Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
16 | Georgios P. Trachanas, Aikaterini Forouli, Nikolaos Gkonis, Haris Ch. Doukas |
Hedging uncertainty in energy efficiency strategies: a minimax regret analysis. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. ![In: Oper. Res. 20(4), pp. 2229-2244, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
16 | Josselin Garnier, Knut Sølna |
Optimal Hedging Under Fast-Varying Stochastic Volatility. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Financial Math. ![In: SIAM J. Financial Math. 11(1), pp. 274-325, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
16 | Claudia Ceci, Katia Colaneri, Rüdiger Frey, Verena Köck |
Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Financial Math. ![In: SIAM J. Financial Math. 11(3), pp. 788-814, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
16 | Anna Aksamit, Zhaoxu Hou, Jan Oblój |
Robust Framework for Quantifying the Value of Information in Pricing and Hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Financial Math. ![In: SIAM J. Financial Math. 11(1), pp. 27-59, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
16 | Yasin Kavak, Erkut Erdem, Aykut Erdem |
Hedging static saliency models to predict dynamic saliency. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Signal Process. Image Commun. ![In: Signal Process. Image Commun. 81, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
16 | Xing Yu, Zhongkai Wan, Xiaowen Tu, Yanyin Li |
The optimal multi-period hedging model of currency futures and options with exponential utility. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Appl. Math. ![In: J. Comput. Appl. Math. 366, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
16 | Jia Wang, MengChu Zhou, Xiu Jin, Xiwang Guo, Liang Qi, Xu Wang |
Variance Minimization Hedging Analysis Based on a Time-Varying Markovian DCC-GARCH Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans Autom. Sci. Eng. ![In: IEEE Trans Autom. Sci. Eng. 17(2), pp. 621-632, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
16 | Lu Tan, Ling Li 0006, Wanquan Liu, Jie Sun 0001, Min Zhang |
A Novel Euler's Elastica-Based Segmentation Approach for Noisy Images Using the Progressive Hedging Algorithm. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Math. Imaging Vis. ![In: J. Math. Imaging Vis. 62(1), pp. 98-119, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
16 | Ting-Wei Hsu, Chung-Chi Chen 0001, Hen-Hsen Huang, Meng Chang Chen, Hsin-Hsi Chen |
Hedging via Opinion-based Pair Trading Strategy. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WWW (Companion Volume) ![In: Companion of The 2020 Web Conference 2020, Taipei, Taiwan, April 20-24, 2020, pp. 69-70, 2020, ACM / IW3C2, 978-1-4503-7024-0. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
16 | Jae-Yun Jun, Yves Rakotondratsimba |
Hedging option contracts with locally weighted regression, functional data analysis, and Markov chain Monte Carlo techniques. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICAIIC ![In: 2020 International Conference on Artificial Intelligence in Information and Communication, ICAIIC 2020, Fukuoka, Japan, February 19-21, 2020, pp. 538-543, 2020, IEEE, 978-1-7281-4985-1. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
16 | Xi Chen 0001, Binghui Peng |
Hedging in games: Faster convergence of external and swap regrets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
NeurIPS ![In: Advances in Neural Information Processing Systems 33: Annual Conference on Neural Information Processing Systems 2020, NeurIPS 2020, December 6-12, 2020, virtual., 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP BibTeX RDF |
|
16 | Edoardo Vittori, Michele Trapletti, Marcello Restelli |
Option hedging with risk averse reinforcement learning. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICAIF ![In: ICAIF '20: The First ACM International Conference on AI in Finance, New York, NY, USA, October 15-16, 2020, pp. 27:1-27:8, 2020, ACM, 978-1-4503-7584-9. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
16 | Daniel Hennes, Dustin Morrill, Shayegan Omidshafiei, Rémi Munos, Julien Pérolat, Marc Lanctot, Audrunas Gruslys, Jean-Baptiste Lespiau, Paavo Parmas, Edgar A. Duéñez-Guzmán, Karl Tuyls |
Neural Replicator Dynamics: Multiagent Learning via Hedging Policy Gradients. (PDF / PS) ![Search on Bibsonomy](Pics/bibsonomy.png) |
AAMAS ![In: Proceedings of the 19th International Conference on Autonomous Agents and Multiagent Systems, AAMAS '20, Auckland, New Zealand, May 9-13, 2020, pp. 492-501, 2020, International Foundation for Autonomous Agents and Multiagent Systems, 978-1-4503-7518-4. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP BibTeX RDF |
|
16 | Davide Fioriti, Giovanni Lutzemberger, Davide Poli, Andrea Micangeli |
Optimal sizing and operation of isolated microgrids for developing countries: hedging uncertainties with Monte Carlo techniques. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISGT-Europe ![In: IEEE PES Innovative Smart Grid Technologies Europe, ISGT Europe 2020, Delft, The Netherlands, October 26-28, 2020, pp. 744-748, 2020, IEEE, 978-1-7281-7100-5. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
