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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Benth, Fred Espen"
~person:"Yong, Jiongmin"
~subject:"Mathematical programming"
~subject:"Optionsgeschäft"
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Portfolio-Management
United States
Mathematical programming
Optionsgeschäft
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2
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1
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1
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Benth, Fred Espen
Yong, Jiongmin
Konno, Hiroshi
6
Korn, Ralf
6
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5
Platen, Eckhard
5
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
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International journal of theoretical and applied finance
Finance and stochastics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Annals of economics and finance
1
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1
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ECONIS (ZBW)
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Special issue on Barcelona workshop on mathematical finance
Corcuera, José Manuel
(
ed.
);
Schoutens, Wim
(
ed.
); …
-
Barcelona Workshop on Mathematical Finance <2017, Barcelona>
-
2018
Persistent link: https://www.econbiz.de/10011894050
Saved in:
2
Optimal investment decisions for a portfolio with a rolling horizon bond and a discount bond
Bielecki, Tomasz R.
;
Pliska, Stanley R.
;
Yong, Jiongmin
- In:
International journal of theoretical and applied finance
8
(
2005
)
7
,
pp. 871-914
Persistent link: https://www.econbiz.de/10003206520
Saved in:
3
Replication of American contingent claims in incomplete markets
Yong, Jiongmin
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 439-466
Persistent link: https://www.econbiz.de/10001584362
Saved in:
4
A note on portfolio management under non-Gaussian logreturns
Benth, Fred Espen
;
Hvistendahl Karlsen, Kenneth
; …
- In:
International journal of theoretical and applied finance
4
(
2001
)
5
,
pp. 711-731
Persistent link: https://www.econbiz.de/10001612203
Saved in:
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