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isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematical methods of operations research"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Stochastischer Prozess
Incomplete market
46
Unvollkommener Markt
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Theorie
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Theory
29
Option pricing theory
26
Optionspreistheorie
26
Hedging
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hedging
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incomplete markets
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valuation
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Becherer, Dirk
1
Cheang, Gerald H. L.
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Chiarella, Carl
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Fonseca, José da
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Grasselli, Martino
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Grorud, Axel
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Ielpo, Florian
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Kentia Tonleu, Klébert
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International journal of theoretical and applied finance
Mathematical methods of operations research
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Finance and stochastics
7
European journal of operational research : EJOR
5
Insurance / Mathematics & economics
4
Journal of mathematical economics
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International journal of financial engineering
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Journal of economic dynamics & control
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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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IMA journal of management mathematics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Vierteljahrshefte zur Wirtschaftsforschung
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Economic research
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International journal of economics and financial issues : IJEFI
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International journal of financial markets and derivatives
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International journal of theoretical and applied finance : IJTAF
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Journal of comparative economics : the journal of the Association for Comparative Economic Studies
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Journal of financial economics
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Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
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:
2
Hedging under generalized good-deal bounds and model uncertainty
Becherer, Dirk
;
Kentia Tonleu, Klébert
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 171-214
Persistent link: https://www.econbiz.de/10011714399
Saved in:
3
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:
4
Utility based pricing and hedging of jump diffusion processes with a view to applications
Zahn, Jochen Wolfgang
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009685882
Saved in:
5
Hedging (co)variance risk with variance swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
Saved in:
6
Asymmetrical information and incomplete markets
Grorud, Axel
;
Pontier, Monique
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10001578728
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