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CAPM
Theorie
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55
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26
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25
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25
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21
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7
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Pham, Huyên
5
Touzi, Nizar
3
Carassus, Laurence
2
Koehl, Pierre-François
2
Tankov, Peter
2
Cont, Rama
1
Mijatovi´c, Aleksandar
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Journal of mathematical economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Chapman & Hall/CRC financial mathematics series
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ECONIS (ZBW)
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1
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
- In:
Journal of mathematical economics
33
(
2000
)
3
,
pp. 339-351
Persistent link: https://www.econbiz.de/10001486490
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2
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
-
1997
Persistent link: https://www.econbiz.de/10000980276
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3
Arbitrage and super-replication cost with convex constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980462
Saved in:
4
The fundamental theorem of asset pricing with cone constraints
Pham, Huyên
;
Touzi, Nizar
- In:
Journal of mathematical economics
31
(
1999
)
2
,
pp. 265-279
Persistent link: https://www.econbiz.de/10001415905
Saved in:
5
No arbitrage in discrete time under portfolio constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 315-329
Persistent link: https://www.econbiz.de/10001651141
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6
A new look at short-term implied volatility in asset price models with jumps
Mijatovi´c, Aleksandar
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 149-183
Persistent link: https://www.econbiz.de/10011550267
Saved in:
7
Financial modelling with jump processes
Cont, Rama
;
Tankov, Peter
-
2004
Persistent link: https://www.econbiz.de/10001790344
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