999
Persistent link: https://www.econbiz.de/10001364401
Saved in:
44
Hedging stochastischer Verpflichtungen in zeitstetigen Modellen
Wiese, Anke
-
1998
Persistent link: https://www.econbiz.de/10000985447
Saved in:
45
Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C.
-
1998
Persistent link: https://www.econbiz.de/10000676156
Saved in:
46
GARCH models as diffusion approximation : a simulation approach for currency hedging using options
Castellano, Rosella
- In:
New operational approaches for financial modelling
,
(pp. 297-310)
.
1997
Persistent link: https://www.econbiz.de/10001299211
Saved in:
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