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Theory
Theorie
38
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37
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37
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28
Option pricing theory
24
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38
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Sircar, Ronnie
18
Sircar, Kaushik Ronnie
16
Fouque, Jean-Pierre
12
Papanicolaou, George
9
Jonsson, Mattias
5
Horst, Ulrich
4
Bayraktar, Erhan
2
Ledvina, Andrew Fabian
2
Leung, Tim
2
Ludkovski, Michael
2
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2
Solna, Knut
2
Zariphopoulou, Thaleia
2
Agarwal, Ankush
1
Alaluf, Melda
1
Bichuch, Maxim
1
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1
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1
Choi, Jungmin
1
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1
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1
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1
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1
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1
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1
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Applied mathematical finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
International journal of theoretical and applied finance
2
Risk and decision analysis
2
Asia-Pacific financial markets
1
Finance and stochastics
1
Indifference pricing : theory and applications
1
Journal of economic dynamics & control
1
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1
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ECONIS (ZBW)
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Portfolio optimization
Ilhan, Aytac
;
Jonsson, Mattias
;
Sircar, Kaushik Ronnie
- In:
Indifference pricing : theory and applications
,
(pp. 183-210)
.
2009
Persistent link: https://www.econbiz.de/10003807585
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2
Partial hedging in a stochastic volatility environment
Jonsson, Mattias
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 375-409
Persistent link: https://www.econbiz.de/10001741949
Saved in:
3
Option pricing for large agents
Jonsson, Mattias
;
Keppo, Jussi
- In:
Applied mathematical finance
9
(
2002
)
4
,
pp. 261-272
Persistent link: https://www.econbiz.de/10001728732
Saved in:
4
Partial hedging in financial markets with a large agent
Choi, Jungmin
;
Jonsson, Mattias
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 331-346
Persistent link: https://www.econbiz.de/10003916193
Saved in:
5
Insider trading in convergent markets
Jonsson, Mattias
;
Večeř, Jan
- In:
Applied mathematical finance
12
(
2005
)
3
,
pp. 243-252
Persistent link: https://www.econbiz.de/10003149524
Saved in:
6
General black-scholes models accounting for increased market volatility from hedging strategies
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
5
(
1998
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10001238442
Saved in:
7
Technology ladders and R&D in dynamic Cournot markets
Ludkovski, Michael
;
Sircar, Kaushik Ronnie
- In:
Journal of economic dynamics & control
69
(
2016
),
pp. 127-151
Persistent link: https://www.econbiz.de/10011708439
Saved in:
8
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
9
Stochastic volatility corrections for interest rate derivatives
Cotton, Peter
;
Fouque, Jean-Pierre
;
Papanicolaou, George
; …
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 173-200
Persistent link: https://www.econbiz.de/10002032686
Saved in:
10
Financial modeling in a fast mean-reverting stochastic volatility environment
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
- In:
Asia-Pacific financial markets
6
(
1999
)
1
,
pp. 37-48
Persistent link: https://www.econbiz.de/10001506394
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