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Tankov, Peter
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Pham, Huyên
2
Cont, Rama
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Cretarola, Alessandra
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De Franco, Carmine
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Finance and stochastics
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Insurance / Mathematics & economics
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Review of derivatives research
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The journal of computational finance
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OLC EcoSci
ECONIS (ZBW)
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Joint econometric modeling of spot electricity prices, forwards and options
Monfort, Alain
;
Féron, Olivier
- In:
Review of derivatives research
15
(
2012
)
3
,
pp. 217-257
Persistent link: https://www.econbiz.de/10010020820
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2
CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES
Cont, Rama
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 379-402
Persistent link: https://www.econbiz.de/10008270133
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3
Optimal consumption policies in illiquid markets
Cretarola, Alessandra
;
Gozzi, Fausto
;
Pham, Huyên
; …
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 85-116
Persistent link: https://www.econbiz.de/10008785538
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4
Pricing and hedging gap risk
Tankov, Peter
- In:
The journal of computational finance
13
(
2010
)
3
,
pp. 33-61
Persistent link: https://www.econbiz.de/10008403084
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5
Portfolio insurance under a risk-measure constraint
De Franco, Carmine
;
Tankov, Peter
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 361-371
Persistent link: https://www.econbiz.de/10009807363
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6
A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES
Pham, Huyên
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 613-628
Persistent link: https://www.econbiz.de/10008103928
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