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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivative"
~subject:"Risikomaß"
~subject:"Transaction costs"
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Derivative
Risikomaß
Transaction costs
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
22
Martingal
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37
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Muhle-Karbe, Johannes
3
Bielecki, Tomasz R.
2
Cialenco, Igor
2
Glasserman, Paul
2
Kallsen, Jan
2
Muthuraman, Kumar
2
Pliska, Stanley R.
2
Akian, Marianne
1
Arai, Takuji
1
Atkinson, Colin
1
Bo, Lijun
1
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1
Broda, Simon A.
1
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1
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1
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1
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1
Fukasawa, Masaaki
1
Grannan, E. R.
1
Guasoni, Paolo
1
Guéant, Olivier
1
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1
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1
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1
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1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
116
Journal of banking & finance
101
European journal of operational research : EJOR
84
Journal of risk
58
International journal of theoretical and applied finance
55
Finance and stochastics
54
Finance research letters
49
Quantitative finance
49
Risks : open access journal
47
Journal of economic dynamics & control
38
Research paper series / Swiss Finance Institute
38
Economic modelling
37
International review of financial analysis
37
Journal of risk and financial management : JRFM
35
The North American journal of economics and finance : a journal of financial economics studies
33
The European journal of finance
29
Applied economics
27
Discussion paper / Tinbergen Institute
24
Computational economics
23
International review of economics & finance : IREF
23
Journal of empirical finance
23
Swiss Finance Institute Research Paper
22
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Mathematics and financial economics
21
The journal of asset management
21
Journal of financial economics
20
Research in international business and finance
20
Applied mathematical finance
18
Energy economics
18
Journal of international financial markets, institutions & money
18
Operations research
18
SpringerLink / Bücher
18
The journal of risk model validation
18
NBER working paper series
17
The journal of futures markets
17
Econometric Institute research papers
16
Journal of financial and quantitative analysis : JFQA
16
Scandinavian actuarial journal
16
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
37
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1
The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 659-703
Persistent link: https://www.econbiz.de/10011764966
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
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
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
Saved in:
9
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
10
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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