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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Mathematics and financial economics"
~subject:"Allgemeines Gleichgewicht"
~subject:"Volatility"
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Allgemeines Gleichgewicht
Volatility
Incomplete market
85
Unvollkommener Markt
85
Theorie
72
Theory
72
Portfolio selection
32
Portfolio-Management
32
Option pricing theory
27
Optionspreistheorie
27
CAPM
19
Martingal
16
Martingale
16
Hedging
9
Stochastic process
9
Stochastischer Prozess
9
Derivat
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Derivative
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Financial market
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Finanzmarkt
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Nutzenfunktion
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Utility function
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Erwartungsnutzen
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Expected utility
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Incomplete markets
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Risiko
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Risk
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Risikoaversion
5
Risk aversion
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Arbitrage
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General equilibrium
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Volatilität
4
Decision under uncertainty
3
Dual optimization problem
3
Duales Optimierungsproblem
3
Entropie
3
Entropy
3
Entscheidung unter Unsicherheit
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Financial economics
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Kapitalmarkttheorie
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English
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Araújo, Aloísio Barboza de
1
Florenzano, Monique
1
Gourdel, Pascal
1
Heath, David C.
1
Henderson, Vicky
1
Jarrow, Robert A.
1
Nicolato, Elisa
1
Noh, Eunjung
1
Orrillo, Jaime
1
Platen, Eckhard
1
Páscoa, Mário Rui
1
Romano, Marc
1
Schweizer, Martin
1
Touzi, Nizar
1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Mathematics and financial economics
Journal of mathematical economics
37
Economic theory : official journal of the Society for the Advancement of Economic Theory
28
NBER working paper series
14
Journal of economic theory
13
Working paper / National Bureau of Economic Research, Inc.
13
NBER Working Paper
11
Journal of economic dynamics & control
10
CORE discussion paper : DP
9
Discussion paper / Centre for Economic Policy Research
9
Cowles Foundation discussion paper
8
Discussion papers in economics
8
Macroeconomic dynamics
8
Annals of finance
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Computational economics
4
Discussion paper / A
4
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
4
Discussion papers / CEPR
4
Economic modelling
4
Finance research letters
4
Journal of monetary economics
4
Les cahiers de recherche / HEC Paris
4
Theoretical economics : TE ; an open access journal in economic theory
4
Working papers / Brown University, Department of Economics
4
CARESS working paper
3
CARF working paper
3
CESifo working papers
3
Discussion paper / Tinbergen Institute
3
Discussion papers / Department of Economics, University of Copenhagen
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Discussion papers / University of Kent, School of Economics
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Diskussionsarbeit
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Economic theory bulletin
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Economics letters
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Finance and stochastics
3
IMF working paper
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Institutions, equilibria and efficiency : essays in honor of Birgit Grodal
3
International economic review
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International journal of theoretical and applied finance
3
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1
Price impact equilibrium with transaction costs and TWAP trading
Noh, Eunjung
;
Weston, Kim
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 187-204
Persistent link: https://www.econbiz.de/10013167754
Saved in:
2
On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets
Jarrow, Robert A.
- In:
Mathematics and financial economics
11
(
2017
)
4
,
pp. 455-477
Persistent link: https://www.econbiz.de/10011900579
Saved in:
3
Analytical comparisons of option prices in stochastic volatility models
Henderson, Vicky
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 49-59
Persistent link: https://www.econbiz.de/10002582917
Saved in:
4
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
;
Venardos, Emmanouil
- In:
Mathematical finance : an international journal of …
13
(
2003
)
4
,
pp. 445-466
Persistent link: https://www.econbiz.de/10001803210
Saved in:
5
A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
Saved in:
6
Equilibrium with default and endogenous collateral
Araújo, Aloísio Barboza de
;
Orrillo, Jaime
;
Páscoa, …
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10002177101
Saved in:
7
Contingent claims and market completeness in a stochastic volatility model
Romano, Marc
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 399-412
Persistent link: https://www.econbiz.de/10001232776
Saved in:
8
Incomplete markets in infinite horizon : debt constraints versus node prices
Florenzano, Monique
- In:
Mathematical finance : an international journal of …
6
(
1996
)
2
,
pp. 167-196
Persistent link: https://www.econbiz.de/10001201640
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