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Cutting the Hedge
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Elliott, Robert J.
27
Barone-Adesi, Giovanni
21
Siu, Tak Kuen
7
Badescu, Alex
4
Giannopoulos, Kostas
4
Sorwar, Ghulam
4
Lyle, Matthew R.
3
Allegretto, Walter
2
Audrino, Francesco
2
Barone, Emilio
2
Castagna, Antonio
2
Chen, Zhiping
2
Duan, Qihong
2
Engle, Robert F.
2
Korolkiewicz, Małgorzata W.
2
Mancini, Loriano
2
Miao, Hong
2
Vosper, Les
2
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1
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1
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1
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1
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1
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Journal of economic dynamics & control
5
Insurance / Mathematics & economics
4
Applied mathematical finance
3
Energy economics
3
European financial management : the journal of the European Financial Management Association
3
Journal of banking & finance
3
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematical methods of operations research
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Annals of operations research
1
Banking and finance review
1
Computational economics
1
Economic modelling
1
Finance : revue de l'Association Française de Finance
1
Global finance journal
1
International review of economics & finance : IREF
1
Journal of forecasting
1
Managerial finance
1
Mathematics of operations research
1
Risk : managing risk in the world's financial markets
1
The econometrics journal
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
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OLC EcoSci
USB Cologne (business full texts)
531
ECONIS (ZBW)
417
RePEc
87
USB Cologne (EcoSocSci)
6
Other ZBW resources
3
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Cutting the hedge
Barone-Adesi, Giovanni
;
Elliott, Robert J.
- In:
Computational economics
29
(
2007
)
2
,
pp. 151-158
Persistent link: https://www.econbiz.de/10007614490
Saved in:
2
Managing Electricity Risk
Barone-Adesi, Giovanni
;
Gigli, Andrea
- In:
Economic notes : economic review of Banca Monte dei …
32
(
2003
)
2
,
pp. 283
Persistent link: https://www.econbiz.de/10006027111
Saved in:
3
PROCEEDINGS OF THE INTERNATIONAL CONFERENCE 'MANAGING CREDIT AND MARKET RISK. NEW TECHNIQUES FOR NEW SOURCES OF RISK' - Non-parametric VaR Techniques. Myths and Realities
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
- In:
Economic notes : economic review of Banca Monte dei …
30
(
2001
)
2
,
pp. 167-182
Persistent link: https://www.econbiz.de/10006038519
Saved in:
4
Pricing Bonds and Bond Options with Default Risk
Barone, Emilio
;
Barone-Adesi, Giovanni
;
Castagna, Antonio
- In:
European financial management : the journal of the …
4
(
1998
)
2
,
pp. 231-282
Persistent link: https://www.econbiz.de/10005971500
Saved in:
5
Pricing Bonds and Bond Options with Default Risk
Barone, Emilio
;
Barone-Adesi, Giovanni
;
Castagna, Antonio
- In:
European financial management : the journal of the …
4
(
1998
)
2
,
pp. 231-282
Persistent link: https://www.econbiz.de/10005971509
Saved in:
6
EXECUTIVE SUMMARIES - Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS)
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
European financial management : the journal of the …
8
(
2002
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10005944381
Saved in:
7
A GARCH Option Pricing Model with Filtered Historical Simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10008055479
Saved in:
8
Functional gradient descent for financial time series with an application to the measurement of market risk
Audrino, Francesco
;
Barone-Adesi, Giovanni
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 959-978
Persistent link: https://www.econbiz.de/10005879003
Saved in:
9
The saga of the American put
Barone-Adesi, Giovanni
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2909
Persistent link: https://www.econbiz.de/10005880120
Saved in:
10
Thirty years of continuous-time finance
Barone-Adesi, Giovanni
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2699-2700
Persistent link: https://www.econbiz.de/10005880128
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