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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Foreign exchange market"
~subject:"Transaktionskosten"
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Foreign exchange market
Transaktionskosten
Hedging
65
Theorie
58
Theory
58
Option pricing theory
39
Optionspreistheorie
39
Portfolio selection
15
Portfolio-Management
15
Stochastic process
14
Stochastischer Prozess
14
Transaction costs
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Option trading
11
Optionsgeschäft
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Volatility
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Share price
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Suchtheorie
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hedging
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transaction costs
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Kabanov, Jurij M.
2
Chalasani, Prasad
1
Cvitanić, Jakša
1
Delbaen, Freddy
1
Dolinsky, Yan
1
Grandits, Peter
1
Grannan, E. R.
1
Guéant, Olivier
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Jha, Somesh
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1
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1
Swindle, Glen H.
1
Thai Huu Nguyen
1
Valkeila, Esko
1
Whalley, A. E.
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance and stochastics
13
International journal of theoretical and applied finance
8
Journal of economic dynamics & control
7
Swiss Finance Institute Research Paper
7
Journal of international financial markets, institutions & money
6
Research paper series / Swiss Finance Institute
6
The journal of futures markets
6
Finance research letters
5
International review of economics & finance : IREF
4
International review of financial analysis
4
Journal of multinational financial management
4
Advances in futures and options research : a research annual
3
Applied mathematical finance
3
Economic modelling
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Journal of risk and financial management : JRFM
3
Mathematical methods of operations research
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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A Probus guide to world markets
2
Annals of finance
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Computational economics
2
Discussion paper / B
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Dresden discussion paper series in economics
2
Journal of financial econometrics
2
Journal of financial economics
2
Journal of mathematical economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Passauer Diskussionspapiere
2
Review of derivatives research
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Review of futures markets
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The European journal of finance
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The journal of finance : the journal of the American Finance Association
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Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
American journal of agricultural economics
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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
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:
4
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:
5
Superhedging in illiquid markets
Pennanen, Teemu
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 519-540
Persistent link: https://www.econbiz.de/10009156016
Saved in:
6
The cost of illiquidity and its effects on hedging
Rogers, Leonard C. G.
;
Singh, Surbjeet
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10008666989
Saved in:
7
Hedging under transaction costs in currency markets: a discrete-time model
Delbaen, Freddy
;
Kabanov, Jurij M.
;
Valkeila, Esko
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10001686163
Saved in:
8
Hedging under transaction costs in currency markets: a continuous-time model
Kabanov, Jurij M.
;
Last, Günter
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 63-70
Persistent link: https://www.econbiz.de/10001686166
Saved in:
9
Randomized stopping times and American option pricing with transaction costs
Chalasani, Prasad
;
Jha, Somesh
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 33-77
Persistent link: https://www.econbiz.de/10001650918
Saved in:
10
Leland's approach to option pricing : the evolution of a discontinuity
Grandits, Peter
;
Schachinger, Werner
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 347-355
Persistent link: https://www.econbiz.de/10001651168
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