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~isPartOf:"Advanced modelling in mathematical finance : in honour of Ernst Eberlein"
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Option pricing theory
9
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
NBER working paper series
11,465
NBER Working Paper
10,027
Working paper / National Bureau of Economic Research, Inc.
9,790
Economics letters
7,457
European journal of operational research : EJOR
6,895
Discussion paper / Centre for Economic Policy Research
6,287
CESifo working papers
5,410
Discussion paper series / IZA
5,106
Working paper
4,206
Journal of economic theory
3,742
Policy Research Working Paper Series
3,724
SpringerLink / Bücher
3,583
Journal of economic behavior & organization : JEBO
3,578
Discussion paper / Tinbergen Institute
3,526
Journal of econometrics
3,135
Games and economic behavior
3,124
Journal of economic dynamics & control
3,097
IZA Discussion Paper
3,093
The American economic review
3,090
Discussion paper
2,861
International journal of production research
2,820
Computers & operations research : and their applications to problems of world concern ; an international journal
2,765
Applied economics
2,680
Management science : journal of the Institute for Operations Research and the Management Sciences
2,633
Journal of business research : JBR
2,622
Europäische Hochschulschriften / 5
2,606
European economic review : EER
2,496
Economic modelling
2,483
The economic journal : the journal of the Royal Economic Society
2,397
CESifo Working Paper Series
2,375
Journal of banking & finance
2,304
Economic theory : official journal of the Society for the Advancement of Economic Theory
2,263
Discussion paper / Center for Economic Research, Tilburg University
2,243
Journal of public economics
2,239
Discussion papers / CEPR
2,219
International journal of production economics
2,126
Public choice
1,988
Applied economics letters
1,944
Journal of mathematical economics
1,918
IMF working papers
1,835
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ECONIS (ZBW)
18
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1
No arbitrage
theory
for bond markets
Klein, Irene
;
Schmidt, Thorsten
;
Teichmann, Josef
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 381-421)
.
2016
Persistent link: https://www.econbiz.de/10011800388
Saved in:
2
On the optimal investment
Corcuera, José Manuel
;
Barbachan, José Santiago Fajardo
; …
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 313-330)
.
2016
Persistent link: https://www.econbiz.de/10011800384
Saved in:
3
Tail behaviour and tail dependence of generalized hyperbolic distributions
Hammerstein, Ernst August v.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 3-40)
.
2016
Persistent link: https://www.econbiz.de/10011800330
Saved in:
4
Explicit computations for some Markov modulated counting processes
Mandjes, Michel
;
Spreij, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 63-89)
.
2016
Persistent link: https://www.econbiz.de/10011800337
Saved in:
5
Model uncertainty in a holistic perspective
Stahl, Gerhard
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 189-215)
.
2016
Persistent link: https://www.econbiz.de/10011800360
Saved in:
6
Almost surely optimal portfolios under proportional transaction costs
Feodoria, Mark-Roman
;
Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 303-312)
.
2016
Persistent link: https://www.econbiz.de/10011800383
Saved in:
7
Construction and hedging of optimal payoffs in Lévy models
Rüschendorf, Ludger
;
Wolf, Viktor
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 331-377)
.
2016
Persistent link: https://www.econbiz.de/10011800386
Saved in:
8
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
9
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
10
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
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