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~isPartOf:"International journal of theoretical and applied finance"
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Theorie
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161
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Fabozzi, Frank J.
9
Brigo, Damiano
8
Korn, Ralf
7
Madan, Dilip B.
7
Platen, Eckhard
7
Račev, Svetlozar T.
7
Rutkowski, Marek
7
Wilmott, Paul
7
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6
Jeanblanc, Monique
6
Konno, Hiroshi
6
Kwok, Yue-Kuen
6
Schoutens, Wim
6
Wu, Lixin
6
Arai, Takuji
5
Avellaneda, Marco
5
Bielecki, Tomasz R.
5
Cartea, Álvaro
5
Hui, Cho H.
5
Jaimungal, Sebastian
5
Lo, C. F.
5
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4
Bouchaud, Jean-Philippe
4
Cialenco, Igor
4
Friedman, Craig
4
Frittelli, Marco
4
Grorud, Axel
4
Jarrow, Robert A.
4
Leung, Tim
4
Liu, Rui Hua
4
Rebonato, Riccardo
4
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3
Baviera, Roberto
3
Bayraktar, Erhan
3
Charpin, Françoise
3
Chiarella, Carl
3
Crépey, Stéphane
3
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3
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Conference on Applications of Physics in Financial Analysis <1999, Dublin>
1
Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
Published in...
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International journal of theoretical and applied finance
NBER working paper series
8,784
NBER Working Paper
8,026
Working paper / National Bureau of Economic Research, Inc.
7,408
European journal of operational research : EJOR
6,365
Economics letters
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4,845
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Working paper
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3,076
The American economic review
2,916
Discussion paper series / IZA
2,771
Journal of economic dynamics & control
2,669
Discussion paper / Tinbergen Institute
2,660
International journal of production research
2,628
Computers & operations research : and their applications to problems of world concern ; an international journal
2,614
Journal of economic behavior & organization : JEBO
2,523
The economic journal : the journal of the Royal Economic Society
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2,083
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2,064
Finance research letters
2,000
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1,999
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1,944
CESifo Working Paper Series
1,942
Journal of public economics
1,926
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,830
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1,807
Journal of econometrics
1,780
International journal of production economics
1,762
Discussion paper / Center for Economic Research, Tilburg University
1,731
Applied economics letters
1,694
Journal of monetary economics
1,604
IMF working papers
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ECONIS (ZBW)
681
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1
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10
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681
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1
Optimal stochastic control problem under model uncertainty with nonentropy penalty
Faidi, Wahid
;
Matoussi, Anis
;
Mnif, Mohamed
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011686954
Saved in:
2
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
3
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
4
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
5
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
6
Uncertainty versus randomness : minimizing model dependence
Wilmott, Paul
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 493-500
Persistent link: https://www.econbiz.de/10001523034
Saved in:
7
Super-hedging American options with semi-static trading strategies under model uncertainty
Bayraktar, Erhan
;
Zhou, Zhou
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011734088
Saved in:
8
A large deviation approach to portfolio management
Gardiol, Lucien
;
Gibson, Rajna
;
Bares, Pierre-Antoine
; …
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 547
Persistent link: https://www.econbiz.de/10001524312
Saved in:
9
A large deviation approach to portfolio management
Gardiol, Lucien
(
contributor
)
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 617-639
Persistent link: https://www.econbiz.de/10001526853
Saved in:
10
Worst-case scenarios for American options
Buff, Robert
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 25-58
Persistent link: https://www.econbiz.de/10001488348
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