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~subject:"Derivative"
~subject:"Incomplete market"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Attainability of European path-independent claims in incomplete markets
Branger, Nicole
;
Esser, Angelika
;
Schlag, Christian
- In:
Finance research letters
1
(
2004
)
3
,
pp. 190-195
Persistent link: https://www.econbiz.de/10003307291
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2
Optimal derivative strategies with discrete rebalancing
Branger, Nicole
;
Breuer, Beate
;
Schlag, Christian
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 67-84
Persistent link: https://www.econbiz.de/10003795464
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3
Discrete-time implementation of continuous-time portfolio strategies
Branger, Nicole
;
Breuer, Beate
;
Schlag, Christian
- In:
The European journal of finance
16
(
2010
)
1/2
,
pp. 137-152
Persistent link: https://www.econbiz.de/10003954449
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4
Bewertungstechniken bei Zinsunsicherheit
Madjlessi, Foruhar
- In:
Journal of business economics : JBE
66
(
1996
)
2
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001193608
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5
Die Marktstruktur der Deutschen Terminbörse : eine empirische Analyse der bid-ask-spreads
Lüdecke, Torsten
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
44
(
1992
)
4
,
pp. 323-346
Persistent link: https://www.econbiz.de/10001120907
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6
The collateralizability premium
Ai, Hengjie
;
Li, Jun E.
;
Li, Kai
;
Schlag, Christian
- In:
The review of financial studies
33
(
2020
)
12
,
pp. 5821-5855
Persistent link: https://www.econbiz.de/10012387492
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