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151
Quadratic BSDEs driven by a continuous
martingale
and applications to the utility maximization problem
Morlais, MarieAmélie
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 121-150
Persistent link: https://www.econbiz.de/10003939488
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152
No arbitrage conditions for simple trading strategies
Bayraktar, Erhan
;
Sayit, Hasanjan
- In:
Annals of finance
6
(
2010
)
1
,
pp. 147-156
Persistent link: https://www.econbiz.de/10003939576
Saved in:
153
Nonparametric regression for dependent data in the errors-in-variables problem
Honda, Toshio
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10003940095
Saved in:
154
Inference for the jump part of quadratic variation of Itô semimartingales
Veraart, Almut E. D.
- In:
Econometric theory
26
(
2010
)
2
,
pp. 331-368
Persistent link: https://www.econbiz.de/10003968591
Saved in:
155
Three essays on macroeconometrics
Pincheira, Pablo
-
2006
Persistent link: https://www.econbiz.de/10003973296
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156
Mean variance hedging in a general jump model
Kohlmann, Michael
;
Xiong, Dewen
;
Ye, Zhongxing
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 29-57
Persistent link: https://www.econbiz.de/10003975266
Saved in:
157
New procedures for testing whether stock price processes are martingales
Takeuchi, Keiichi
;
Akimichi, Takemura
;
Kumon, Masayuki
- In:
Computational economics
37
(
2011
)
1
,
pp. 67-88
Persistent link: https://www.econbiz.de/10008902941
Saved in:
158
Mean variance hedging in a general jump market
Xiong, Dewen
;
Kohlmann, Michael
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 789-820
Persistent link: https://www.econbiz.de/10008904324
Saved in:
159
Completeness of bond market driven by Lévy process
Barski, Michał
;
Zabczyk, Jerzy
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 635-656
Persistent link: https://www.econbiz.de/10008904349
Saved in:
160
Utility maximization in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 459-477
Persistent link: https://www.econbiz.de/10008904356
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