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isPartOf:"Working paper series"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Option pricing theory"
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Search: subject_exact:"Portfolio performance"
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Option pricing theory
Portfolio selection
62
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Theorie
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12
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12
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9
Optionspreistheorie
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Gnoatto, Alessandro
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Reichling, Peter
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Bank, Peter
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Baum, Dietmar
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Working paper series
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International journal of theoretical and applied finance
33
Insurance / Mathematics & economics
31
Journal of economic dynamics & control
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Finance and stochastics
20
Quantitative finance
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Applied mathematical finance
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International journal of financial engineering
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European journal of operational research : EJOR
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Journal of mathematical finance
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Journal of banking & finance
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Research paper series / Swiss Finance Institute
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International review of financial analysis
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Finance research letters
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Mathematical methods of operations research
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Review of derivatives research
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Risks : open access journal
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Scandinavian actuarial journal
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of derivatives : JOD
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Astin bulletin : the journal of the International Actuarial Association
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Risk and decision analysis
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Chapman & Hall/CRC financial mathematics series
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Computational Management Science : CMS
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Journal of financial economics
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Operations research letters
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Springer Texts in Business and Economics
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Annals of finance
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Applied economics letters
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Asia-Pacific financial markets
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Deep Quadratic Hedging
Gnoatto, Alessandro
;
Lavagnini, Silvia
;
Picarelli, Athena
-
2022
Persistent link: https://www.econbiz.de/10013535748
Saved in:
2
Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2021
Persistent link: https://www.econbiz.de/10013347384
Saved in:
3
Costs of capital under credit risk
Reichling, Peter
;
Zbandut, Anastasiia
-
2017
Persistent link: https://www.econbiz.de/10011593212
Saved in:
4
Konstruktion und Anwendung von Copulas in der Finanzwirtschaft
Hlawatsch, Stefan
;
Reichling, Peter
-
2010
Persistent link: https://www.econbiz.de/10008902555
Saved in:
5
Efficient hedging for a complete jump-diffusion model
Kirch, Michael
;
Krutchenko, R. N.
;
Melʹnikov, Aleksandr V.
-
2002
Persistent link: https://www.econbiz.de/10001684697
Saved in:
6
Hedging and portfolio optimization in illiquid financial markets
Bank, Peter
;
Baum, Dietmar
-
2002
Persistent link: https://www.econbiz.de/10001685047
Saved in:
7
Probabilistic aspects of financial risk
Föllmer, Hans
-
2000
Persistent link: https://www.econbiz.de/10001550562
Saved in:
8
Local risk-minimization under transaction costs
Lamberton, Damien
;
Pham, Huyên
;
Schweizer, Martin
-
1998
Persistent link: https://www.econbiz.de/10000992328
Saved in:
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