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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Black-Scholes model"
~subject:"Portfolio-Management"
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Black-Scholes model
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Lucas, André
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Discussion paper / Tinbergen Institute
International journal of theoretical and applied finance
Insurance / Mathematics & economics
281
European journal of operational research : EJOR
272
Journal of banking & finance
246
NBER working paper series
242
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98
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ECONIS (ZBW)
230
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1
Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
2
Market making with alpha signals
Cartea, Álvaro
;
Wang, Yixuan
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
Saved in:
3
Theory
of dynamic portfolio choice for maximization of survival probability
Roy, Santanu
-
1992
Persistent link: https://www.econbiz.de/10000122474
Saved in:
4
A real options perspective on R&D portfolio diversification
Bekkum, Sjoerd van
;
Pennings, Enrico
;
Smit, Han T. J.
-
2008
Persistent link: https://www.econbiz.de/10003645082
Saved in:
5
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Saved in:
6
The proper use of risk measures in portfolio
theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
7
Numerical solutions for the Cheridito-Soner-Touzi super-replication model under gamma constraints
Tourin, Agnés
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 401-414
Persistent link: https://www.econbiz.de/10003344320
Saved in:
8
Crash hedging strategies and worst-case scenario portfolio optimization
Menkens, Olaf
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 597-618
Persistent link: https://www.econbiz.de/10003347393
Saved in:
9
Optimal portfolio selection strategies in the presence of transaction costs
Meng, Qiang
;
Weerasinghe, Ananda
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 619-641
Persistent link: https://www.econbiz.de/10003347396
Saved in:
10
Explicit solutions for a nonlinear model of financial derivatives
Bordag, L. A.
;
Chmakova, Alina Y.
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003415479
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