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isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~type_genre:"Aufsatz in Zeitschrift"
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Incomplete market
53
Unvollkommener Markt
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Theorie
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Option pricing theory
22
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International journal of theoretical and applied finance
Discussion paper / Centre for Economic Policy Research
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Journal of mathematical economics
99
Economic theory : official journal of the Society for the Advancement of Economic Theory
87
Journal of economic dynamics & control
81
Journal of economic theory
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of economic dynamics
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Finance and stochastics
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Economics letters
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International economic review
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European economic review : EER
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Journal of development economics
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ECONIS (ZBW)
53
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1
Optimal fiscal policy in incomplete market business cycle economies
Bettoni, Luis G.
;
Santos, Marcelo
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 218-226
Persistent link: https://www.econbiz.de/10014429618
Saved in:
2
Role of information in pricing default-sensitive contingent claims
Jeanblanc, Monique
;
Leniec, Marta
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403184
Saved in:
3
Buy-and hold property for fully incomplete markets when super-replicating Markovian claims
Neufeld, Ariel
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011971005
Saved in:
4
Pricing index options by static hedging under finite liquidity
Armstrong, John
;
Pennanen, Teemu
;
Rakwongwan, Udomsak
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011926583
Saved in:
5
Good deal bounds with convex constraints
Arai, Takuji
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011686844
Saved in:
6
Strong bubbles and strict local martingales
Herdegen, Martin
;
Schweizer, Martin
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011523876
Saved in:
7
Pricing and valuation under the real-world measure
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011453878
Saved in:
8
A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
Saved in:
9
Approximate hedging of options under jump-diffusion processes
Mina, Karl Friedrich
;
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403772
Saved in:
10
Cleaning the gears : counter-cyclical asset trading with financial transactions taxes
Sarolli, Gian Domenico
- In:
The quarterly review of economics and finance : journal …
56
(
2015
),
pp. 110-122
Persistent link: https://www.econbiz.de/10011574364
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