//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research 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
An optimization approach to th...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hedging
Theorie
51
Theory
50
Risiko
14
Risikomodell
14
Risk model
14
Risk
13
Messung
12
Measurement
11
Portfolio selection
11
Portfolio-Management
11
Versicherungsmathematik
10
Risikomaß
9
Risikotheorie
9
Risk measure
9
Actuarial mathematics
8
Option pricing theory
8
Optionspreistheorie
8
Cash Flow
7
Cash flow
7
Versicherungstechnik
7
Black-Scholes model
6
Black-Scholes-Modell
6
Betriebliche Liquidität
5
Corporate liquidity
5
Interest rate
5
Option trading
5
Optionsgeschäft
5
Stochastic process
5
Stochastischer Prozess
5
Zins
5
Additivity
4
Comonotonicity
4
Esscher transform
4
Estimation theory
4
Exponential order
4
Laplace transform order
4
Risikomanagement
4
Risk management
4
Risk measures
4
Schätztheorie
4
more ...
less ...
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Graue Literatur
1
Non-commercial literature
1
Language
All
English
3
Author
All
Goovaerts, Marc J.
3
Albrecher, Hansjörg
2
Dhaene, Jan
2
Schoutens, Wim
2
De Schepper, Ann
1
Decamps, Marc
1
Published in...
All
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Tijdschrift voor economie en management
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing exotic options under local volatility
Decamps, Marc
;
Goovaerts, Marc J.
;
De Schepper, Ann
- In:
Tijdschrift voor economie en management
50
(
2005
)
1
,
pp. 49-67
Persistent link: https://www.econbiz.de/10002749078
Saved in:
2
Static hedging of Asian options under Lévy models
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc J.
; …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
3
,
pp. 63-72
Persistent link: https://www.econbiz.de/10002672510
Saved in:
3
Static hedging of Asian options under Lévy models : the comonotonicity approach
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc J.
; …
-
2003
Persistent link: https://www.econbiz.de/10001938553
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->