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isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Bayraktar, Erhan"
~person:"Černý, Aleš"
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Bayraktar, Erhan
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Advances in futures and options research : a research annual
Mathematical finance : an international journal of mathematics, statistics and financial theory
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied mathematical finance
1
Insurance / Mathematics & economics
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J. Kallsen and A. Papapantoleon (eds.), Advanced Modeling in Mathematical Finance, 257-275, Springer, 2016
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Mathematical Finance, 2008, 18(3), 473-492
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Mathematical methods of operations research
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Mathematics of operations research
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Review of derivatives research
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ECONIS (ZBW)
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On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
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2
Hedging by sequential regressions revisited
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 591-617
Persistent link: https://www.econbiz.de/10003937143
Saved in:
3
Mean-variance hedging and optimal investment in Heston's model with correlation
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
3
,
pp. 473-492
Persistent link: https://www.econbiz.de/10003752317
Saved in:
4
Optimal continuous-time hedging with Leptokurtic returns
Černý, Aleš
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 175-203
Persistent link: https://www.econbiz.de/10003543119
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