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~isPartOf:"Discussion Paper Serie B"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Mathematics and financial economics"
~subject:"Optionspreistheorie"
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Mean-Variance Hedging via Stoc...
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Optionspreistheorie
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Discussion Paper Serie B
Mathematical finance : an international journal of mathematics, statistics and financial theory
Mathematics and financial economics
International journal of theoretical and applied finance
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Finance and stochastics
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Finance : revue de l'Association Française de Finance
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
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Defaultable options in a Markovian intensity model of credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10003769008
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2
Term structures of implied volatilites : absence of arbitrage and existence results
Schweizer, Martin
;
Wissel, Johannes
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 77-114
Persistent link: https://www.econbiz.de/10003643469
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A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
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