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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~source:"econis"
~subject:"Portfolio-Management"
~subject:"Stochastischer Prozess"
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10
Option pricing theory
8
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Discussion papers of interdisciplinary research project 373
17
International journal of theoretical and applied finance
16
Insurance / Mathematics & economics
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
The journal of computational finance
11
Finance and stochastics
9
Journal of mathematical finance
9
Mathematics of operations research
7
Quantitative finance
7
Annals of finance
6
CoFE discussion papers
6
Contemporary quantitative finance : essays in honour of Eckhard Platen
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Applied mathematical finance
5
CESifo working papers
5
Dynamic games and applications : DGA
5
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
5
International journal of financial engineering
5
Journal of economic dynamics & control
5
Probability theory and related fields
5
Risks : open access journal
5
SFB 649 discussion paper
5
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
5
Advanced mathematical methods for finance
4
CIRJE discussion papers / F series
4
Economic modelling
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Mathematical methods of operations research
4
Asia-Pacific financial markets
3
Astin bulletin : the journal of the International Actuarial Association
3
CARF working paper
3
CREATES research paper
3
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
3
Journal of econometrics
3
Journal of mathematical economics
3
Scandinavian actuarial journal
3
The journal of computational finance : JFC
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
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ECONIS (ZBW)
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1
Tug-of-war, market manipulation, and option pricing
Nyström, Kaj
;
Parviainen, Mikko
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 279-312
Persistent link: https://www.econbiz.de/10011752483
Saved in:
2
Multidimensional dynamic risk measure via conditional g-expectation
Xu, Yuhong
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Saved in:
3
Optimal selling rules for monetary invariant criteria : tracking the maximum of a portfolio with negative drift
Elie, Romuald
;
Espinosa, Gilles-Eduard
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 754-788
Persistent link: https://www.econbiz.de/10011350516
Saved in:
4
From smile asymptotics to market risk measures
Sircar, Kaushik Ronnie
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 400-425
Persistent link: https://www.econbiz.de/10011350605
Saved in:
5
Robust utility maximization in nondominated models with 2BSDE : the uncertain volatility model
Matoussi, Anis
;
Possamaï, Dylan
;
Zhou, Chao
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 258-287
Persistent link: https://www.econbiz.de/10011350647
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6
Optimal investment under relative performance concerns
Espinosa, Gilles.Eduard
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 221-257
Persistent link: https://www.econbiz.de/10011350661
Saved in:
7
Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
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8
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
9
Multifractional stochastic volatility models
Corlay, Sylvain
;
Lebovits, Joachim
;
Lévy Véhel, Jacques
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 364-402
Persistent link: https://www.econbiz.de/10010357370
Saved in:
10
Special issue: Conference on Applications of Malliavin Calculus in Finance
2003
Persistent link: https://www.econbiz.de/10001765613
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