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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Mathematics and financial economics"
~subject:"Arbitrage"
~subject:"Volatility"
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Arbitrage
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Chau, Huy N.
1
Gao, N.
1
Heath, David C.
1
Henderson, Vicky
1
Lyasoff, Andrew
1
Nicolato, Elisa
1
Platen, Eckhard
1
Romano, Marc
1
Runggaldier, Wolfgang J.
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Schweizer, Martin
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Siorpaes, Pietro
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Tankov, Peter
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Touzi, Nizar
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Mathematics and financial economics
NBER working paper series
8
Working paper / National Bureau of Economic Research, Inc.
7
Economic theory : official journal of the Society for the Advancement of Economic Theory
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International journal of theoretical and applied finance
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European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Research paper series / Swiss Finance Institute
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Risks : open access journal
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The journal of finance : the journal of the American Finance Association
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Arbitrage and utility maximization in market models with an insider
Chau, Huy N.
;
Runggaldier, Wolfgang J.
;
Tankov, Peter
- In:
Mathematics and financial economics
12
(
2018
)
4
,
pp. 589-614
Persistent link: https://www.econbiz.de/10011963883
Saved in:
2
Option spanning beyond Lp-models
Gao, N.
;
Xanthos, F.
- In:
Mathematics and financial economics
11
(
2017
)
3
,
pp. 383-391
Persistent link: https://www.econbiz.de/10011900573
Saved in:
3
Do arbitrage-free prices come from utility maximization?
Siorpaes, Pietro
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 602-616
Persistent link: https://www.econbiz.de/10011583781
Saved in:
4
The two fundamental theorems of asset pricing for a class of continuous-time financial markets
Lyasoff, Andrew
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 485-504
Persistent link: https://www.econbiz.de/10010486019
Saved in:
5
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:
6
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:
7
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:
8
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
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