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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial economics"
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Martingal
7
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7
Option pricing theory
5
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Mathematical finance : an international journal of mathematics, statistics and financial economics
Finance and stochastics
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
41
Journal of econometrics
38
Research paper series / Swiss Finance Institute
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Swiss Finance Institute Research Paper
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Annals of finance
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Applied mathematical finance
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CREATES research paper
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Mathematics and financial economics
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Journal of mathematical finance
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Mathematical methods of operations research
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Asia-Pacific financial markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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European journal of operational research : EJOR
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Cowles Foundation discussion paper
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Insurance / Mathematics & economics
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Journal of economic dynamics & control
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economics letters
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International review of financial analysis
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Quantitative finance
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Risks : open access journal
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The journal of futures markets
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Discussion papers of interdisciplinary research project 373
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Econometric reviews
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Finance research letters
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International journal of financial engineering
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Term structure modeling with overnight rates beyond stochastic continuity
Fontana, Claudio
;
Grbac, Zorana
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 151-189
Persistent link: https://www.econbiz.de/10014471210
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2
Equilibrium price in intraday electricity markets
Aïd, René
;
Cosso, Andrea
;
Pham, Huyên
- In:
Mathematical finance : an international journal of …
32
(
2022
)
2
,
pp. 517-554
Persistent link: https://www.econbiz.de/10013164558
Saved in:
3
Conic martingales from stochastic integrals
Jeanblanc, Monique
;
Vrins, Frédéric
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 516-535
Persistent link: https://www.econbiz.de/10012166968
Saved in:
4
On the market viability under proportional transaction costs
Bayraktar, Erhan
;
Yu, Xiang
- In:
Mathematical finance : an international journal of …
28
(
2018
)
3
,
pp. 800-838
Persistent link: https://www.econbiz.de/10011969083
Saved in:
5
Super-replication in fully incomplete markets
Dolinsky, Yan
;
Neufeld, Ariel
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 483-515
Persistent link: https://www.econbiz.de/10011969096
Saved in:
6
Indifference pricing for contingent claims : large deviations effects
Robertson, Scott
;
Spiliopoulos, Konstantinos
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 335-371
Persistent link: https://www.econbiz.de/10011969147
Saved in:
7
Robust utility maximization with Lévy processes
Neufeld, Ariel
;
Nutz, Marcel
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 82-105
Persistent link: https://www.econbiz.de/10011969154
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