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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Finance and stochastics"
~isPartOf:"Mathematical methods of operations research"
~language:"eng"
~person:"Björk, Tomas"
~person:"Constantinescu, Corina"
~person:"Kallsen, Jan"
~person:"Schwartz, Eduardo S."
~type_genre:"Article in journal"
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Björk, Tomas
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Journal of financial and quantitative analysis : JFQA
Finance and stochastics
Mathematical methods of operations research
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Risks : open access journal
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The journal of finance : the journal of the American Finance Association
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Scandinavian actuarial journal
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1
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Energy economics
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Environmental and resource economics
1
Essays in financial economics in memory of Irwin Friend
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European economic review : EER
1
European finance review : the official journal of the European Finance Association
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Finanzmarkt und Portfolio-Management
1
International journal of theoretical and applied finance
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Journal of energy finance & development
1
Journal of financial economics
1
Journal of financial services research : JFSR
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Journal of forensic economics
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Paris Princeton lectures on mathematical finance
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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The economic journal : the journal of the Royal Economic Society
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The journal of fixed income
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ECONIS (ZBW)
17
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1
An application of fractional differential equations to risk theory
Constantinescu, Corina
;
Ramirez, Jorge M.
;
Zhu, Wei
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 1001-1024
Persistent link: https://www.econbiz.de/10012114683
Saved in:
2
On the existence of shadow prices
Benedetti, Giuseppe
;
Campi, Luciano
;
Kallsen, Jan
; …
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 801-818
Persistent link: https://www.econbiz.de/10010190874
Saved in:
3
Existence of shadow prices in finite probability spaces
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical methods of operations research
73
(
2011
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10008991842
Saved in:
4
Optimal investment under partial information
Björk, Tomas
;
Davis, Mark H. A.
- In:
Mathematical methods of operations research
71
(
2010
)
2
,
pp. 371-399
Persistent link: https://www.econbiz.de/10003958366
Saved in:
5
A note on Wick products and the fractional Black-Scholes model
Björk, Tomas
;
Hult, Henrik
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 197-209
Persistent link: https://www.econbiz.de/10002747154
Saved in:
6
Pricing derivatives of American and game type in incomplete markets
Kallsen, Jan
;
Kühn, Christoph
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10002012597
Saved in:
7
The cumulant process and Esscherś change of measure
Kallsen, Jan
;
Širjaev, Alʹbert N.
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 397-428
Persistent link: https://www.econbiz.de/10001702776
Saved in:
8
Derivative pricing based on local utility maximization
Kallsen, Jan
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 115-140
Persistent link: https://www.econbiz.de/10001643758
Saved in:
9
The impact of fat tailed returns on asset allocation
Tokat, Yesim
;
Schwartz, Eduardo S.
- In:
Mathematical methods of operations research
55
(
2002
)
2
,
pp. 165-185
Persistent link: https://www.econbiz.de/10001678009
Saved in:
10
Portfolio selection with stable distributed returns
Ortobelli, Sergio
;
Huber, Isabella
;
Schwartz, Eduardo S.
- In:
Mathematical methods of operations research
55
(
2002
)
2
,
pp. 265-300
Persistent link: https://www.econbiz.de/10001678024
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