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~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Black-Scholes-Modell"
~subject:"Dual optimization problem"
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Black-Scholes-Modell
Dual optimization problem
Theorie
68
Theory
68
Hedging
65
Option pricing theory
43
Optionspreistheorie
43
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16
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CORE discussion paper : DP
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
16
Applied mathematical finance
6
Quantitative finance
6
Finance and stochastics
5
Discussion paper / B
3
Finance research letters
3
Journal of banking & finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of futures markets
3
Bonn Econ Discussion Papers / BGSE
2
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2
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2
Discussion paper / Tinbergen Institute
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
Essays on option-implied information
2
International journal of financial engineering
2
Mathematical methods of operations research
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Wiley trading
2
Wiley trading series
2
Advanced mathematical methods for finance
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in futures and options research : a research annual
1
Annals of economics and statistics
1
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1
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1
Bewertung und Einsatz von Finanzderivaten
1
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Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Decisions in economics and finance : a journal of applied mathematics
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion paper / Department of Economics, University of California San Diego
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ECONIS (ZBW)
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1
Design and operations of gas transmission networks
Babonneau, Frédéric
;
Nesterov, Jurij Evgenʹevič
; …
-
2009
Persistent link: https://www.econbiz.de/10003964831
Saved in:
2
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
3
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
4
Efficient hedging of European options with robust convex loss functionals : a dual-representation formula
Hernández-Hernández, Daniel
;
Treviño Aguilar, Erick
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 99-115
Persistent link: https://www.econbiz.de/10008935700
Saved in:
5
The cost of illiquidity and its effects on hedging
Rogers, Leonard C. G.
;
Singh, Surbjeet
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10008666989
Saved in:
6
Hedging under gamma constraints by optimal stopping and face-lifting
Soner, Halil Mete
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10003543104
Saved in:
7
Hedging options : the Malliavin calculus approach versus the -hedging approach
Bermin, Hans-Peter
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001765649
Saved in:
8
Exponential hedging and entropic penalties
Delbaen, Freddy
(
contributor
)
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 99-123
Persistent link: https://www.econbiz.de/10001686219
Saved in:
9
On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Kabanov, Jurij M.
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10001686231
Saved in:
10
A general approach to hedging options: applications to barrier and partial barrier options
Bermin, Hans-Peter
- In:
Mathematical finance : an international journal of …
12
(
2002
)
3
,
pp. 199-218
Persistent link: https://www.econbiz.de/10001686368
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