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~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Cuchiero, Christa"
~person:"Jeanblanc, Monique"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
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Cuchiero, Christa
Jeanblanc, Monique
Carr, Peter
8
Chen, Son-nan
7
Hobson, David G.
7
Wu, Ting-pin
7
Hull, John
6
Kabanov, Jurij M.
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4
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Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
9
Finance : revue de l'Association Française de Finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Applied mathematical finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Risks : open access journal
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ECONIS (ZBW)
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1
Infinite-dimensional polynomial processes
Cuchiero, Christa
;
Svaluto-Ferro, Sara
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 383-426
Persistent link: https://www.econbiz.de/10012499741
Saved in:
2
A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
Saved in:
3
Optimization of consumption with labor income
El Karoui, Nicole
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 409-440
Persistent link: https://www.econbiz.de/10001247133
Saved in:
4
Polynomial processes and their applications to mathematical finance
Cuchiero, Christa
;
Keller-Ressel, Martin
;
Teichmann, Josef
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 711-740
Persistent link: https://www.econbiz.de/10009623535
Saved in:
5
Incomepleteness of markets driven by a mixed diffusion
Bellamy, N.
;
Jeanblanc, Monique
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 209-222
Persistent link: https://www.econbiz.de/10001487034
Saved in:
6
Hedging of a credit default swaption in the CIR default intensity model
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 541-572
Persistent link: https://www.econbiz.de/10009303111
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