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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Muhle-Karbe, Johannes
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Mathematical finance : an international journal of mathematics, statistics and financial theory
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
164
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
131
Food policy : economics planning and politics of food and agriculture
118
Agricultural economics : the journal of the International Association of Agricultural Economists
100
Working paper / National Bureau of Economic Research, Inc.
100
NBER working paper series
98
American journal of agricultural economics
95
Europäische Hochschulschriften / 5
84
NBER Working Paper
78
IFPRI discussion paper
68
Journal of economic behavior & organization : JEBO
65
MPRA Paper
65
Finance and stochastics
64
Discussion paper / Centre for Economic Policy Research
62
Policy research working paper : WPS
58
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
55
The journal of finance : the journal of the American Finance Association
52
Journal of business research : JBR
51
Discussion paper / Tinbergen Institute
47
The review of financial studies
47
Journal of banking & finance
45
GlobalFood discussion papers
44
Journal of institutional and theoretical economics : JITE
44
Economics Papers from University Paris Dauphine
43
Gabler Edition Wissenschaft
43
Journal of financial economics
42
Quarterly journal of international agriculture
42
Working paper
42
The journal of development studies : JDS
41
Applied economics
40
Economics letters
38
Journal of agricultural economics
37
SpringerLink / Bücher
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African journal of science, technology, innovation and development : AJSTID
35
Industrial marketing management : the international journal for industrial and high-tech firms
35
The journal of development studies
35
Working Paper
35
CESifo working papers
34
Cogent economics & finance
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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
Saved in:
5
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:
6
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:
7
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:
8
An asymptotic analysis of an optimal hedging model for option pricing with transaction costs
Whalley, A. E.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
3
,
pp. 307-324
Persistent link: https://www.econbiz.de/10001224009
Saved in:
9
Hedging and portfolio optimization under transaction costs : a martingale approach
Cvitanić, Jakša
- In:
Mathematical finance : an international journal of …
6
(
1996
)
2
,
pp. 133-165
Persistent link: https://www.econbiz.de/10001201641
Saved in:
10
Minimizing transaction costs of option hedging strategies
Grannan, E. R.
- In:
Mathematical finance : an international journal of …
6
(
1996
)
4
,
pp. 341-364
Persistent link: https://www.econbiz.de/10001208937
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