//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and stochastics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Cash Flow at Risk, Financial F...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hedging
80
Theorie
57
Theory
57
Option pricing theory
32
Optionspreistheorie
32
Portfolio selection
27
Portfolio-Management
27
Stochastic process
18
Stochastischer Prozess
18
Option trading
15
Optionsgeschäft
15
Transaction costs
14
Transaktionskosten
14
Martingal
13
Martingale
13
Risiko
11
Risk
11
Derivat
10
Derivative
10
CAPM
9
Financial economics
6
Kapitalmarkttheorie
6
Volatility
6
Volatilität
6
Arbitrage Pricing
5
Arbitrage pricing
5
Black-Scholes model
5
Black-Scholes-Modell
5
Mathematical programming
5
Mathematische Optimierung
5
Arbitrage
4
Incomplete market
4
Pricing-hedging duality
4
Risikomaß
4
Risk measure
4
Robust hedging
4
Unvollkommener Markt
4
Analysis
3
Börsenkurs
3
Commodity derivative
3
more ...
less ...
Online availability
All
Undetermined
25
Free
3
Type of publication
All
Article
80
Type of publication (narrower categories)
All
Article in journal
80
Aufsatz in Zeitschrift
80
Language
All
English
80
Author
All
Kabanov, Jurij M.
5
Hobson, David G.
4
Obłój, Jan
4
Bartl, Daniel
3
Bouchard, Bruno
3
Carr, Peter
3
Pham, Huyên
3
Stricker, Christophe
3
Benth, Fred Espen
2
Campi, Luciano
2
Cox, Alexander M. G.
2
Cvitanić, Jakša
2
Frey, Rüdiger
2
Fukasawa, Masaaki
2
Föllmer, Hans
2
Gobet, Emmanuel
2
Herrmann, Sebastian
2
Hou, Zhaoxu
2
Jeanblanc, Monique
2
Karatzas, Ioannis
2
Klimmek, Martin
2
Kupper, Michael
2
Lee, Roger
2
Leukert, Peter
2
Lépinette, Emmanuel
2
Muhle-Karbe, Johannes
2
Møller, Thomas
2
Rásonyi, Miklós
2
Soner, Halil Mete
2
Touzi, Nizar
2
Ankirchner, Stefan
1
Arai, Takuji
1
Ba, Makhtar
1
Backhoff-Veraguas, Julio
1
Barrieu, Pauline
1
Bayraktar, Erhan
1
Becherer, Dirk
1
Beek, Misha van
1
Beiglböck, Mathias
1
Bender, Christian
1
more ...
less ...
Published in...
All
Finance and stochastics
MPRA Paper
523
The journal of futures markets
338
NBER Working Papers
293
CEPR Discussion Papers
264
Journal of Banking & Finance
175
Working Paper
167
Economics Papers from University Paris Dauphine
163
IMF Working Papers
161
CESifo Working Paper
154
ECB Working Paper
148
Energy economics
140
Journal of Corporate Finance
140
Research paper series / Swiss Finance Institute
135
NBER working paper series
127
CESifo working papers
124
Finance research letters
124
International journal of theoretical and applied finance
122
Journal of Entrepreneurial Finance
121
IMF Working Paper
118
Journal of banking & finance
113
ZEW Discussion Papers
109
Discussion paper / Tinbergen Institute
103
Journal of Financial Economics
103
Swiss Finance Institute Research Paper
97
Tinbergen Institute Discussion Paper
93
Cogent economics & finance
92
International review of financial analysis
91
CESifo Working Paper Series
87
Working paper
85
International review of economics & finance : IREF
84
Discussion Paper / Tilburg University, Center for Economic Research
82
Tinbergen Institute Discussion Papers
78
Ovidius University Annals, Economic Sciences Series
75
Cogent Economics & Finance
74
IMF Staff Country Reports
71
Discussion paper
69
Journal of risk and financial management : JRFM
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Insurance / Mathematics & economics
68
more ...
less ...
Source
All
ECONIS (ZBW)
80
Showing
1
-
10
of
80
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
Saved in:
2
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
Saved in:
3
Mean-variance
hedging
for continuous processes : new proofs and examples
Pham, Huyên
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10001235406
Saved in:
4
Perfect option
hedging
for a large trader
Frey, Rüdiger
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 115-141
Persistent link: https://www.econbiz.de/10001235410
Saved in:
5
Exploding
hedging
errors for digital options
Gallus, Christoph
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 187-201
Persistent link: https://www.econbiz.de/10001367045
Saved in:
6
Complete markets with discontinuous security price
Dritschel, Michael
;
Protter, Philip
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 203-214
Persistent link: https://www.econbiz.de/10001367323
Saved in:
7
Hedging
and liquidation under transaction costs in currency markets
Kabanov, Yuri M.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 237-248
Persistent link: https://www.econbiz.de/10001367370
Saved in:
8
A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
Saved in:
9
Dynamic programming and mean-variance
hedging
Laurent, Jean Paul
;
Pham, Huyên
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001367656
Saved in:
10
Hedging
contingent claims on semimartingales
Jarrow, Robert
;
Madan, Dilip B.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->