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Search: ("Rohstoff") AND NOT isPartOf:Wirtschaftsdienst
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Mathematical programming
Hedging
94
Theorie
62
Theory
62
Option pricing theory
38
Optionspreistheorie
38
Portfolio selection
33
Portfolio-Management
33
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Backhoff, Julio Daniel
1
Bartl, Daniel
1
Bayón, L.
1
Beiglböck, Mathias
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1
Camcı, A.
1
Campi, Luciano
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Pınar, M. Ç.
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Computational economics
Finance and stochastics
European journal of operational research : EJOR
8
International journal of theoretical and applied finance
4
Journal of economic dynamics & control
4
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
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Computers & operations research : and their applications to problems of world concern ; an international journal
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American journal of agricultural economics
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Computational methods in decision-making, economics and finance
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INFORMS journal on computing : JOC
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
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Omega : the international journal of management science
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1
International assets allocation with risk management via multi-stage stochastic programming
Yin, Libo
;
Han, Liyan
- In:
Computational economics
55
(
2020
)
2
,
pp. 385-405
Persistent link: https://www.econbiz.de/10012223636
Saved in:
2
Adapted Wasserstein distances and stability in mathematical finance
Backhoff, Julio Daniel
;
Bartl, Daniel
;
Beiglböck, Mathias
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 601-632
Persistent link: https://www.econbiz.de/10012518060
Saved in:
3
Economic study of problems of depletion of several interrelated non-renewable resources
García-Rubio, Raquel
;
Bayón, L.
;
Otero, J. A.
; …
- In:
Computational economics
48
(
2016
)
3
,
pp. 503-521
Persistent link: https://www.econbiz.de/10011712530
Saved in:
4
Robust pricing-hedging dualities in continuous time
Hou, Zhaoxu
;
Obłój, Jan
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 511-567
Persistent link: https://www.econbiz.de/10011945812
Saved in:
5
Hedging under multiple risk constraints
Jiao, Ying
;
Klopfenstein, Olivier
;
Tankov, Peter
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
Saved in:
6
Change of numeraire in the two-marginals martingale transport problem
Campi, Luciano
;
Laachir, Ismail
;
Martini, Claude
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 471-486
Persistent link: https://www.econbiz.de/10011944399
Saved in:
7
Robust price bounds for the forward starting straddle
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
Saved in:
8
Generalized stochastic target problems for pricing and partial hedging under loss constraints : application in optimal book liquidation
Bouchard, Bruno
;
Dang, Ngoc-minh
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 31-72
Persistent link: https://www.econbiz.de/10009682291
Saved in:
9
An integer programming model for pricing American contingent claims under transaction costs
Pınar, M. Ç.
;
Camcı, A.
- In:
Computational economics
39
(
2012
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009508053
Saved in:
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