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~isPartOf:"Finance and stochastics"
~subject:"Optionspreistheorie"
~subject:"Portfolio selection"
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Optionspreistheorie
Portfolio selection
Theorie
496
Theory
496
Portfolio-Management
154
Stochastic process
131
Stochastischer Prozess
131
Option pricing theory
109
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Kabanov, Jurij M.
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Jeanblanc, Monique
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Pham, Huyên
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Rüschendorf, Ludger
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Jamshidian, Farshid
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Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
333
European journal of operational research : EJOR
296
Journal of banking & finance
292
Insurance / Mathematics & economics
289
International journal of theoretical and applied finance
268
NBER working paper series
240
Working paper / National Bureau of Economic Research, Inc.
215
Journal of economic dynamics & control
205
Finance research letters
193
NBER Working Paper
190
Quantitative finance
156
The journal of finance : the journal of the American Finance Association
136
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135
The review of financial studies
135
Journal of financial economics
127
Applied mathematical finance
126
Risks : open access journal
112
The journal of futures markets
110
Management science : journal of the Institute for Operations Research and the Management Sciences
108
The journal of derivatives : the official publication of the International Association of Financial Engineers
107
The European journal of finance
102
Journal of empirical finance
99
The journal of portfolio management : a publication of Institutional Investor
99
Discussion paper / Centre for Economic Policy Research
98
The journal of computational finance
97
Swiss Finance Institute Research Paper
91
Computational economics
90
Economic modelling
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Economics letters
86
International review of economics & finance : IREF
82
SpringerLink / Bücher
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80
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78
Mathematical methods of operations research
78
International review of financial analysis
74
Journal of mathematical finance
71
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ECONIS (ZBW)
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1
Game options
Kifer, Yuri
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 443-463
Persistent link: https://www.econbiz.de/10001539201
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2
Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing
Leung, Tim
;
Song, Qingshuo
;
Yang, Jie
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 839-870
Persistent link: https://www.econbiz.de/10010190872
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3
A paradox in time-consistency in the mean-variance problem?
Bensoussan, Alain
;
Wong, Kwok Chuen
;
Yam, Sheung Chi Phillip
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 173-207
Persistent link: https://www.econbiz.de/10012023708
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4
Arbitrage-free pricing of multi-person game claims in discrete time
Guo, Ivan
;
Rutkowski, Marek
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 111-155
Persistent link: https://www.econbiz.de/10011944066
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5
Mean field portfolio games
Fu, Guanxing
;
Zhou, Chao
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 189-231
Persistent link: https://www.econbiz.de/10013489591
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6
Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
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7
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
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8
On the duality principle in option pricing : semimartingale setting
Eberlein, Ernst
;
Papapantoleon, Antonis
;
Širjaev, …
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 265-292
Persistent link: https://www.econbiz.de/10003716266
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9
The numéraire portfolio in semimartingale financial models
Karatzas, Ioannis
;
Kardaras, Constantinos
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 447-493
Persistent link: https://www.econbiz.de/10003645513
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10
Pricing and hedging European options with discrete-time coherent risk
Cherny, Alexander S.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 537-569
Persistent link: https://www.econbiz.de/10003645530
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