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~isPartOf:"International advances in economic research"
~isPartOf:"Journal of accounting, auditing & finance : JAAF"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"dan"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~language:"zho"
~person:"Bielecki, Tomasz R."
~person:"Lee, Cheng F."
~person:"Platen, Eckhard"
~subject:"Aktie"
~subject:"Autocorrelation"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Bielecki, Tomasz R.
Lee, Cheng F.
Platen, Eckhard
Jarrow, Robert A.
14
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11
Schachermayer, Walter
11
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10
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8
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7
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International advances in economic research
Journal of accounting, auditing & finance : JAAF
Mathematical finance : an international journal of mathematics, statistics and financial theory
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Review of quantitative finance and accounting
15
International journal of theoretical and applied finance
11
Review of Pacific Basin financial markets and policies
11
International review of economics & finance : IREF
5
Advances in financial planning and forecasting
4
Advances in quantitative analysis of finance and accounting : a research annual
4
Asia-Pacific financial markets
4
Pacific-Basin finance journal
4
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3
Journal of economics & business
3
Advances in futures and options research : a research annual
2
Finance and stochastics
2
Financial engineering and the Japanese markets
2
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
2
The journal of futures markets
2
The quarterly review of economics and business : journal of the Midwest Economics Association
2
ASTIN bulletin : the journal of the International Actuarial Association
1
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Applied economics letters
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Australian economic papers
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Indifference pricing : theory and applications
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Operations research letters
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Paris Princeton lectures on mathematical finance
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Quantitative finance
1
Quarterly journal of business and economics : QJBE
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Review of Pacific Basin financial markets and policies : RPBFMP
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ECONIS (ZBW)
23
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1
The value of the tax deferral option
Kuo, Nan-Ting
;
Lee, Cheng F.
- In:
Journal of accounting, auditing & finance : JAAF
38
(
2023
)
2
,
pp. 331-359
Persistent link: https://www.econbiz.de/10014294243
Saved in:
2
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos
;
Obłój, Jan
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
Saved in:
3
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
4
Alternative errors-in-variables models and their applications in finance research
Chen, Hong-Yi
;
Lee, Alice C.
;
Lee, Cheng F.
- In:
The quarterly review of economics and finance : journal …
58
(
2015
),
pp. 213-227
Persistent link: https://www.econbiz.de/10011574260
Saved in:
5
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
6
Multiplicative approximation of wealth processes involving no-short-sales strategies via simple trading
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 579-590
Persistent link: https://www.econbiz.de/10009783346
Saved in:
7
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
Saved in:
8
Co-determination of capital structure and stock returns : a LISREL approach ; an empirical test of Taiwan stock markets
Yang, Chau-chen
;
Lee, Cheng F.
;
Gu, Yan-xiang
;
Lee, Yen-wen
- In:
The quarterly review of economics and finance : journal …
50
(
2010
)
2
,
pp. 222-233
Persistent link: https://www.econbiz.de/10008688953
Saved in:
9
Consistent market extensions under the benchmark approach
Filipović, Damir
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 41-52
Persistent link: https://www.econbiz.de/10003818203
Saved in:
10
Defaultable options in a Markovian intensity model of credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10003769008
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