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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
467
Optionspreistheorie
467
Stochastic process
324
Stochastischer Prozess
324
Theorie
312
Theory
312
Portfolio selection
220
Portfolio-Management
220
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185
Volatilität
185
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122
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85
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747
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Fabozzi, Frank J.
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Kwok, Yue-Kuen
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Levendorskij, Sergej Z.
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Korn, Ralf
9
Benth, Fred Espen
8
Jeanblanc, Monique
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Račev, Svetlozar T.
8
Elliott, Robert J.
7
Gapeev, Pavel V.
7
Takahashi, Akihiko
7
Hughston, Lane P.
6
Konno, Hiroshi
6
Liu, Rui Hua
6
Wilmott, Paul
6
Bojarčenko, Svetlana I.
5
Brigo, Damiano
5
Cartea, Álvaro
5
Hui, Cho H.
5
Jaimungal, Sebastian
5
Joshi, Mark S.
5
Leung, Tim
5
Lo, C. F.
5
Macrina, Andrea
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Oosterlee, Cornelis W.
5
Platen, Eckhard
5
Siu, Tak Kuen
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Arai, Takuji
4
Avellaneda, Marco
4
Bernard, Carole
4
Capriotti, Luca
4
Chiarella, Carl
4
Ekström, Erik
4
Gatheral, Jim
4
Hess, Markus
4
Kim, Young Shin
4
Meyer-Brandis, Thilo
4
Pallavicini, Andrea
4
Rutkowski, Marek
4
Schoutens, Wim
4
Stoyanov, Stoyan V.
4
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
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International journal of theoretical and applied finance
European journal of operational research : EJOR
3,066
Computers & operations research : and their applications to problems of world concern ; an international journal
1,495
International journal of production research
985
Journal of banking & finance
838
Operations research letters
791
NBER working paper series
783
MPRA Paper
780
Insurance / Mathematics & economics
652
Working paper / National Bureau of Economic Research, Inc.
641
Finance research letters
547
Journal of economic dynamics & control
546
NBER Working Paper
544
Operations research
536
Mathematics of operations research
512
Finance and stochastics
510
Management science : journal of the Institute for Operations Research and the Management Sciences
503
International journal of production economics
482
NBER Working Papers
472
Research paper series / Swiss Finance Institute
463
Mathematical finance : an international journal of mathematics, statistics and financial theory
452
Discussion paper / Tinbergen Institute
447
SpringerLink / Bücher
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Working Paper
437
INFORMS journal on computing : JOC
421
Quantitative finance
416
Journal of financial economics
388
The journal of futures markets
384
International review of financial analysis
360
Transportation research / E : an international journal
350
Omega : the international journal of management science
349
Mathematical methods of operations research
344
The journal of finance : the journal of the American Finance Association
343
Journal of econometrics
336
Risks : open access journal
333
Applied mathematical finance
328
Computational economics
328
Economics letters
324
Swiss Finance Institute Research Paper
321
Working paper
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ECONIS (ZBW)
747
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1
Conditional-mean hedging under transaction costs in Gaussian models
Sottinen, Tommi
;
Viitasaari, Lauri
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011854596
Saved in:
2
Singular perturbation expansion for utility maximization with order-ϵ quadratic transaction costs
Chandra, Shiva
;
Papanicolaou, Andrew
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012153330
Saved in:
3
Optimal liquidation under stochastic price impact
Barger, Weston
;
Lorig, Matthew
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012012935
Saved in:
4
Utility maximization in a binomial model with transaction costs : a duality approach based on the shadow price process
Bayer, Christian
;
Veliyev, Bezirgen
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010391519
Saved in:
5
Dynamic conic finance : pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
Saved in:
6
High-dimensional portfolio optimization with transaction costs
Broadie, Mark
;
Shen, Weiwei
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
Saved in:
7
Pricing and hedging game options in currency models with proportional transaction costs
Roux, Alet
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011568851
Saved in:
8
On the numerical aspects of optimal option hedging with transaction costs
Josephy, Norman H.
;
Kimball, Lucia
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011686780
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
Numerical analysis on local risk-minimization for exponential Lévy models
Arai, Takuji
;
Imai, Yuto
;
Suzuki, Ryoichi
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011454349
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