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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Hugonnier, Julien"
~subject:"Allgemeines Gleichgewicht"
~subject:"Theory"
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Allgemeines Gleichgewicht
Theory
Incomplete market
2
Theorie
2
Unvollkommener Markt
2
Bank charge
1
Bankentgelt
1
Game theory
1
Investment Fund
1
Investmentfonds
1
Martingal
1
Martingale
1
Nutzenfunktion
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Option pricing theory
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Hugonnier, Julien
Frittelli, Marco
3
Henderson, Vicky
3
Bensoussan, Alain
2
Delbaen, Freddy
2
Platen, Eckhard
2
Schachermayer, Walter
2
Schweizer, Martin
2
Xia, Jianming
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Øksendal, Bernt K.
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Černý, Aleš
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Anthropelos, Michail
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Araújo, Aloísio Barboza de
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Bellini, Fabio
1
Benth, Fred Espen
1
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Biagini, Sara
1
Björk, Tomas
1
Boyle, Phelim P.
1
Cao, Xi-Ren
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Carassus, Laurence
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Cassese, Gianluca
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Choulli, Tahir
1
Cont, Rama
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De Donno, Marzia
1
Detemple, Jérôme B.
1
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Du, Ke
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Evans, Jonathan
1
Evstigneev, Igor V.
1
Florenzano, Monique
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Swiss Finance Institute Research Paper
3
Research paper series / Swiss Finance Institute
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
FAME research paper series
1
Faculty research papers / The Fuqua School of Business, Duke University
1
Journal of economic theory
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Mathematics and financial economics
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ECONIS (ZBW)
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Mutual fund portfolio choice in the presence of dynamic flows
Hugonnier, Julien
;
Kaniel, Ron
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 187-227
Persistent link: https://www.econbiz.de/10003955732
Saved in:
2
On utility-based pricing of contingent claims in incomplete markets
Hugonnier, Julien
;
Kramkov, Dmitry
;
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 203-212
Persistent link: https://www.econbiz.de/10002725392
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