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~isPartOf:"Annals of finance"
~subject:"Derivative"
~subject:"Eigeninteresse"
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Martingal
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Annals of finance
Finance and stochastics
11
International journal of theoretical and applied finance
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Pricing and hedging basis risk under no good deal assumption
Carassus, Laurence
;
Temam, E.
- In:
Annals of finance
10
(
2014
)
1
,
pp. 127-170
Persistent link: https://www.econbiz.de/10010244570
Saved in:
2
Negative call prices
Ruf, Johannes
- In:
Annals of finance
9
(
2013
)
4
,
pp. 787-794
Persistent link: https://www.econbiz.de/10010196568
Saved in:
3
Risk-averse asymptotics for reservation prices
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Annals of finance
7
(
2011
)
3
,
pp. 375-387
Persistent link: https://www.econbiz.de/10009248120
Saved in:
4
On the semimartingale property via bounded logarithmic utility
Larsen, Kasper
;
Žitković, Gordan
- In:
Annals of finance
4
(
2008
)
2
,
pp. 255-268
Persistent link: https://www.econbiz.de/10003645478
Saved in:
5
Risk measure pricing and hedging in incomplete markets
Xu, Mingxin
- In:
Annals of finance
2
(
2006
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10003229733
Saved in:
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