16 | Panos Kouvelis, Xiaole Wu, Yixuan Xiao |
Cash Hedging in a Supply Chain. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Manag. Sci. ![In: Manag. Sci. 65(8), pp. 3928-3947, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Yue Zhai, Yelin Fu, Gangyan Xu, George Q. Huang |
Multi-period hedging and coordination in a prefabricated construction supply chain. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Prod. Res. ![In: Int. J. Prod. Res. 57(7), pp. 1949-1971, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Wenliang Chen, Zheng Wang |
Analysis of the steady state probability distribution of a manufacturing system under the prioritised hedging point control policy. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Prod. Res. ![In: Int. J. Prod. Res. 57(8), pp. 2281-2303, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Min Zhang, Jie Sun 0001, Honglei Xu |
Two-Stage Quadratic Games under Uncertainty and Their Solution by Progressive Hedging Algorithms. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Optim. ![In: SIAM J. Optim. 29(3), pp. 1799-1818, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Choi-Hong Lai |
Modification terms to the Black-Scholes model in a realistic hedging strategy with discrete temporal steps. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Comput. Math. ![In: Int. J. Comput. Math. 96(11), pp. 2201-2208, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Gongqiu Zhang, Lingfei Li |
Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. ![In: Oper. Res. 67(2), pp. 407-427, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Jinhua Wang, Yunfei Guo, Yuna Jia, Yajing Zhang, Mengqian Li |
Modeling and Application of the Underground Emergency Hedging System Based on Internet of Things Technology. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Access ![In: IEEE Access 7, pp. 63321-63335, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Rui Gao, Yaqiong Li, Yanfei Bai, Shanlan Hong |
Bayesian Inference for Optimal Risk Hedging Strategy Using Put Options With Stock Liquidity. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Access ![In: IEEE Access 7, pp. 146046-146056, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Ananth M. Palani, Hongyu Wu, Medhat M. Morcos |
A Frank-Wolfe Progressive Hedging Algorithm for Improved Lower Bounds in Stochastic SCUC. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Access ![In: IEEE Access 7, pp. 99398-99406, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Naohiro Yoshida |
A simple solution to a continuous-time mean-variance portfolio selection via the mean-variance hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
JSIAM Lett. ![In: JSIAM Lett. 11, pp. 25-28, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Paolo Di Tella, Martin Haubold, Martin Keller-Ressel |
Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Appl. Probab. ![In: J. Appl. Probab. 56(3), pp. 787-809, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Ludovic Goudenège, Andrea Molent, Antonino Zanette |
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Manag. Sci. ![In: Comput. Manag. Sci. 16(1-2), pp. 217-248, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Lu Tan, Ling Li 0006, Wanquan Liu, Jie Sun 0001, Min Zhang |
A Novel Euler's Elastica based Segmentation Approach for Noisy Images via using the Progressive Hedging Algorithm. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1902.07402, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
|
16 | Johannes Ruf, Weiguan Wang |
Neural networks for option pricing and hedging: a literature review. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1911.05620, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
|
16 | Wang Chi Cheung, David Simchi-Levi, Ruihao Zhu |
Hedging the Drift: Learning to Optimize under Non-Stationarity. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1903.01461, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
|
16 | Xin Huang, Duan Li, Daniel Zhuoyu Long |
Revised Progressive-Hedging-Algorithm Based Two-layer Solution Scheme for Bayesian Reinforcement Learning. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1906.09035, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
|
16 | Alexander Korotin, Vladimir V'yugin, Evgeny Burnaev |
Adaptive Hedging under Delayed Feedback. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1902.10433, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
|
16 | Magnus Wiese, Lianjun Bai, Ben Wood, Hans Buehler |
Deep Hedging: Learning to Simulate Equity Option Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1911.01700, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
|
16 | Yangang Chen, Justin W. L. Wan |
Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimensions. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1909.11532, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
