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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Black-Scholes-Modell"
~subject:"Risk"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Blume, Marshall E.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of finance : the journal of the American Finance Association
Energy economics
17
International journal of theoretical and applied finance
17
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14
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International journal of financial engineering
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ECONIS (ZBW)
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1
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
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2
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
3
Cash subadditive risk measures and interest rate ambiguity
El Karoui, Nicole
;
Ravanelli, Claudia
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 561-590
Persistent link: https://www.econbiz.de/10003937131
Saved in:
4
Dynamic minimization of worst conditional expectation of shortfall
Sekine, Jun
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10002396403
Saved in:
5
Stock splits, volatility increases, and implied volatilities
Sheikh, Aamir M.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1361-1372
Persistent link: https://www.econbiz.de/10001080354
Saved in:
6
Options arbitrage in imperfect markets
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1289-1311
Persistent link: https://www.econbiz.de/10001080358
Saved in:
7
On the optimality of portfolio insurance
Benninga, Simon
- In:
The journal of finance : the journal of the American …
40
(
1985
)
5
,
pp. 1341-1352
Persistent link: https://www.econbiz.de/10001007042
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