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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivat"
~type_genre:"Article in journal"
~type_genre:"Glossary included"
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Option pricing theory
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Portfolio selection
15
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Aïd, René
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Campi, Luciano
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Hayashi, Takaki
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Imkeller, Peter
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
91
Energy economics
43
International journal of theoretical and applied finance
34
Journal of banking & finance
28
International review of financial analysis
19
International review of economics & finance : IREF
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Quantitative finance
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Finance research letters
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Review of derivatives research
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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European financial management : the journal of the European Financial Management Association
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European journal of operational research : EJOR
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The North American journal of economics and finance : a journal of financial economics studies
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1
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
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2
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
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3
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:
4
A structural risk-neutral model for pricing and hedging power derivatives
Aïd, René
;
Campi, Luciano
;
Langrené, Nicolas
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 387-438
Persistent link: https://www.econbiz.de/10009783361
Saved in:
5
Pricing and hedging of derivatives based on nontradable underlyings
Ankirchner, Stefan
;
Imkeller, Peter
;
Reis, Gonçalo dos
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 289-312
Persistent link: https://www.econbiz.de/10003955743
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6
Evaluating hedging errors : an asymptotic approach
Hayashi, Takaki
;
Mykland, Per A.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 309-343
Persistent link: https://www.econbiz.de/10002725490
Saved in:
7
Exponential hedging and entropic penalties
Delbaen, Freddy
(
contributor
)
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 99-123
Persistent link: https://www.econbiz.de/10001686219
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8
On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Kabanov, Jurij M.
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10001686231
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