//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
HEDGING UNDER GAMMA CONSTRAINT...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theorie
84
Theory
84
Portfolio selection
30
Portfolio-Management
30
Transaction costs
26
Hedging
25
Option pricing theory
25
Optionspreistheorie
25
Transaktionskosten
20
Mathematical programming
15
Mathematische Optimierung
15
Stochastic process
14
Stochastischer Prozess
14
Incomplete market
11
Martingal
11
Martingale
11
Unvollkommener Markt
11
viscosity solutions
11
Volatility
9
Volatilität
9
Option trading
8
Optionsgeschäft
8
Agency theory
7
Prinzipal-Agent-Theorie
7
Risk
7
Dynamic programming
6
Dynamische Optimierung
6
Electric power industry
6
Elektrizitätswirtschaft
6
Risiko
6
Ausschüttungspolitik
5
Control theory
5
Dividend
5
Dividende
5
Kontrolltheorie
5
Malliavin calculus
5
Market liquidity
5
Marktliquidität
5
Moral Hazard
5
more ...
less ...
Type of publication
All
Article
6
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Amtsdruckschrift
1
Arbeitspapier
1
Government document
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
7
Author
All
Soner, Halil Mete
4
Touzi, Nizar
4
Pham, Huyên
3
Carassus, Laurence
2
Dolinsky, Yan
1
Gökay, Selim
1
Roch, Alexandre
1
Çetin, Umut
1
more ...
less ...
Published in...
All
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
International journal of theoretical and applied finance
1
Journal of mathematical economics
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option hedging for small investors under liquidity costs
Çetin, Umut
;
Soner, Halil Mete
;
Touzi, Nizar
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 317-341
Persistent link: https://www.econbiz.de/10010216487
Saved in:
2
Resilient price impact of trading and the cost of illiquidity
Roch, Alexandre
;
Soner, Halil Mete
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010197179
Saved in:
3
Robust hedging with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
4
Liquidity in a binomial market
Gökay, Selim
;
Soner, Halil Mete
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 250-276
Persistent link: https://www.econbiz.de/10009613203
Saved in:
5
Arbitrage and super-replication cost with convex constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980462
Saved in:
6
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:
7
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->