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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Review of derivatives research"
~subject:"Optionspreistheorie"
~subject:"Unvollkommener Markt"
~type:"article"
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Optionspreistheorie
Unvollkommener Markt
Portfolio selection
198
Portfolio-Management
198
Theorie
164
Theory
164
Stochastic process
33
Stochastischer Prozess
33
Option pricing theory
29
Incomplete market
27
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21
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Rogers, Leonard C. G.
2
Xia, Jianming
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Zhou, Xun Yu
2
Arai, Takuji
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1
Bank, Peter
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Review of derivatives research
International journal of theoretical and applied finance
38
Insurance / Mathematics & economics
35
Finance and stochastics
34
Journal of economic dynamics & control
27
Quantitative finance
19
Applied mathematical finance
14
European journal of operational research : EJOR
14
International journal of financial engineering
14
Journal of banking & finance
14
Journal of mathematical finance
14
Mathematics and financial economics
13
Annals of finance
10
Journal of risk and financial management : JRFM
10
Risks : open access journal
10
The journal of computational finance
10
The review of financial studies
10
Finance research letters
9
International review of financial analysis
8
Mathematical methods of operations research
8
Economic modelling
7
Scandinavian actuarial journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of derivatives : JOD
7
Astin bulletin : the journal of the International Actuarial Association
6
Journal of financial economics
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Mathematics of operations research
6
The European journal of finance
6
Applied economics letters
5
Computational Management Science : CMS
5
Economic theory : official journal of the Society for the Advancement of Economic Theory
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Journal of economic theory
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Journal of international economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Operations research letters
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Risk and decision analysis
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The journal of finance : the journal of the American Finance Association
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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1
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk : application of Mellin transform methods
Ma, Zonggang
;
Ma, Chaoqun
;
Wu, Zhijian
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 47-91
Persistent link: https://www.econbiz.de/10013191382
Saved in:
2
Risk-adjusted option-implied moments
Brinkmann, Felix
;
Korn, Olaf
- In:
Review of derivatives research
21
(
2018
)
2
,
pp. 149-173
Persistent link: https://www.econbiz.de/10012055736
Saved in:
3
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
4
On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
Saved in:
5
Optimal investment with intermediate consumption and random endowment
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10011739444
Saved in:
6
Sensitivity analysis of nonlinear behavior with distorted probability
Cao, Xi-Ren
;
Wan, Xiangwei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 115-150
Persistent link: https://www.econbiz.de/10011739450
Saved in:
7
Rainbow trend options : valuation and applications
Wang, Jr-Yan
;
Wang, Hsiao-Chuan
;
Ko, Yi-Chen
;
Hung, Mao-Wei
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 91-133
Persistent link: https://www.econbiz.de/10011935970
Saved in:
8
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:
9
Expectations of functions of stochastic time with application to credit risk modeling
Costin, Ovidiu
;
Gordy, Michael B.
;
Huang, Min
; …
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 748-784
Persistent link: https://www.econbiz.de/10011583796
Saved in:
10
Option pricing and hedging with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
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