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~isPartOf:"Journal of mathematical finance"
~subject:"Martingal"
~subject:"Option pricing theory"
~subject:"Transaktionskosten"
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Option pricing theory
Transaktionskosten
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Journal of mathematical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
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CoFE discussion papers
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Finance and stochastics
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Risks : open access journal
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P.V. Shevchenko and X. Luo (2016). A unified pricing of variable annuity guarantees under the optimal stochastic control framework. Risks 4(3), 22:1-22:31, doi:10.3390/risks4030022
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SFB 649 discussion paper
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Super-diffusive noise source in asset dynamics
Hongler, Max-Olivier
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 53-58
Persistent link: https://www.econbiz.de/10010240227
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Optimal investment and proportional reinsurance with risk constraint
Liu, Jingzhen
;
Yiu, Ka Fai Cedric
;
Loxton, Ryan C.
; …
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 437-447
Persistent link: https://www.econbiz.de/10010240806
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