|
16 | Erhan Bayraktar, Zhou Zhou 0004 |
No-Arbitrage and Hedging with Liquid American Options. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Oper. Res. ![In: Math. Oper. Res. 44(2), pp. 468-486, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Edoardo Fadda, Guido Perboli, Roberto Tadei |
A progressive hedging method for the optimization of social engagement and opportunistic IoT problems. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 277(2), pp. 643-652, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Zugang Liu, Jia Wang |
Supply chain network equilibrium with strategic financial hedging using futures. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 272(3), pp. 962-978, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | R. Tyrrell Rockafellar, Jie Sun 0001 |
Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Program. ![In: Math. Program. 174(1-2), pp. 453-471, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Yuankai Qi, Shengping Zhang, Lei Qin, Qingming Huang, Hongxun Yao, Jongwoo Lim, Ming-Hsuan Yang 0001 |
Hedging Deep Features for Visual Tracking. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Pattern Anal. Mach. Intell. ![In: IEEE Trans. Pattern Anal. Mach. Intell. 41(5), pp. 1116-1130, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Zheng Yin, Anthony Brabazon, Conall O'Sullivan, Philip A. Hamill |
A genetic programming approach for delta hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Genet. Program. Evolvable Mach. ![In: Genet. Program. Evolvable Mach. 20(1), pp. 67-92, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Yue Zhai, Gangyan Xu, George Q. Huang |
Buffer space hedging enabled production time variation coordination in prefabricated construction. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Ind. Eng. ![In: Comput. Ind. Eng. 137, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Paula Villa Martín, Miguel A. Muñoz, Simone Pigolotti |
Bet-hedging strategies in expanding populations. ![Search on Bibsonomy](Pics/bibsonomy.png) |
PLoS Comput. Biol. ![In: PLoS Comput. Biol. 15(4), 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Jörg Oechssler, Hannes Rau, Alex Roomets |
Hedging, ambiguity, and the reversal of order axiom. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Games Econ. Behav. ![In: Games Econ. Behav. 117, pp. 380-387, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Nicola Secomandi |
Quadratic Hedging of Commodity and Energy Cash Flows. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Found. Trends Technol. Inf. Oper. Manag. ![In: Found. Trends Technol. Inf. Oper. Manag. 12(2-3), pp. 240-253, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Panos Kouvelis, Xiaole Wu, Yixuan Xiao |
A Framework of Hedging Decisions for Supply Chain Partners. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Found. Trends Technol. Inf. Oper. Manag. ![In: Found. Trends Technol. Inf. Oper. Manag. 12(2-3), pp. 189-200, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Noppasit Chakpitak, Pichayakone Rakpho, Woraphon Yamaka |
Markov Switching Constant Conditional Correlation GARCH Models for Hedging on Gold and Crude Oil. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Structural Changes and their Econometric Modeling ![In: Structural Changes and their Econometric Modeling, pp. 463-473, 2019, Springer, 978-3-030-04262-2. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta |
Hedging Benefit of Safe-Haven Gold in Terms of Co-skewness and Covariance in Stock Market. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IUKM ![In: Integrated Uncertainty in Knowledge Modelling and Decision Making - 7th International Symposium, IUKM 2019, Nara, Japan, March 27-29, 2019, Proceedings, pp. 172-183, 2019, Springer, 978-3-030-14814-0. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Shantanu Chakraborty, Remco A. Verzijlbergh, Zofia Lukszo, Milos Cvetkovic, Kyri Baker |
The Role of Demand-Side Flexibility in Hedging Electricity Price Volatility in Distribution Grids. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISGT ![In: IEEE Power & Energy Society Innovative Smart Grid Technologies Conference, ISGT 2019, Washington, DC, USA, February 18-21, 2019, pp. 1-5, 2019, IEEE, 978-1-5386-8232-6. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Giulia Pedrielli, Russell R. Barton |
Metamodel-Based Quantile Estimation for Hedging Control of Manufacturing Systems. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: 2019 Winter Simulation Conference, WSC 2019, National Harbor, MD, USA, December 8-11, 2019, pp. 452-463, 2019, IEEE, 978-1-7281-3283-9. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Shuze Guo, Wen Long |
Pairs Trading Based on Risk Hedging: An Empirical Study of the Gold Spot and Futures Trading in China. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICDS ![In: Data Science - 6th International Conference, ICDS 2019, Ningbo, China, May 15-20, 2019, Revised Selected Papers, pp. 488-497, 2019, Springer, 978-981-15-2809-5. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Hiroumi Misaki |
