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~subject:"Hedging"
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Hedging
Theorie
182
Theory
182
Portfolio selection
115
Portfolio-Management
115
Stochastischer Prozess
69
Stochastic process
67
growth optimal portfolio
61
Option pricing theory
48
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48
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41
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41
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40
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39
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37
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36
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33
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30
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30
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29
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27
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22
fair pricing
21
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Analysis
18
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18
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18
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17
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17
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17
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17
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29
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5
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35
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14
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Arbeitspapier
25
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25
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24
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24
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13
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2
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English
49
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Platen, Eckhard
31
Schweizer, Martin
19
Heath, David C.
5
Ignatieva, Ekaterina
5
Baldeaux, Jan
4
Du, Ke
4
Fergusson, Kevin
4
Pham, Huyên
4
Fung, Man Chung
3
Baldeaux, Jan F.
2
Barone-Adesi, Giovanni
2
Czichowsky, Christoph
2
Hulley, Hardy
2
Lamberton, Damien
2
Miller, Shane M.
2
Rheinländer, Thorsten
2
Sala, Carlo
2
Zivoi, Danijel
2
Ṥikić, Mario
2
Biagini, Francesca
1
Cretarola, Alessandra
1
Föllmer, Hans
1
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1
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1
Mania, Michael
1
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1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Deutsche Forschungsgemeinschaft
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Discussion paper / B
5
Research paper series / Swiss Finance Institute
5
Swiss Finance Institute Research Paper
5
Discussion papers of interdisciplinary research project 373
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Applied mathematical finance
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
International journal of theoretical and applied finance
2
Mathematics and financial economics
2
Research paper / Quantitative Finance Research Group, University of Technology Sydney
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Finance and stochastics
1
Quantitative Finance Research Centre Research Paper
1
Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
UNSW Business School Research Paper
1
University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
1
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A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
Saved in:
2
Perfect hedging of index derivatives under a locally arbitrage free minimal market model
Heath, David C.
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619289
Saved in:
3
Consistent pricing and hedging for a modified constant elasticity of variance model
Heath, David C.
;
Platen, Eckhard
-
2002
Persistent link: https://www.econbiz.de/10001732832
Saved in:
4
Perfect hedging of index derivatives under a minimal market model
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
5
(
2002
)
7
,
pp. 757-774
Persistent link: https://www.econbiz.de/10001743251
Saved in:
5
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10002765054
Saved in:
6
A guided tour through quadratic hedging approaches
Schweizer, Martin
-
1999
Persistent link: https://www.econbiz.de/10001473109
Saved in:
7
Hedging of contingent claims under incomplete information
Föllmer, Hans
;
Schweizer, Martin
-
1990
Persistent link: https://www.econbiz.de/10000811991
Saved in:
8
Mean-variance hedging for general claims
Schweizer, Martin
-
1990
Persistent link: https://www.econbiz.de/10000811993
Saved in:
9
Variance optimal hedging in discrete time
Schweizer, Martin
-
1993
Persistent link: https://www.econbiz.de/10000855568
Saved in:
10
Risk minimizing hedging strategies under restricted information
Schweizer, Martin
-
1993
Persistent link: https://www.econbiz.de/10000880233
Saved in:
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