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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Infinite-dimensional linear programming"
~subject:"Theorie"
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Infinite-dimensional linear programming
Theorie
Martingal
6
Martingale
6
Theory
4
Mathematical programming
3
Mathematische Optimierung
3
CAPM
2
Arbeitsangebot
1
Arbitrage
1
Bid-ask spread
1
Black-Scholes model
1
Black-Scholes-Modell
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Financial economics
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Financial market
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Finanzmarkt
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Full support martingale measure
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Fundamental theorem of asset pricing
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Geld-Brief-Spanne
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Kapitalmarkttheorie
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Labour supply
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Markov chain
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Markov-Kette
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Nutzenfunktion
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Option pricing theory
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Optionspreistheorie
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Portfolio selection
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Portfolio-Management
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Probability-free finance
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Risikoaversion
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Risk aversion
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Securities trading
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Superhedging
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Transaction costs
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Transaktionskosten
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Utility function
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English
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Bouchard, Bruno
1
Campi, Luciano
1
Kabanov, Jurij M.
1
Ortu, Fulvio
1
Riedel, Frank
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Touzi, Nizar
1
Zhang, Aihua
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Finance and stochastics
59
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
International journal of theoretical and applied finance
17
Journal of econometrics
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
Research paper series / Swiss Finance Institute
13
Swiss Finance Institute Research Paper
13
Annals of finance
11
CREATES research paper
10
Mathematical methods of operations research
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Mathematics and financial economics
7
Applied mathematical finance
6
European journal of operational research : EJOR
6
Insurance / Mathematics & economics
6
Journal of economic dynamics & control
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Econometric reviews
5
Journal of mathematical finance
5
Mathematics of operations research
5
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
5
Studi e quaderni
5
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Asia-Pacific financial markets
4
Contemporary quantitative finance : essays in honour of Eckhard Platen
4
Cowles Foundation discussion paper
4
Discussion paper / B
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Quantitative economics : QE ; journal of the Econometric Society
4
The review of financial studies
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cowles Foundation Discussion Paper
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion papers of interdisciplinary research project 373
3
International review of financial analysis
3
Journal of banking & finance
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Financial economics without probalistic prior assumptions
Riedel, Frank
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10010513461
Saved in:
2
A closed-form solution for the continuous-time consumption model with endogenous labor income
Zhang, Aihua
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
2
,
pp. 149-167
Persistent link: https://www.econbiz.de/10008668126
Saved in:
3
Arbitrage and completeness in financial markets with given N-dimensional distributions
Campi, Luciano
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10002092513
Saved in:
4
Arbitrage, linear programming and martingales in securities markets with bid-ask spreads
Ortu, Fulvio
- In:
Decisions in economics and finance : DEF ; a journal of …
24
(
2001
)
2
,
pp. 79-105
Persistent link: https://www.econbiz.de/10001683838
Saved in:
5
Option pricing by large risk aversion utility under transaction costs
Bouchard, Bruno
;
Kabanov, Jurij M.
;
Touzi, Nizar
- In:
Decisions in economics and finance : DEF ; a journal of …
24
(
2001
)
2
,
pp. 127-136
Persistent link: https://www.econbiz.de/10001683843
Saved in:
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