Practical Application of the SIML Estimation of Covariance, Correlation, and Hedging Ratio with High-Frequency Financial Data. ![Search on Bibsonomy](Pics/bibsonomy.png) |
KES-IDT (1) ![In: Intelligent Decision Technologies 2019 - Proceedings of the 11th KES International Conference on Intelligent Decision Technologies (KES-IDT 2019), Volume 1, Malta, June 17-19, 2019., pp. 53-63, 2019, Springer, 978-981-13-8310-6. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Dakota S. Murray, Vincent Larivière, Cassidy R. Sugimoto |
Context matters: how the usage and semantics of hedging terms differs between sections of scientific papers. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISSI ![In: Proceedings of the 17th International Conference on Scientometrics and Informetrics, ISSI 2019, Rome, Italy, September 2-5, 2019., pp. 1940-1945, 2019, ISSI Society, 978-88-3381-118-5. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
|
16 | Pooria Joulani, András György 0001, Csaba Szepesvári |
Think out of the "Box": Generically-Constrained Asynchronous Composite Optimization and Hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
NeurIPS ![In: Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, NeurIPS 2019, December 8-14, 2019, Vancouver, BC, Canada., pp. 12225-12235, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
|
16 | Pichayakone Rakpho, Woraphon Yamaka, Songsak Sriboonchitta |
Markov Switching Dynamic Multivariate GARCH Models for Hedging on Foreign Exchange Market. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ECONVN ![In: Beyond Traditional Probabilistic Methods in Economics, ECONVN 2019, International Econometric Conference of Vietnam, Ho Chi Minh City, Vietnam, 14-16 January, 2019, pp. 806-817, 2019, Springer, 978-3-030-04199-1. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Cyril Bénézet |
Study of numerical methods for partial hedging and switching problems with costs uncertainty. (Étude de méthodes numériques pour la couverture partielle et problèmes de switching avec incertitude sur les coûts). ![Search on Bibsonomy](Pics/bibsonomy.png) |
|
2019 |
RDF |
|
16 | Alex B. Markle, Yuval Rottenstreich |
Simultaneous Preferences for Hedging and Doubling Down: Focal Prospects, Background Positions, and Nonconsequentialist Conceptualizations of Uncertainty. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Manag. Sci. ![In: Manag. Sci. 64(12), pp. 5946-5959, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Alberto Manconi, Massimo Massa, Lei Zhang 0070 |
The Informational Role of Corporate Hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Manag. Sci. ![In: Manag. Sci. 64(8), pp. 3843-3867, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Jörgen Blomvall, Jonas Ekblom |
Corporate hedging: an answer to the "how" question. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 266(1-2), pp. 35-69, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Jian Ni, Lap Keung Chu, Shoude Li |
Financial hedging and competitive strategy for value-maximizing firms under quantity competition. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 264(1-2), pp. 391-407, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Natashia Boland, Jeffrey Christiansen, Brian C. Dandurand, Andrew C. Eberhard, Jeff T. Linderoth, James R. Luedtke, Fabricio Oliveira |
Combining Progressive Hedging with a Frank-Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Optim. ![In: SIAM J. Optim. 28(2), pp. 1312-1336, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Erhan Bayraktar, Gu Wang 0002 |
Quantile Hedging in a semi-static market with model uncertainty. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Methods Oper. Res. ![In: Math. Methods Oper. Res. 87(2), pp. 197-227, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Semih Atakan, Suvrajeet Sen |
A Progressive Hedging based branch-and-bound algorithm for mixed-integer stochastic programs. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Manag. Sci. ![In: Comput. Manag. Sci. 15(3-4), pp. 501-540, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Takeru Matsuda, Akimichi Takemura |
Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1806.07626, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP BibTeX RDF |
|
16 | Bruno Bouzy, Marc Métivier, Damien Pellier |
Hedging Algorithms and Repeated Matrix Games. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1810.06443, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP BibTeX RDF |
|
16 | Zheng Wang 0021, Felix T. S. Chan, Ming Li |
A Robust Production Control Policy for Hedging Against Inventory Inaccuracy in a Multiple-Stage Production System With Time Delay. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Engineering Management ![In: IEEE Trans. Engineering Management 65(3), pp. 474-486, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Qiang Li 0011, Baozhuang Niu, Lap Keung Chu, Jian Ni, Junwei Wang 0001 |
