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~isPartOf:"Journal of Economic Dynamics and Control"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Mathematics and financial economics"
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Mean-Variance Hedging via Stoc...
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Journal of Economic Dynamics and Control
Mathematical finance : an international journal of mathematics, statistics and financial theory
Mathematics and financial economics
FINRISK Working Paper Series
75
Finance and stochastics
34
Discussion paper / B
16
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Journal of economic dynamics & control
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Decisions in Economics and Finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of Mathematical Economics
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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The journal of credit risk : published quarterly by Incisive Media
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Risk-minimizing hedging strategies under restricted information
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 327-342
Persistent link: https://www.econbiz.de/10001185075
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2
Defaultable options in a Markovian intensity model of credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10003769008
Saved in:
3
On models of default risk
Elliott, Robert J. R.
;
Jeanblanc, Monique
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 179-195
Persistent link: https://www.econbiz.de/10002177437
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4
Robustness of the black and scholes formula
El Karoui, Nicole
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 93-126
Persistent link: https://www.econbiz.de/10001242959
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5
Impulse control method and exchange rate
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 161-177
Persistent link: https://www.econbiz.de/10001333347
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6
Optimal portfolio management with American capital guarantee
El Karoui, Nicole
;
Jeanblanc, Monique
;
Lacoste, Vincent
- In:
Journal of Economic Dynamics and Control
29
(
2005
)
3
,
pp. 449-468
Persistent link: https://www.econbiz.de/10005199977
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7
DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10008103933
Saved in:
8
Simplified mean-variance portfolio optimisation
Fontana, Claudio
;
Schweizer, Martin
- In:
Mathematics and financial economics
6
(
2012
)
2
,
pp. 125-152
Persistent link: https://www.econbiz.de/10009580935
Saved in:
9
Dynamic indifference valuation via convex risk measures
Klöppel, Susanne
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 599-627
Persistent link: https://www.econbiz.de/10003626635
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10
Term structures of implied volatilites : absence of arbitrage and existence results
Schweizer, Martin
;
Wissel, Johannes
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 77-114
Persistent link: https://www.econbiz.de/10003643469
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