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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Foreign exchange market"
~subject:"Portfolio-Management"
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Foreign exchange market
Portfolio-Management
Hedging
65
Theorie
58
Theory
58
Option pricing theory
39
Optionspreistheorie
39
Portfolio selection
15
Stochastic process
14
Stochastischer Prozess
14
Transaction costs
13
Transaktionskosten
13
Option trading
11
Optionsgeschäft
11
Volatility
11
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8
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Unvollkommener Markt
7
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4
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4
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4
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3
Martingal
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Martingale
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Search theory
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Share price
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Suchtheorie
3
Yield curve
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Zinsstruktur
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hedging
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transaction costs
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2
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Kabanov, Jurij M.
3
Cvitanić, Jakša
2
Bank, Peter
1
Baum, Dietmar
1
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1
Delbaen, Freddy
1
Dolinsky, Yan
1
Du, Ke
1
Grannan, E. R.
1
Guéant, Olivier
1
Hayashi, Takaki
1
Jarrow, Robert A.
1
Jianfeng Zhang
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1
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1
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1
Last, Günter
1
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1
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1
Muhle-Karbe, Johannes
1
Mykland, Per A.
1
Olhede, Sofia
1
Pergamenshchikov, Serguei
1
Platen, Eckhard
1
Pu, Jiang
1
Stephens, David
1
Stricker, Christophe
1
Swindle, Glen H.
1
Thai Huu Nguyen
1
Valkeila, Esko
1
Yip, Wing Yan
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance research letters
41
International review of financial analysis
39
The journal of futures markets
33
Energy economics
30
International journal of theoretical and applied finance
30
International review of economics & finance : IREF
30
Journal of banking & finance
29
Economic modelling
26
Finance and stochastics
25
Applied economics
24
Research paper series / Swiss Finance Institute
24
Journal of economic dynamics & control
23
Swiss Finance Institute Research Paper
23
The North American journal of economics and finance : a journal of financial economics studies
23
Insurance / Mathematics & economics
22
Applied mathematical finance
17
European journal of operational research : EJOR
17
Journal of financial economics
17
Journal of risk and financial management : JRFM
17
The review of financial studies
17
NBER working paper series
15
Quantitative finance
15
Research in international business and finance
14
The European journal of finance
14
Journal of international financial markets, institutions & money
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Risks : open access journal
12
Working paper / National Bureau of Economic Research, Inc.
12
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
11
Journal of empirical finance
11
The journal of portfolio management : a publication of Institutional Investor
11
NBER Working Paper
10
SpringerLink / Bücher
10
The journal of asset management
10
The journal of finance : the journal of the American Finance Association
10
Computational economics
9
Journal of mathematical finance
9
Mathematical methods of operations research
9
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ECONIS (ZBW)
17
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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
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:
5
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:
6
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:
7
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
8
Hedging strategies and minimal variance portfolios for European and exotic options in a Lévy Market
Yip, Wing Yan
;
Stephens, David
;
Olhede, Sofia
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 617-646
Persistent link: https://www.econbiz.de/10008666962
Saved in:
9
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:
10
Hedging and portfolio optimization in financial markets with a large trader
Bank, Peter
;
Baum, Dietmar
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001917650
Saved in:
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