Buy now and price later: Supply contracts with time-consistent mean-variance financial hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 268(2), pp. 582-595, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Hua Li, Antony Ware, Lan Di, George Yuan, Anatoliy Swishchuk, Steven Yuan |
The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Fuzzy Sets Syst. ![In: Fuzzy Sets Syst. 331, pp. 14-25, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Pan Zhao, Jian Pan, Benda Zhou, Jixia Wang, Yu Song |
Hedging for the Regime-Switching Price Model Based on Non-Extensive Statistical Mechanics. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Entropy ![In: Entropy 20(4), pp. 248, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Julien Claisse, Gaoyue Guo, Pierre Henry-Labordère |
Some Results on Skorokhod Embedding and Robust Hedging with Local Time. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Optim. Theory Appl. ![In: J. Optim. Theory Appl. 179(2), pp. 569-597, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Klebert Kentia, Christoph Kühn |
Nash Equilibria for Game Contingent Claims with Utility-Based Hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Control. Optim. ![In: SIAM J. Control. Optim. 56(6), pp. 3948-3972, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Ye Xiao, Xiaoqun Wang |
Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Appl. Math. ![In: J. Comput. Appl. Math. 343, pp. 289-308, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Mihael Perman, Ana Zalokar |
Optimal hedging strategies in equity-linked products. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Appl. Math. ![In: J. Comput. Appl. Math. 344, pp. 601-607, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Weiguo Zhang 0002, Xing Yu, Yongjun Liu 0001 |
Trade and currency options hedging model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Appl. Math. ![In: J. Comput. Appl. Math. 343, pp. 328-340, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Zhaoxu Hou, Jan Oblój |
Robust pricing-hedging dualities in continuous time. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 22(3), pp. 511-567, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Masaaki Fukasawa, Mitja Stadje |
Perfect hedging under endogenous permanent market impacts. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 22(2), pp. 417-442, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Andrew J. Park, Richard Frank, Alexander Mikhaylov, Myf Thomson |
Hackers Hedging Bets: A Cross-Community Analysis of Three Online Hacking Forums. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ASONAM ![In: IEEE/ACM 2018 International Conference on Advances in Social Networks Analysis and Mining, ASONAM 2018, Barcelona, Spain, August 28-31, 2018, pp. 798-805, 2018, IEEE Computer Society, 978-1-5386-6051-5. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Jiyao Gao, Fengqi You |
Modeling framework and computational algorithm for hedging against uncertainty in sustainable supply chain design using functional-unit-based life cycle optimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Chem. Eng. ![In: Comput. Chem. Eng. 107, pp. 221-236, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Anna Glazyrina, Alexander Melnikov |
Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Risk Decis. Anal. ![In: Risk Decis. Anal. 6(2), pp. 167-175, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Jiarong Luo, Xu Chen 0015 |
Risk hedging via option contracts in a random yield supply chain. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 257(1-2), pp. 697-719, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Michele E. Pfund, John W. Fowler |
Extending the boundaries between scheduling and dispatching: hedging and rescheduling techniques. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Prod. Res. ![In: Int. J. Prod. Res. 55(11), pp. 3294-3307, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Yue Zhai, Ray Y. Zhong, Zhi Li 0019, George Q. Huang |
Production lead-time hedging and coordination in prefabricated construction supply chain management. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Prod. Res. ![In: Int. J. Prod. Res. 55(14), pp. 3984-4002, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Hong Sun, Weida Chen, Zhiliang Ren, Biyu Liu |
Optimal policy in a hybrid manufacturing/remanufacturing system with financial hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Prod. Res. ![In: Int. J. Prod. Res. 55(19), pp. 5728-5742, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Liao Wang, David D. Yao |
Production with Risk Hedging - Optimal Policy and Efficient Frontier. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. ![In: Oper. Res. 65(4), pp. 1095-1113, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Zhao Xu 0002, Loi Lei Lai, Kit Po Wong, Pierre Pinson, Fangxing Li 0001 |
