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~subject:"Hedging"
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Hedging
Theorie
130
Theory
130
Arbitrage
38
Transaction costs
36
Transaktionskosten
27
Portfolio selection
26
Portfolio-Management
26
CAPM
24
Optionspreistheorie
24
Option pricing theory
23
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18
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16
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15
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pessimism
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equilibrium
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9
Contract theory
9
Erwartungsbildung
9
Expectation formation
9
Heterogeneous beliefs
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Risk aversion
9
Vertragstheorie
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viscosity solutions
9
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8
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Touzi, Nizar
12
Koehl, Pierre-François
4
Chemla, Gilles
3
Porchet, Arnaud
3
Alziary, Bénédicte
2
Astic, Fabian
2
Aïd, René
2
Cvitanić, Jakša
2
Décamps, Jean-Paul
2
Jouini, Elyès
2
Pham, Huyên
2
Renault, Eric
2
Soner, Halil Mete
2
Ai͏̈d, René
1
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1
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4
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2
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
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2
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1
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
1
Handbooks in mathematical finance
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1
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ECONIS (ZBW)
15
RePEc
2
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Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
Saved in:
2
A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte
;
Décamps, Jean-Paul
;
Koehl, …
-
1996
Persistent link: https://www.econbiz.de/10000936713
Saved in:
3
A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte
- In:
Journal of banking & finance
21
(
1997
)
5
,
pp. 613-640
Persistent link: https://www.econbiz.de/10001222189
Saved in:
4
Super-replication under proportional transaction costs : from discrete to continuous-time models
Touzi, Nizar
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 297-320
Persistent link: https://www.econbiz.de/10001428812
Saved in:
5
Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
Saved in:
6
Option hedging and implied volatilities in a stochastic volatility model
Renault, Eric
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 279-302
Persistent link: https://www.econbiz.de/10001208961
Saved in:
7
Hedging and vertical integration in electricity markets
Ai͏̈d, René
;
Chemla, Gilles
;
Porchet, Arnaud
;
Touzi, …
-
2011
Persistent link: https://www.econbiz.de/10008990073
Saved in:
8
Option hedging for small investors under liquidity costs
Çetin, Umut
;
Soner, Halil Mete
;
Touzi, Nizar
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 317-341
Persistent link: https://www.econbiz.de/10010216487
Saved in:
9
Hedging and vertical integration in electricity markets
Aïd, René
;
Chemla, Gilles
;
Porchet, Arnaud
;
Touzi, Nizar
- In:
Management science : journal of the Institute for …
57
(
2011
)
8
,
pp. 1438-1452
Persistent link: https://www.econbiz.de/10009297008
Saved in:
10
No arbitrage conditions and liquidity
Astic, Fabian
;
Touzi, Nizar
- In:
Journal of mathematical economics
43
(
2007
)
6
,
pp. 692-708
Persistent link: https://www.econbiz.de/10003490462
Saved in:
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