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~isPartOf:"Annals of finance"
~subject:"Eigeninteresse"
~subject:"Volatilität"
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Eigeninteresse
Volatilität
Martingal
16
Martingale
16
Theorie
11
Theory
11
Portfolio selection
6
Portfolio-Management
6
Arbitrage Pricing
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Banner, Adrian D.
1
Carassus, Laurence
1
Fernholz, Daniel
1
Larsen, Kasper
1
Podolskij, Mark
1
Rosenbaum, Mathieu
1
Rásonyi, Miklós
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Annals of finance
Journal of econometrics
16
Finance and stochastics
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
CREATES research paper
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
International journal of theoretical and applied finance
3
Mathematical finance
3
Quantitative economics : QE ; journal of the Econometric Society
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
ERID working paper
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International review of financial analysis
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Mathematics and financial economics
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NBER Working Paper
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NBER working paper series
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Research paper series / Swiss Finance Institute
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Annals of economics and finance
1
Annals of economics and statistics
1
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Applied mathematical finance
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Asia-Pacific financial markets
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Becker Friedman Institute for Research in Economics Working Paper
1
CREATES Research Paper
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CREATES Research Paper 2008-17
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Computational economics
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DLSU business & economics review
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
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Econometric theory
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Econometrics : open access journal
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Economic modelling
1
Finance research letters
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Global COE Hi-Stat discussion paper series
1
Handbook of macroeconomics : volume 2, v. 2A-2B SET
1
INFORMS journal on computing : JOC
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Testing the local volatility assumption : a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
- In:
Annals of finance
8
(
2012
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10009510584
Saved in:
2
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:
3
Short-term relative arbitrage in volatility-stabilized markets
Banner, Adrian D.
;
Fernholz, Daniel
- In:
Annals of finance
4
(
2008
)
4
,
pp. 445-454
Persistent link: https://www.econbiz.de/10003737199
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:
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