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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Optionspreistheorie"
~subject:"Unvollkommener Markt"
~type:"article"
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Optionspreistheorie
Unvollkommener Markt
Portfolio selection
177
Portfolio-Management
177
Theorie
154
Theory
154
Incomplete market
27
Stochastic process
27
Stochastischer Prozess
27
Option pricing theory
22
Martingal
20
Martingale
20
Transaction costs
20
Transaktionskosten
20
CAPM
18
Mathematical programming
17
Mathematische Optimierung
17
Risiko
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Hedging
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Control theory
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Rogers, Leonard C. G.
2
Xia, Jianming
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Zhou, Xun Yu
2
Arai, Takuji
1
Araújo, Aloísio Barboza de
1
Bank, Peter
1
Baum, Dietmar
1
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1
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1
De Donno, Marzia
1
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1
Di Nunno, Giulia
1
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Du, Ke
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
38
Insurance / Mathematics & economics
35
Finance and stochastics
34
Journal of economic dynamics & control
27
Quantitative finance
19
Applied mathematical finance
14
European journal of operational research : EJOR
14
International journal of financial engineering
14
Journal of banking & finance
14
Journal of mathematical finance
14
Mathematics and financial economics
13
Annals of finance
10
Journal of risk and financial management : JRFM
10
Risks : open access journal
10
The journal of computational finance
10
The review of financial studies
10
Finance research letters
9
International review of financial analysis
8
Mathematical methods of operations research
8
Economic modelling
7
Review of derivatives research
7
Scandinavian actuarial journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of derivatives : JOD
7
Astin bulletin : the journal of the International Actuarial Association
6
Journal of financial economics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Mathematics of operations research
6
The European journal of finance
6
Applied economics letters
5
Computational Management Science : CMS
5
Economic theory : official journal of the Society for the Advancement of Economic Theory
5
Journal of economic theory
5
Journal of international economics
5
Operations research letters
5
Risk and decision analysis
5
The journal of finance : the journal of the American Finance Association
5
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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31
Efficient computation of hedging portfolios for options with discontinuous payoffs
Cvitanić, Jakša
;
Ma, Jin
;
Jianfeng Zhang
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 135-151
Persistent link: https://www.econbiz.de/10001765668
Saved in:
32
Market selection of financial trading strategies : global stability
Evstigneev, Igor V.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 329-339
Persistent link: https://www.econbiz.de/10001741939
Saved in:
33
Equilibrium with default and endogenous collateral
Araújo, Aloísio Barboza de
;
Orrillo, Jaime
;
Páscoa, …
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10002177101
Saved in:
34
Risk minimization with incomplete information in a model for high-frequency data
Frey, Rüdiger
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 215-225
Persistent link: https://www.econbiz.de/10002177564
Saved in:
35
Value preserving strategies and a general framework for local approaches to optimal portfolios
Korn, Ralf
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 227-241
Persistent link: https://www.econbiz.de/10002177631
Saved in:
36
Pricing via utility maximization and entropy
Rouge, Richard
;
El Karoui, Nicole
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 259-276
Persistent link: https://www.econbiz.de/10002177670
Saved in:
37
Portfolio optimization and martingale measures
Schäl, Manfred
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 289-303
Persistent link: https://www.econbiz.de/10002177751
Saved in:
38
A martingale characterization of consumption choices and hedging costs with margin requirements
Cuoco, Domenico
;
Hong, Lu
- In:
Mathematical finance : an international journal of …
10
(
2000
)
3
,
pp. 355-385
Persistent link: https://www.econbiz.de/10002177966
Saved in:
39
Step options
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
9
(
1999
)
1
,
pp. 55-96
Persistent link: https://www.econbiz.de/10001363486
Saved in:
40
Minimizing transaction costs of option hedging strategies
Grannan, E. R.
- In:
Mathematical finance : an international journal of …
6
(
1996
)
4
,
pp. 341-364
Persistent link: https://www.econbiz.de/10001208937
Saved in:
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