Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Hedging"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Two Price Economic Equilibria...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hedging
Theorie
273
Theory
271
Optionspreistheorie
160
Option pricing theory
157
Stochastic process
111
Stochastischer Prozess
111
Markov chain
82
Markov-Kette
80
Portfolio-Management
73
Portfolio selection
72
CAPM
60
Risk
58
Volatilität
58
Risiko
57
Volatility
57
Option trading
48
Optionsgeschäft
48
Capital income
43
Kapitaleinkommen
43
Großbritannien
42
Estimation
40
Schätzung
40
United Kingdom
40
Derivat
39
Derivative
39
Börsenkurs
37
Share price
37
Pollution
32
Finanzmarkt
31
Umweltbelastung
31
Financial market
30
Credit risk
29
USA
29
United States
29
Kreditrisiko
28
Risk management
28
Auslandsinvestition
27
Foreign investment
27
Black-Scholes-Modell
26
more ...
less ...
Online availability
All
Free
15
Undetermined
9
Type of publication
All
Article
29
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Lehrbuch
2
Textbook
2
Arbeitspapier
1
Aufsatz im Buch
1
Bibliografie enthalten
1
Bibliography included
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Rezension
1
Working Paper
1
more ...
less ...
Language
All
English
44
Undetermined
1
Author
All
Madan, Dilip B.
29
Elliott, Robert J.
11
Schoutens, Wim
9
Siu, Tak Kuen
8
Wang, King
4
Bakshi, Gurdip S.
3
Carr, Peter
3
Pistorius, Martijn
3
Badescu, Alexandru
2
De Spiegeleer, Jan
2
Kopp, Peter E.
2
Melamed, Michael
2
Milne, Frank
2
Ortega, Juan-Pablo
2
Reyners, Sofie
2
Zhang, Frank Xiaoling
2
Badescu, Alex
1
Cadenillas, Abel
1
Chan, Leunglung
1
Cherny, Alexander
1
Cherny, Alexander S.
1
Ching, Wai Ki
1
Cvitanić, Jakša
1
Elliott, Robert
1
Elliott, Robert J. R.
1
Ewald, Christian-Olivier
1
Geman, Hélyette
1
Gu, Jia-Wen
1
Jarrow, Robert
1
Jarrow, Robert A.
1
Miao, Hong
1
Nawar, Roy
1
Osakwe, Carlton-James
1
Osakwe, Carlton-James U.
1
Sharaiha, Yazid M.
1
Shen, Yang
1
Wu, Zhenyu
1
Yu, Feng-Hui
1
Zhang, Frank X.
1
Zhang, Xin
1
more ...
less ...
Published in...
All
Robert H. Smith School Research Paper
8
International journal of theoretical and applied finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Annals of finance
2
Finance and stochastics
2
Journal of economic dynamics & control
2
Asia-Pacific financial markets
1
Credit risk : models, derivatives, and management
1
Discussion paper / Institute for Economic Research, Queen's University
1
Energy economics
1
Finance and Stochastics
1
Finance and economics discussion series
1
Frontiers of mathematical finance : FMF
1
Insurance / Mathematics & economics
1
International journal of financial engineering
1
Journal of financial economics
1
Mathematical methods of operations research : ZOR
1
Mathematics and financial economics
1
Operations research letters
1
Quantitative finance
1
Springer finance
1
Springer finance / textbook
1
The journal of business : B
1
The journal of derivatives : JOD
1
The journal of finance : the journal of the American Finance Association
1
The journal of futures markets
1
The journal of investment strategies
1
more ...
less ...
Source
All
ECONIS (ZBW)
44
RePEc
1
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On pricing and hedging options in regime-switching models with feedback effect
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alexandru
- In:
Journal of economic dynamics & control
35
(
2011
)
5
,
pp. 694-713
Persistent link: https://www.econbiz.de/10009240566
Saved in:
2
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
3
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
4
Hedging options in a doubly Markov-modulated financial market via stochastic flows
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012183224
Saved in:
5
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
6
Minimal variance hedging of natural gas derivatives in exponential Lévy models : theory and empirical performance
Ewald, Christian-Olivier
;
Nawar, Roy
;
Siu, Tak Kuen
- In:
Energy economics
36
(
2013
),
pp. 97-107
Persistent link: https://www.econbiz.de/10009724764
Saved in:
7
Mean-variance portfolio selection under a constant elasticity of variance model
Shen, Yang
;
Zhang, Xin
;
Siu, Tak Kuen
- In:
Operations research letters
42
(
2014
)
5
,
pp. 337-342
Persistent link: https://www.econbiz.de/10010404397
Saved in:
8
Optimal pairs trading with dynamic mean-variance objective
Zhu, Dong-Mei
;
Gu, Jia-Wen
;
Yu, Feng-Hui
;
Siu, Tak Kuen
; …
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
1
,
pp. 145-168
Persistent link: https://www.econbiz.de/10012618990
Saved in:
9
[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 995-996
Persistent link: https://www.econbiz.de/10001497491
Saved in:
10
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
1999
Persistent link: https://www.econbiz.de/10000663279
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
