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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Muhle-Karbe, Johannes
3
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Traffic quarterly : an independent journal for better traffic
133
NBER working paper series
95
Working paper / National Bureau of Economic Research, Inc.
91
Europäische Hochschulschriften / 5
84
Journal of urban economics
83
Internationales Verkehrswesen
81
Research in transportation economics
79
NBER Working Paper
73
Discussion paper / Tinbergen Institute
65
MPRA Paper
65
Finance and stochastics
64
Policy research working paper : WPS
63
Journal of economic behavior & organization : JEBO
62
Discussion paper / Centre for Economic Policy Research
60
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
59
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
55
Transportation : planning, policy, research, practice
54
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
53
The journal of finance : the journal of the American Finance Association
52
Transportation research / E : an international journal
52
Working paper
52
Journal of business research : JBR
51
Journal of transport economics and policy
51
International journal of transport economics : IJTE
50
European journal of operational research : EJOR
48
The review of financial studies
48
Gabler Edition Wissenschaft
47
SpringerLink / Bücher
46
Journal of banking & finance
45
Journal of institutional and theoretical economics : JITE
45
CESifo working papers
43
Economics Papers from University Paris Dauphine
43
Regional science & urban economics
43
Economics letters
42
Journal of financial economics
42
American journal of agricultural economics
41
Zeitschrift für Verkehrswissenschaft : ZfV
39
Discussion paper
38
Discussion paper / International Transport Forum
35
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1
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
2
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
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3
Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
Saved in:
4
Option pricing and hedging with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
5
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:
6
The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 659-703
Persistent link: https://www.econbiz.de/10011764966
Saved in:
7
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
8
Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar
;
Kumar, Sunil
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
Saved in:
9
Optimal lot solution to cardinality constrained mean-variance formulation for portfolio selction
Li, Duan
;
Sun, Xiaoling
;
Jun, Wang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 83-101
Persistent link: https://www.econbiz.de/10003336788
Saved in:
10
No arbitrage under transaction costs, with fractional Brownian motion and beyond
Guasoni, Paolo
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 569-582
Persistent link: https://www.econbiz.de/10003338701
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