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Hedging Pressure and Commodity...
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Option pricing theory
233
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233
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171
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171
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123
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123
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80
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Kabanov, Jurij M.
9
Carr, Peter
7
Hobson, David G.
7
Benth, Fred Espen
6
Linetsky, Vadim
6
Filipović, Damir
5
Jeanblanc, Monique
5
Belomestny, Denis
4
Bouchard, Bruno
4
Frey, Rüdiger
4
Fukasawa, Masaaki
4
Glasserman, Paul
4
Lee, Roger
4
Muhle-Karbe, Johannes
4
Musiela, Marek
4
Obłój, Jan
4
Schweizer, Martin
4
Soner, Halil Mete
4
Stricker, Christophe
4
Alòs, Elisa
3
Bartl, Daniel
3
Brigo, Damiano
3
Cox, Alexander M. G.
3
Dassios, Angelos
3
Fouque, Jean-Pierre
3
Kallsen, Jan
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Kardaras, Constantinos
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Keller-Ressel, Martin
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Li, Lingfei
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Touzi, Nizar
3
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2
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Finance and stochastics
The journal of futures markets
1,200
NBER Working Papers
777
MPRA Paper
696
International journal of theoretical and applied finance
600
Journal of banking & finance
466
Energy economics
451
Working Paper
449
Research paper series / Swiss Finance Institute
402
CEPR Discussion Papers
378
Finance research letters
367
NBER working paper series
333
ECB Working Paper
329
Mathematical finance : an international journal of mathematics, statistics and financial theory
298
Applied mathematical finance
295
Swiss Finance Institute Research Paper
287
The journal of derivatives : the official publication of the International Association of Financial Engineers
287
Quantitative finance
269
The journal of computational finance
267
Economics Papers from University Paris Dauphine
263
CESifo Working Paper
261
IMF Working Papers
252
Journal of Banking & Finance
239
International review of financial analysis
213
Insurance / Mathematics & economics
212
Review of derivatives research
211
European journal of operational research : EJOR
210
Finance
206
International review of economics & finance : IREF
206
Journal of financial economics
204
CESifo working papers
203
The journal of finance : the journal of the American Finance Association
196
Journal of economic dynamics & control
181
Risks : open access journal
175
Working paper / National Bureau of Economic Research, Inc.
175
Applied economics
174
Working paper
173
Journal of risk and financial management : JRFM
163
The European journal of finance
163
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Mean-variance
hedging
with oil futures
Wang, Liao
;
Wissel, Johannes Stefan
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 641-683
Persistent link: https://www.econbiz.de/10010190888
Saved in:
2
Optimal Portfolios in commodity futures markets
Benth, Fred Espen
;
Lempa, Jukka
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 407-430
Persistent link: https://www.econbiz.de/10010340676
Saved in:
3
Robust price bounds for the forward starting straddle
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
Saved in:
4
Approximate
hedging
for nonlinear transaction costs on the volume of traded assets
Elie, Romuald
;
Lépinette, Emmanuel
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 541-581
Persistent link: https://www.econbiz.de/10011418291
Saved in:
5
Bounds for VIX futures given S&P 500 smiles
Guyon, Julien
;
Menegaux, Romain
;
Nutz, Marcel
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 593-630
Persistent link: https://www.econbiz.de/10011944412
Saved in:
6
Option valuation and
hedging
using an asymmetric risk function : asymptotic optimality through fully nonlinear partial differential equations
Gobet, Emmanuel
;
Pimentel, Isaque
;
Warin, Xavier
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 633-675
Persistent link: https://www.econbiz.de/10012518073
Saved in:
7
Polynomial approximation of discounted moments
Zhao, Chenyu
;
Beek, Misha van
;
Spreij, Peter
;
Ba, Makhtar
- In:
Finance and stochastics
29
(
2025
)
1
,
pp. 63-95
Persistent link: https://www.econbiz.de/10015394774
Saved in:
8
A note on the forward measure
Davis, Mark
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 19-28
Persistent link: https://www.econbiz.de/10001230162
Saved in:
9
A deterministic-shift extension of analytically-tractable and time-homogeneous short-rate models
Brigo, Damiano
;
Mercurio, Fabio
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 369-387
Persistent link: https://www.econbiz.de/10001599290
Saved in:
10
Optimal investment in
derivative
securities
Carr, Peter
;
Jin, Xing
;
Madan, Dilip B.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001553046
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