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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Kontrolltheorie"
~subject:"Portfolio selection"
~subject:"Risiko"
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fundamental theorem of asset pricing
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
119
Research paper series / Swiss Finance Institute
104
Journal of banking & finance
98
Journal of financial economics
95
Finance research letters
94
Working paper / National Bureau of Economic Research, Inc.
83
Swiss Finance Institute Research Paper
75
Journal of empirical finance
73
NBER Working Paper
73
The review of financial studies
65
International review of financial analysis
58
International review of economics & finance : IREF
56
Management science : journal of the Institute for Operations Research and the Management Sciences
56
The journal of finance : the journal of the American Finance Association
51
Journal of economic dynamics & control
48
Working paper / Centre for Financial Research
46
Journal of risk and financial management : JRFM
45
Applied economics
42
CESifo working papers
41
The journal of portfolio management : a publication of Institutional Investor
39
SAFE working paper
36
The journal of asset management
36
Journal of financial and quantitative analysis : JFQA
35
Annals of finance
34
Quantitative finance
34
Journal of international financial markets, institutions & money
33
The European journal of finance
33
Economic modelling
32
Finance and stochastics
32
Pacific-Basin finance journal
31
The North American journal of economics and finance : a journal of financial economics studies
31
Discussion paper / Centre for Economic Policy Research
29
Journal of investment management : JOIM
29
Discussion papers / CEPR
28
International journal of theoretical and applied finance
28
Journal of financial markets
27
Mathematics and financial economics
26
Risks : open access journal
25
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25
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ECONIS (ZBW)
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1
No-
arbitrage
pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
2
Arbitrage
bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
Saved in:
3
Multivariate stable futures prices
Cheng, B. N.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 133-153
Persistent link: https://www.econbiz.de/10001185054
Saved in:
4
Positive alphas, abnormal performance, and illusory
arbitrage
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10009712563
Saved in:
5
No marginal
arbitrage
of the second kind for high production regimes in discrete time production-investment models with proportional transaction costs
Bouchard, Bruno
;
Huu, Adrien Nguyen
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 366-386
Persistent link: https://www.econbiz.de/10009722532
Saved in:
6
Arbitrage
with fractional Brownian motion
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
1
,
pp. 95-105
Persistent link: https://www.econbiz.de/10001213305
Saved in:
7
Investment and
arbitrage
opportunities with short sales constraints
Carassus, Laurence
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 169-178
Persistent link: https://www.econbiz.de/10001245924
Saved in:
8
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
Saved in:
9
Guaranteed minimum withdrawal benefit in variable annuities
Dai, Min
;
Kwok, Yue-Kuen
;
Zong, Jianping
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 595-611
Persistent link: https://www.econbiz.de/10003769016
Saved in:
10
Liquidation of a large block of stock with regime switching
Pemy, Moustapha
;
Zhang, Qing
;
Yin, George
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 629-648
Persistent link: https://www.econbiz.de/10003769023
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