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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Risk and decision analysis"
~subject:"Optionspreistheorie"
~subject:"Unvollkommener Markt"
~type:"article"
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Optionspreistheorie
Unvollkommener Markt
Portfolio selection
203
Portfolio-Management
203
Theorie
167
Theory
167
Stochastic process
29
Stochastischer Prozess
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Incomplete market
27
Option pricing theory
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Melʹnikov, Aleksandr V.
2
Rogers, Leonard C. G.
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Xia, Jianming
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Zhou, Xun Yu
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Arai, Takuji
1
Araújo, Aloísio Barboza de
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Risk and decision analysis
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
Review of derivatives research
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
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Mathematics of operations research
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The European journal of finance
6
Applied economics letters
5
Computational Management Science : CMS
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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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Operations research letters
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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
Transaction costs and option prices
Perrakis, Stylianos
- In:
Risk and decision analysis
6
(
2017
)
3
,
pp. 241-248
Persistent link: https://www.econbiz.de/10011925091
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Risk and decision analysis
6
(
2017
)
2
,
pp. 167-175
Persistent link: https://www.econbiz.de/10011743830
Saved in:
7
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:
8
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:
9
On optimal investment for a behavioral investor in multiperiod incomplete market models
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011347239
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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