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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Hedging"
~subject:"Martingale"
~subject:"Stochastischer Prozess"
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Hedging
Martingale
Stochastischer Prozess
Analysis
16
Mathematical analysis
16
Theorie
11
Theory
11
Stochastic process
10
Option pricing theory
8
Optionspreistheorie
8
Finanzmathematik
5
Mathematical finance
5
Portfolio selection
4
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4
Risiko
3
Risk
3
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backward stochastic differential equation
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backward stochastic differential equations
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counterparty risk
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funding costs
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Espinosa, Gilles.Eduard
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Lévy Véhel, Jacques
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Matoussi, Anis
1
Nyström, Kaj
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Parviainen, Mikko
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Sircar, Kaushik Ronnie
1
Sturm, Stephan
1
Talay, Denis
1
Touzi, Nizar
1
Xu, Yuhong
1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Discussion papers of interdisciplinary research project 373
17
International journal of theoretical and applied finance
17
Insurance / Mathematics & economics
15
The journal of computational finance
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Finance and stochastics
11
Journal of mathematical finance
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Mathematics of operations research
8
Quantitative finance
8
CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
Dynamic games and applications : DGA
7
Annals of finance
6
Contemporary quantitative finance : essays in honour of Eckhard Platen
6
Applied mathematical finance
5
CESifo working papers
5
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
5
International journal of financial engineering
5
Journal of economic dynamics & control
5
Probability theory and related fields
5
Risks : open access journal
5
SFB 649 discussion paper
5
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
5
Advanced mathematical methods for finance
4
CIRJE discussion papers / F series
4
Economic modelling
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Mathematical methods of operations research
4
Mathematics and financial economics
4
Asia-Pacific financial markets
3
Astin bulletin : the journal of the International Actuarial Association
3
CARF working paper
3
CREATES research paper
3
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
3
International journal of theoretical and applied finance : IJTAF
3
Journal of econometrics
3
Journal of mathematical economics
3
Scandinavian actuarial journal
3
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1
Tug-of-war, market manipulation, and option pricing
Nyström, Kaj
;
Parviainen, Mikko
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 279-312
Persistent link: https://www.econbiz.de/10011752483
Saved in:
2
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:
3
Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
Saved in:
4
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
Saved in:
5
From smile asymptotics to market risk measures
Sircar, Kaushik Ronnie
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 400-425
Persistent link: https://www.econbiz.de/10011350605
Saved in:
6
Robust utility maximization in nondominated models with 2BSDE : the uncertain volatility model
Matoussi, Anis
;
Possamaï, Dylan
;
Zhou, Chao
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 258-287
Persistent link: https://www.econbiz.de/10011350647
Saved in:
7
Optimal investment under relative performance concerns
Espinosa, Gilles.Eduard
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 221-257
Persistent link: https://www.econbiz.de/10011350661
Saved in:
8
Multifractional stochastic volatility models
Corlay, Sylvain
;
Lebovits, Joachim
;
Lévy Véhel, Jacques
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 364-402
Persistent link: https://www.econbiz.de/10010357370
Saved in:
9
Special issue: Conference on Applications of Malliavin Calculus in Finance
2003
Persistent link: https://www.econbiz.de/10001765613
Saved in:
10
Quantiles of the Euler scheme for diffusion processes and financial applications
Talay, Denis
;
Zheng, Zivu
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 187-199
Persistent link: https://www.econbiz.de/10001765673
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