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Coherent multiperiod risk adju...
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Theorie
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20
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Delbaen, Freddy
99
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97
Heath, David
35
Platen, Eckhard
35
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31
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23
Heath, David C.
23
Kupper, Michael
17
Schachermayer, Walter
12
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11
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10
Salvanes, Kjell G.
10
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9
Jun, Doobae
8
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7
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6
Kwak, Do Won
6
Schönberg, Uta
6
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6
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5
Eisele, Karl-Theodor
5
Jarrow, Robert A.
5
Schreiner, Ragnhild C.
5
Surovtseva, Tetyana
5
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4
Coculescu, Delia
4
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4
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4
Shirakawa, Hiroshi
4
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3
Ban, Junhwa
3
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3
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3
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5
arXiv.org
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25
Finance and stochastics
14
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12
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11
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9
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8
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8
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5
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4
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Allocation under uncertainty: equilibrium and optimality : proceedings from a workshop sponsored by the International Economic Association
2
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Financial engineering and the Japanese markets
2
Insurance: Mathematics and Economics
2
International journal of theoretical and applied finance
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2
Journal of economic behavior & organization : JEBO
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Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Review of derivatives research
2
Southern economic journal
2
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ECONIS (ZBW)
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RePEc
77
OLC EcoSci
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EconStor
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USB Cologne (business full texts)
5
USB Cologne (EcoSocSci)
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71
A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
Saved in:
72
Perfect hedging of index derivatives under a minimal market model
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
5
(
2002
)
7
,
pp. 757-774
Persistent link: https://www.econbiz.de/10001743251
Saved in:
73
Numerical inversion of Laplace transforms : a survey of techniques with applications to derivative pricing
Craddock, Mark
;
Heath, David C.
;
Platen, Eckhard
- In:
The journal of computational finance
4
(
2000
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10001528157
Saved in:
74
Valuation of FX barrier options under stochastic volatility
Heath, David C.
- In:
Financial engineering and the Japanese markets
3
(
1996
)
3
,
pp. 195-215
Persistent link: https://www.econbiz.de/10001215397
Saved in:
75
Contingent claim valuation with a random evolution of interest rates
Heath, David C.
- In:
Review of futures markets
9
(
1990
)
1
,
pp. 54-76
Persistent link: https://www.econbiz.de/10001102029
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76
Bond pricing and the term structure of interest rates : a new methodology for contingent claims valuation
Heath, David C.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 77-105
Persistent link: https://www.econbiz.de/10001121808
Saved in:
77
Arbitrage, continuous trading, and margin requirements
Heath, David C.
- In:
The journal of finance : the journal of the American …
42
(
1987
)
5
,
pp. 1129-1142
Persistent link: https://www.econbiz.de/10001055482
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78
Ex-dividend stock price behavior and arbitrage opportunities
Heath, David C.
- In:
The journal of business : B
61
(
1988
)
1
,
pp. 95-108
Persistent link: https://www.econbiz.de/10001044862
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79
A variance reduction technique based on integral representations
Heath, David C.
;
Platen, Eckhard
-
2002
Persistent link: https://www.econbiz.de/10001732828
Saved in:
80
Consistent pricing and hedging for a modified constant elasticity of variance model
Heath, David C.
;
Platen, Eckhard
-
2002
Persistent link: https://www.econbiz.de/10001732832
Saved in:
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