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Derivat
jump-diffusion
54
Jump-diffusion
53
Optionspreistheorie
53
Option pricing theory
51
Stochastic process
43
Stochastischer Prozess
43
Portfolio selection
31
Portfolio-Management
31
Hedging
28
Volatilität
27
Volatility
26
Theorie
24
Option trading
21
Optionsgeschäft
21
Theory
21
martingale measure
21
Derivative
18
Quantile hedging
18
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17
Efficient hedging
16
quantile hedging
15
stochastic volatility
13
Markov chain
12
Markov-Kette
12
Lebensversicherung
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11
CAPM
8
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8
option pricing
8
Martingale
7
Risiko
7
Risikomanagement
7
Risk
7
Risk management
7
American options
6
Incomplete market
6
Option pricing
6
Arbitrage
5
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18
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Melʹnikov, Aleksandr V.
3
Bouziane, Markus
2
Glazyrina, Anna
2
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1
Benth, Fred Espen
1
Boloorforoosh, Ali
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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1
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1
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1
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1
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1
Mina, Karl Friedrich
1
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1
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1
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1
O'Sullivan, Conall
1
O'Sullivan, Stephen
1
Park, Yang-Ho
1
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1
Renaud, Jean-François
1
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1
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International journal of theoretical and applied finance
4
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1
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1
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1
Financial markets and portfolio management
1
Insurance / Mathematics & economics
1
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1
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1
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1
Lecture notes in economics and mathematical systems : LNEMS
1
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1
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1
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ECONIS (ZBW)
18
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1
Hedging goals
Krabichler, Thomas
;
Wunsch, Marcus
- In:
Financial markets and portfolio management
38
(
2024
)
1
,
pp. 93-122
Persistent link: https://www.econbiz.de/10014500603
Saved in:
2
Convex hedging of non-superreplicable claims in discrete-time market models
Tkalinski, Tomasz J.
- In:
Mathematical methods of operations research
79
(
2014
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10010347953
Saved in:
3
Efficient hedging for defaultable securities and its application to equity-linked life insurance contracts
Melʹnikov, Aleksandr V.
;
Nosrati, Amir
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011404363
Saved in:
4
Evaluation of the effectiveness of methods of the imperfect hedging of financial options on the Russian forward market
Nazarova, Varvara
- In:
Journal of derivatives & hedge funds
20
(
2014
)
1
,
pp. 28-51
Persistent link: https://www.econbiz.de/10010463008
Saved in:
5
Quantile hedging in a defaultable market with life insurance applications
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 248-265
Persistent link: https://www.econbiz.de/10012500262
Saved in:
6
Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
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7
Valuing catastrophe derivatives under limited diversification : a stochastic dominance approach
Perrakis, Stylianos
;
Boloorforoosh, Ali
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3157-3168
Persistent link: https://www.econbiz.de/10009778483
Saved in:
8
A critical empirical study of three electricity spot price models
Benth, Fred Espen
;
Kiesel, Rüdiger
;
Nazarova, Anna
- In:
Energy economics
34
(
2012
)
5
,
pp. 1589-1616
Persistent link: https://www.econbiz.de/10009687984
Saved in:
9
Pricing and hedging European energy derivatives : a case study of WTI oil options
Hsu, Chih-chen
;
Lin, Shih-kuei
;
Chen, Ting-fu
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
3
,
pp. 317-355
Persistent link: https://www.econbiz.de/10010408044
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10
Time-changed fast mean-reverting stochastic volatility models
Lorig, Matthew
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1355-1383
Persistent link: https://www.econbiz.de/10009541992
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