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~subject:"Hedging"
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Volatility derivatives and mod...
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Hedging
Volatility
43,820
Volatilität
43,558
Theorie
27,467
Theory
26,985
Capital structure
15,937
Kapitalstruktur
15,743
Optionspreistheorie
15,643
Option pricing theory
15,183
Derivat
14,932
Derivative
14,894
Börsenkurs
11,764
Share price
11,608
Schätzung
10,334
Estimation
10,108
USA
8,545
United States
8,295
Kapitaleinkommen
8,264
Capital income
8,236
Welt
8,223
World
8,105
ARCH-Modell
7,679
ARCH model
7,602
Portfolio-Management
7,390
Portfolio selection
7,347
Optionsgeschäft
6,636
Stochastischer Prozess
6,492
Option trading
6,430
Stochastic process
6,388
Aktienmarkt
6,334
Stock market
6,260
Risk
5,926
Risiko
5,882
Wechselkurs
5,438
Exchange rate
5,332
Prognoseverfahren
4,652
Forecasting model
4,599
Risikomanagement
4,183
Finanzmarkt
4,095
Zeitreihenanalyse
4,068
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Free
3,136
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2,579
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147
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6,181
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4,479
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7
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2
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9,735
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3
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2
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1
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1
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Broll, Udo
199
Lien, Da-hsiang Donald
91
Wahl, Jack E.
77
Kit, Pong Wong
73
McAleer, Michael
40
Hammoudeh, Shawkat
37
Mensi, Walid
34
Zilcha, Itzhak
34
Acharya, Viral V.
33
Alexander, Carol
33
Hull, John
33
Kang, Sang Hoon
33
Platen, Eckhard
31
Madan, Dilip B.
29
Cotter, John
28
Dionne, Georges
28
Engle, Robert F.
25
Fabozzi, Frank J.
25
Hau, Harald
25
Lo, Andrew W.
25
Schweizer, Martin
25
Bouri, Elie
24
Korn, Olaf
24
Alghalith, Moawia
23
Adam-Müller, Axel F. A.
22
Caballero, Ricardo J.
22
Frey, Rüdiger
22
Giglio, Stefano
22
Hanly, Jim
22
Kohlmann, Michael
22
Shiller, Robert J.
22
Chang, Chia-Lin
21
Conlon, Thomas
21
Eckwert, Bernhard
21
Welzel, Peter
21
Lee, Cheng F.
20
Vo Xuan Vinh
20
Brown, Stephen J.
19
Lucey, Brian M.
19
Melʹnikov, Aleksandr V.
19
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National Bureau of Economic Research
73
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
12
C.E.P.R. Discussion Papers
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Institute of Finance and Accounting <London>
6
National Centre of Competence in Research - Financial Valuation and Risk Management
6
University of Bonn, Germany
6
Universität Augsburg / Institut für Volkswirtschaftslehre
6
Université Paris-Dauphine (Paris IX)
6
Bonn Graduate School of Economics
5
Henley Business School, University of Reading
5
International Accounting Standards Board
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Center for Economic Research <Tilburg>
4
Manchester Business School
4
World Bank
4
Basel Committee on Banking Supervision
3
Centre for Analytical Finance <Århus>
3
Deutsche Forschungsgemeinschaft
3
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Rodney L. White Center for Financial Research
3
School of Finance and Business Economics <Perth, Western Australia>
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
3
Weltbank / International Trade Division
3
World Scientific Publishing Co. Pte. Ltd.
3
Center for Financial Studies
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
2
Chambre de commerce et d'industrie de Paris
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
2
Cowles Foundation for Research in Economics, Yale University
2
Department of Agribusiness and Applied Economics, North Dakota State University
2
Department of Economics and Related Studies, University of York
2
Department of Economics, Oxford University
2
Federal Reserve Bank <New York, NY>
2
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Published in...
All
The journal of futures markets
337
Energy economics
140
Finance research letters
124
International journal of theoretical and applied finance
121
Journal of banking & finance
113
International review of financial analysis
90
International review of economics & finance : IREF
84
Finance and stochastics
80
NBER working paper series
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Insurance / Mathematics & economics
68
Journal of financial economics
62
Applied economics
58
The review of financial studies
57
Working paper / National Bureau of Economic Research, Inc.
55
European journal of operational research : EJOR
53
Economic modelling
52
Journal of multinational financial management
52
Applied mathematical finance
51
The North American journal of economics and finance : a journal of financial economics studies
51
The journal of finance : the journal of the American Finance Association
51
Journal of economic dynamics & control
49
NBER Working Paper
48
Research in international business and finance
47
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
Managerial Finance
46
The European journal of finance
45
Quantitative finance
44
Research paper series / Swiss Finance Institute
44
Journal of international financial markets, institutions & money
41
Risks : open access journal
41
Management science : journal of the Institute for Operations Research and the Management Sciences
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Journal of international money and finance
39
American journal of agricultural economics
37
Applied financial economics
36
Journal of financial and quantitative analysis : JFQA
34
Pacific-Basin finance journal
34
Swiss Finance Institute Research Paper
34
Economics letters
33
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Source
All
ECONIS (ZBW)
9,843
RePEc
341
USB Cologne (EcoSocSci)
140
Other ZBW resources
138
EconStor
136
USB Cologne (business full texts)
44
BASE
27
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1
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date (newest first)
date (oldest first)
1
The term structure of option-implied
volatility
and future realized
volatility
Shi, Yukun
;
Zhang, Hao
;
Xu, Yaofei
;
Zhao, Yang
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
13
,
pp. 2997-3022
Persistent link: https://www.econbiz.de/10012211068
Saved in:
2
Hedging
European derivatives with the polynomial variance
swap
under uncertain
volatility
environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
3
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
4
Pricing and
hedging
of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
Saved in:
5
An analysis of the covered warrants listed on the Athens Exchange
Siriopoulos, Costas
;
Fassas, Athanasios P.
- In:
Journal of risk & control
1
(
2014
)
1
,
pp. 13-30
Persistent link: https://www.econbiz.de/10010509213
Saved in:
6
Does model misspecification matter for
hedging
? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
Saved in:
7
Hedging
of options in the presence of jump clustering
Hainaut, Donatien
;
Moraux, Franck
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011988188
Saved in:
8
The Buffett critique :
volatility
and long-dated options
Gupta, Neeraj J.
;
Kurt, Mark
;
White, Reilly
- In:
Journal of economics and finance
40
(
2016
)
3
,
pp. 524-537
Persistent link: https://www.econbiz.de/10011659004
Saved in:
9
Pricing and
hedging
competitiveness of the tree option pricing models : evidence from India
Singh, Vipul Kumar
- In:
The journal of asset management
17
(
2016
)
6
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011648199
Saved in:
10
Optimal delta
hedging
for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
Saved in:
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