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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivative"
~subject:"Hedging"
~subject:"Risiko"
~subject:"Risikomaß"
~type:"article"
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Derivative
Hedging
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Risikomaß
Portfolio selection
177
Portfolio-Management
177
Theorie
154
Theory
154
Incomplete market
27
Stochastic process
27
Stochastischer Prozess
27
Unvollkommener Markt
27
Option pricing theory
22
Optionspreistheorie
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Martingal
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Martingale
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37
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Cvitanić, Jakša
2
Glasserman, Paul
2
Muhle-Karbe, Johannes
2
Arai, Takuji
1
Bank, Peter
1
Baum, Dietmar
1
Bayraktar, Erhan
1
Bielecki, Tomasz R.
1
Bo, Lijun
1
Broda, Simon A.
1
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1
Cont, Rama
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Dolinsky, Yan
1
Du, Ke
1
Emmer, Susanne
1
Frittelli, Marco
1
Fukasawa, Masaaki
1
Grannan, E. R.
1
Guasoni, Paolo
1
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1
Hayashi, Takaki
1
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1
Henderson, Vicky
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Jianfeng Zhang
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Kabanov, Jurij M.
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1
Karatzas, Ioannis
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
169
Journal of banking & finance
151
European journal of operational research : EJOR
123
Finance research letters
121
International review of financial analysis
100
Risks : open access journal
80
International journal of theoretical and applied finance
73
Journal of risk
70
Economic modelling
69
The North American journal of economics and finance : a journal of financial economics studies
67
International review of economics & finance : IREF
63
Quantitative finance
63
Journal of economic dynamics & control
62
Applied economics
60
Finance and stochastics
60
The journal of asset management
60
Journal of empirical finance
56
Journal of risk and financial management : JRFM
54
Journal of financial economics
50
The European journal of finance
46
The journal of futures markets
44
Energy economics
42
Management science : journal of the Institute for Operations Research and the Management Sciences
41
The journal of portfolio management : a publication of Institutional Investor
39
Research in international business and finance
36
Economics letters
34
Journal of international financial markets, institutions & money
32
The review of financial studies
32
Computational economics
31
Mathematics and financial economics
30
Scandinavian actuarial journal
30
Journal of financial and quantitative analysis : JFQA
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
Applied economics letters
27
Journal of investment management : JOIM
27
Applied mathematical finance
26
Journal of mathematical finance
25
Journal of risk management in financial institutions
25
The journal of finance : the journal of the American Finance Association
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37
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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
Saved in:
2
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
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
Utility maximization under model uncertainty in discrete time
Nutz, Marcel
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 252-268
Persistent link: https://www.econbiz.de/10011577139
Saved in:
5
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:
6
Multidimensional dynamic risk measure via conditional g-expectation
Xu, Yuhong
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Saved in:
7
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
8
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
Saved in:
9
Model-independent lower bound on variance SWAPS
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
Saved in:
10
Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
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