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~subject:"Hedging"
~subject:"Probability theory"
~subject:"Zinsstruktur"
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Search: person:"Delbaen, Freddy"
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Hedging
Probability theory
Zinsstruktur
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27
Theory
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8
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8
Stochastischer Prozess
7
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5
Finanzmathematik
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Delbaen, Freddy
11
Deelstra, Griselda
1
Haezendonck, J.
1
Kabanov, Jurij M.
1
Lorimier, Sabine
1
Schachermayer, Walter
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Insurance / Mathematics & economics
2
Advances in mathematical economics
1
Asia-Pacific financial markets
1
Finance and stochastics
1
Oberwolfach
1
Selected papers of the International Conference on Operations Research : Berlin, August 30 - September 2, 1994
1
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ECONIS (ZBW)
11
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1
Hedging bounded claims with bounded outcomes
Delbaen, Freddy
- In:
Advances in mathematical economics
8
(
2006
),
pp. 75-86
Persistent link: https://www.econbiz.de/10003308920
Saved in:
2
An interest rate model with upper and lower bounds
Delbaen, Freddy
;
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
9
(
2002
)
3/4
,
pp. 191-209
Persistent link: https://www.econbiz.de/10001769365
Saved in:
3
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:
4
Exponential hedging and entropic penalties
Delbaen, Freddy
(
contributor
)
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 99-123
Persistent link: https://www.econbiz.de/10001686219
Saved in:
5
Weighted norm inequalities and hedging in incomplete markets
Delbaen, Freddy
(
contributor
)
- In:
Finance and stochastics
1
(
1997
)
3
,
pp. 181-227
Persistent link: https://www.econbiz.de/10001224224
Saved in:
6
Long-term returns in stochastic interest rate models
Deelstra, Griselda
- In:
Selected papers of the International Conference on …
,
(pp. 280-283)
.
1995
Persistent link: https://www.econbiz.de/10001315786
Saved in:
7
Arbitrage and free lunch with bounded risk for unbounded continuous processes
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 343-348
Persistent link: https://www.econbiz.de/10001185071
Saved in:
8
Consols in the CIR model
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10001333350
Saved in:
9
Estimation of the yield curve and the forward rate curve starting from a finite number of observations
Delbaen, Freddy
- In:
Insurance / Mathematics & economics
11
(
1992
)
4
,
pp. 259-269
Persistent link: https://www.econbiz.de/10001138774
Saved in:
10
Representing Martingale measures when asset prices are continuous and bounded
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
2
(
1992
)
2
,
pp. 107-130
Persistent link: https://www.econbiz.de/10001184899
Saved in:
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