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~isPartOf:"Finance and stochastics"
~subject:"Control theory"
~subject:"Martingal"
~subject:"Transaktionskosten"
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Control theory
Martingal
Transaktionskosten
Theorie
78
Theory
78
Transaction costs
64
Portfolio selection
39
Portfolio-Management
39
Option pricing theory
29
Optionspreistheorie
29
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Dynamische Optimierung
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Kabanov, Jurij M.
9
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7
Rásonyi, Miklós
6
Guasoni, Paolo
5
Lépinette, Emmanuel
5
Bouchard, Bruno
4
Schachermayer, Walter
4
Campi, Luciano
3
Dolinsky, Yan
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2
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2
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2
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Finance and stochastics
NBER working paper series
88
Working paper / National Bureau of Economic Research, Inc.
85
Europäische Hochschulschriften / 5
73
NBER Working Paper
69
Journal of economic behavior & organization : JEBO
61
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
55
Discussion paper / Centre for Economic Policy Research
54
The journal of finance : the journal of the American Finance Association
51
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
48
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48
The review of financial studies
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Journal of banking & finance
45
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Gabler Edition Wissenschaft
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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American journal of agricultural economics
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Journal of economic dynamics & control
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Economics letters
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CESifo working papers
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Industrial marketing management : the international journal for industrial and high-tech firms
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International journal of theoretical and applied finance
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Economic inquiry : journal of the Western Economic Association International
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Industrial and corporate change
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Organization science : a journal of the Institute for Operations Research and the Management Sciences ; bridging disciplines to advance knowledge of organizations
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61
Utility maximization on the real line under proportional transaction costs
Bouchard, Bruno
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 495-516
Persistent link: https://www.econbiz.de/10001702785
Saved in:
62
Risk minimization under transaction costs
Guasoni, Paolo
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 91-113
Persistent link: https://www.econbiz.de/10001643757
Saved in:
63
Arbitrage and investment opportunities
Jouini, Elyès
;
Napp, Clotilde
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 305-325
Persistent link: https://www.econbiz.de/10001599273
Saved in:
64
Black and scholes pricing and markets with transaction costs : an example
Reisman, Haim
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 549-555
Persistent link: https://www.econbiz.de/10001614617
Saved in:
65
Risk sensitive asset management with transaction costs
Bielecki, Tomasz R.
;
Pliska, Stanley R.
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10001486618
Saved in:
66
Optimal trading of a security when there are taxes and transaction costs
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 137-165
Persistent link: https://www.econbiz.de/10001367012
Saved in:
67
Hedging and liquidation under transaction costs in currency markets
Kabanov, Yuri M.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 237-248
Persistent link: https://www.econbiz.de/10001367370
Saved in:
68
A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
Saved in:
69
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
Kōnstantinidēs, Giōrgos
;
Zariphopoulou-Souganidis, …
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10001389116
Saved in:
70
Portfolio optimisation with strictly positive transaction costs and impulse control
Korn, Ralf
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 85-114
Persistent link: https://www.econbiz.de/10001235411
Saved in:
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