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~isPartOf:"Finance and stochastics"
~subject:"Frankreich"
~subject:"Optionsgeschäft"
~subject:"Portfolio selection"
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Optionsgeschäft
Portfolio selection
Derivat
45
Derivative
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29
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20
Optionspreistheorie
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Frey, Rüdiger
2
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2
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1
Benth, Fred Espen
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Cont, Rama
1
Cox, Alexander M. G.
1
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1
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1
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Finance and stochastics
International journal of theoretical and applied finance
40
The journal of futures markets
39
Journal of banking & finance
34
Finanzmarkt und Portfolio-Management
26
SpringerLink / Bücher
26
Quantitative finance
24
European journal of operational research : EJOR
22
Applied mathematical finance
21
Finance research letters
21
Review of derivatives research
21
Bank- und finanzwirtschaftliche Forschungen
19
International journal of financial engineering
18
International review of financial analysis
18
The North American journal of economics and finance : a journal of financial economics studies
18
Energy economics
17
International review of economics & finance : IREF
17
Journal of financial economics
17
Swiss journal of economics and statistics
17
The European journal of finance
17
The journal of derivatives : JOD
17
Europäische Hochschulschriften / 5
15
Journal of economic dynamics & control
15
NBER working paper series
14
Gabler Edition Wissenschaft
13
NBER Working Paper
13
Working paper / National Bureau of Economic Research, Inc.
13
Journal of mathematical finance
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Risks : open access journal
12
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Research paper series / Swiss Finance Institute
11
The journal of asset management
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Applied economics
10
Economic modelling
10
Journal of financial and quantitative analysis : JFQA
10
Journal of risk and financial management : JRFM
10
The journal of computational finance
10
The journal of finance : the journal of the American Finance Association
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Sensitivity estimates for portfolio credit derivatives using Monte Carlo
Chen, Zhiyong
;
Glasserman, Paul
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 507-540
Persistent link: https://www.econbiz.de/10003899268
Saved in:
2
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
3
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
4
Optimal Portfolios in commodity futures markets
Benth, Fred Espen
;
Lempa, Jukka
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 407-430
Persistent link: https://www.econbiz.de/10010340676
Saved in:
5
An approximation pricing algrithm in an incomplete market : a differential geometric approach
Gao, Yuan
;
Guan Lim, Kian
;
Hwa Ng, Kah
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 501-523
Persistent link: https://www.econbiz.de/10002261445
Saved in:
6
Local martingales, bubbles and option prices
Cox, Alexander M. G.
;
Hobson, David G.
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 477-492
Persistent link: https://www.econbiz.de/10003123202
Saved in:
7
A note on the large homogeneous portfolio approximation with the student-t copula
Schlögl, Lutz
;
O'Kane, Dominic
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 577-584
Persistent link: https://www.econbiz.de/10003133291
Saved in:
8
Minimax and minimal distance martingale measures and their relationship to portfolio optimization
Goll, Thomas
;
Rüschendorf, Ludger
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 557-581
Persistent link: https://www.econbiz.de/10001614624
Saved in:
9
A geometric approach to portfolio optimization in models with transaction costs
Kabanov, Jurij M.
;
Klüppelberg, Claudia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 207-227
Persistent link: https://www.econbiz.de/10002012544
Saved in:
10
Pricing derivatives of American and game type in incomplete markets
Kallsen, Jan
;
Kühn, Christoph
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10002012597
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