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~subject:"Optionspreistheorie"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial economics"
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Optionspreistheorie
Martingal
7
Martingale
7
Option pricing theory
5
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4
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4
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2
Incomplete market
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(robust) no local arbitrage with bounded portfolios
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(robust) no unbounded profit with bounded risk
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Neufeld, Ariel
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Robertson, Scott
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Mathematical finance : an international journal of mathematics, statistics and financial economics
Finance and stochastics
32
International journal of theoretical and applied finance
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Applied mathematical finance
10
Research paper series / Swiss Finance Institute
8
Journal of mathematical finance
7
Risks : open access journal
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Asia-Pacific financial markets
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Swiss Finance Institute Research Paper
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The journal of futures markets
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International journal of financial engineering
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Energy economics
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European journal of operational research : EJOR
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Graduate studies in mathematics : GSM
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Journal of econometrics
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Journal of economic dynamics & control
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Mathematical finance
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Operations research letters
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SFB 649 discussion paper
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Springer finance
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The journal of computational finance
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Applied economics
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Asia Pacific financial markets
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Astin bulletin : the journal of the International Actuarial Association
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Brazilian review of econometrics : the review of the Brazilian Econometric Society
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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
Saved in:
2
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:
3
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:
4
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:
5
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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