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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Frankreich"
~subject:"Optionsgeschäft"
~subject:"Portfolio selection"
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Optionsgeschäft
Portfolio selection
Derivat
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22
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Arai, Takuji
1
Bo, Lijun
1
Capponi, Agostino
1
Cont, Rama
1
Emmerling, Thomas J.
1
Fukasawa, Masaaki
1
Guéant, Olivier
1
Hayashi, Takaki
1
Henderson, Vicky
1
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1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
40
The journal of futures markets
39
Journal of banking & finance
34
SpringerLink / Bücher
27
Finanzmarkt und Portfolio-Management
26
Quantitative finance
24
European journal of operational research : EJOR
22
Applied mathematical finance
21
Review of derivatives research
21
Finance research letters
20
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
Swiss journal of economics and statistics
17
The European journal of finance
17
The journal of derivatives : JOD
17
Journal of financial economics
16
Europäische Hochschulschriften / 5
15
Journal of economic dynamics & control
15
NBER working paper series
14
Finance and stochastics
13
Gabler Edition Wissenschaft
13
NBER Working Paper
13
Working paper / National Bureau of Economic Research, Inc.
13
Journal of mathematical finance
12
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Research paper series / Swiss Finance Institute
11
Risks : open access journal
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
10
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1
Optimal liquidation of derivative portfolios
Henderson, Vicky
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 365-382
Persistent link: https://www.econbiz.de/10009155206
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2
Recovering portfolio default intensities implied by CDO quotes
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 94-121
Persistent link: https://www.econbiz.de/10009712557
Saved in:
3
Game call options revisited
Yam, Sheung Chi Phillip
;
Yung, S. P.
;
Zhou, Wei
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 173-206
Persistent link: https://www.econbiz.de/10010256173
Saved in:
4
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
5
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
6
Perpetual cancellable American call option
Emmerling, Thomas J.
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 645-666
Persistent link: https://www.econbiz.de/10009614942
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7
Dynamic minimization of worst conditional expectation of shortfall
Sekine, Jun
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10002396403
Saved in:
8
Evaluating hedging errors : an asymptotic approach
Hayashi, Takaki
;
Mykland, Per A.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 309-343
Persistent link: https://www.econbiz.de/10002725490
Saved in:
9
On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Kabanov, Jurij M.
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10001686231
Saved in:
10
Fundamental theorems of asset pricing for good deal bounds
Staum, Jeremy
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 141-161
Persistent link: https://www.econbiz.de/10002032681
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