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~isPartOf:"Finance and stochastics"
~subject:"Martingale"
~subject:"Mathematical programming"
~subject:"Transaktionskosten"
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Martingale
Mathematical programming
Transaktionskosten
Portfolio selection
196
Portfolio-Management
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Theorie
152
Theory
152
Stochastic process
42
Stochastischer Prozess
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Mathematische Optimierung
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Kabanov, Jurij M.
5
Choulli, Tahir
4
Muhle-Karbe, Johannes
4
Schachermayer, Walter
4
Deng, Jun
3
Federico, Salvatore
3
Jeanblanc, Monique
3
Larsen, Kasper
3
Lépinette, Emmanuel
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Soner, Halil Mete
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2
Bayraktar, Erhan
2
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2
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2
Bouchard, Bruno
2
Denis, Emmanuel
2
Elie, Romuald
2
Fukasawa, Masaaki
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Gerhold, Stefan
2
Gozzi, Fausto
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Grépat, Julien
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Guasoni, Paolo
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Karatzas, Ioannis
2
Molčanov, Il'ja S.
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Pliska, Stanley R.
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1
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Bilarev, Todor
1
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1
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1
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Finance and stochastics
European journal of operational research : EJOR
132
International journal of theoretical and applied finance
52
Mathematical finance : an international journal of mathematics, statistics and financial theory
52
Research paper series / Swiss Finance Institute
43
Quantitative finance
37
Mathematics and financial economics
34
Swiss Finance Institute Research Paper
34
Computational economics
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Insurance / Mathematics & economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Journal of banking & finance
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Journal of economic dynamics & control
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Risks : open access journal
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International journal of financial engineering
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Journal of risk and financial management : JRFM
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Omega : the international journal of management science
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The journal of finance : the journal of the American Finance Association
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INFOR : information systems and operational research
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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NBER working paper series
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Computational methods in decision-making, economics and finance
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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1
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
2
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
Saved in:
3
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
4
Martingale Schrödinger bridges and optimal semistatic portfolios
Nutz, Marcel
;
Wiesel, Johannes
;
Zhao, Long
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 233-254
Persistent link: https://www.econbiz.de/10013489593
Saved in:
5
Log-optimal and numéraire portfolios for market models stopped at a random time
Choulli, Tahir
;
Yansori, Sina
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 535-585
Persistent link: https://www.econbiz.de/10013440235
Saved in:
6
A continuous-time asset market game with short-lived assets
Zhitlukhin, M. V.
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 587-630
Persistent link: https://www.econbiz.de/10013440236
Saved in:
7
Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models
Ackermann, Julia
;
Kruse, Thomas
;
Urusov, Mikhail
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 757-810
Persistent link: https://www.econbiz.de/10012665227
Saved in:
8
High-frequency trading with fractional Brownian motion
Guasoni, Paolo
;
Mišura, Julija S.
;
Rásonyi, Miklós
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 277-310
Persistent link: https://www.econbiz.de/10012499687
Saved in:
9
Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes
Strub, Moris S.
;
Zhou, Xun Yu
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 331-358
Persistent link: https://www.econbiz.de/10012499731
Saved in:
10
Nonlinear expectations of random sets
Molčanov, Il'ja S.
;
Mühlemann, Anja
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 5-41
Persistent link: https://www.econbiz.de/10012433510
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