Guest Editorial Special Section on Emerging Informatics for Risk Hedging and Decision Making in Smart Grids. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Ind. Informatics ![In: IEEE Trans. Ind. Informatics 13(5), pp. 2507-2510, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Mohammad Ehsanul Karim, John Petkau, Paul Gustafson, Helen Tremlett, The Beams Study Group |
On the application of statistical learning approaches to construct inverse probability weights in marginal structural Cox models: Hedging against weight-model misspecification. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Commun. Stat. Simul. Comput. ![In: Commun. Stat. Simul. Comput. 46(10), pp. 7668-7697, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Jason Barnett, Jean-Paul Watson, David L. Woodruff |
BBPH: Using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. Lett. ![In: Oper. Res. Lett. 45(1), pp. 34-39, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Giorgia Callegaro, Luciano Campi, Valeria Giusto, Tiziano Vargiolu |
Utility indifference pricing and hedging for structured contracts in energy markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Methods Oper. Res. ![In: Math. Methods Oper. Res. 85(2), pp. 265-303, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Dirk Becherer, Klebert Kentia |
Hedging under generalized good-deal bounds and model uncertainty. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Methods Oper. Res. ![In: Math. Methods Oper. Res. 86(1), pp. 171-214, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Datong P. Zhou, Munther A. Dahleh, Claire J. Tomlin |
Hedging Strategies for Load-Serving Entities in Wholesale Electricity Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1703.00976, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP BibTeX RDF |
|
16 | Massimo Caccia, Bruno N. Rémillard |
Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1707.02019, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP BibTeX RDF |
|
16 | Maor Ganz, Or Sattath |
Quantum coin hedging, and a counter measure. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1703.03887, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP BibTeX RDF |
|
16 | Lima Zhao, Arnd Huchzermeier |
Integrated operational and financial hedging with capacity reshoring. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 260(2), pp. 557-570, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Alexandra Boldyreva, Christopher Patton, Thomas Shrimpton |
Hedging Public-Key Encryption in the Real World. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IACR Cryptol. ePrint Arch. ![In: IACR Cryptol. ePrint Arch. 2017, pp. 510, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP BibTeX RDF |
|
16 | Bruno Bouchard 0002, Grégoire Loeper, Yiyi Zou |
Hedging of Covered Options with Linear Market Impact and Gamma Constraint. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Control. Optim. ![In: SIAM J. Control. Optim. 55(5), pp. 3319-3348, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Patrick Cheridito, Michael Kupper, Ludovic Tangpi |
Duality Formulas for Robust Pricing and Hedging in Discrete Time. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Financial Math. ![In: SIAM J. Financial Math. 8(1), pp. 738-765, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | René Caldentey, Martin Haugh |
A Cournot-Stackelberg Model of Supply Contracts with Financial Hedging and Identical Retailers. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Found. Trends Technol. Inf. Oper. Manag. ![In: Found. Trends Technol. Inf. Oper. Manag. 11(1-2), pp. 124-143, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Caner Canyakmaz, Fikri Karaesmen, Süleyman Özekici |
Minimum-Variance Hedging for Managing Risks in Inventory Models with Price Fluctuations. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Found. Trends Technol. Inf. Oper. Manag. ![In: Found. Trends Technol. Inf. Oper. Manag. 11(1-2), pp. 107-123, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Xin Chen |
Operational Hedging through Dual-Sourcing under Capacity Uncertainty. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Found. Trends Technol. Inf. Oper. Manag. ![In: Found. Trends Technol. Inf. Oper. Manag. 11(1-2), pp. 46-64, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Liao Wang, David D. Yao |
Integrated Production Planning and Risk Hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Found. Trends Technol. Inf. Oper. Manag. ![In: Found. Trends Technol. Inf. Oper. Manag. 11(1-2), pp. 89-106, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Madalina Deaconu, Antoine Lejay, Khaled Salhi |
Approximation of CVaR minimization for hedging under exponential-Lévy models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Appl. Math. ![In: J. Comput. Appl. Math. 326, pp. 171-182, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Sebastian Herrmann, Johannes Muhle-Karbe, Frank Thomas Seifried |
Hedging with small uncertainty aversion. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 21(1), pp. 1-64, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|