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person:"Ménard, Claude"
~person:"Kabanov, Jurij M."
~subject:"Martingal"
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Search: subject_exact:"Transaktionsökonomik"
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Martingal
Transaction costs
33
Transaktionskosten
33
Theorie
21
Theory
21
Hedging
11
Option pricing theory
7
Optionspreistheorie
7
Arbitrage Pricing
5
Arbitrage pricing
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Martingale
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Portfolio selection
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Neue Institutionenökonomik
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Optionsgeschäft
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American option
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Arbitrage-Pricing-Theorie
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Ménard, Claude
Kabanov, Jurij M.
Bouchard, Bruno
3
Bayraktar, Erhan
2
Dolinsky, Yan
2
Guasoni, Paolo
2
Lepinette, Emmanuel
2
Molitor, Alexander
2
Rásonyi, Miklós
2
Schachermayer, Walter
2
Yu, Xiang
2
Brown, Martin
1
Cantarutti, Nicola
1
Cassese, Gianluca
1
Czichowsky, Christoph
1
Deng, Shuoqing
1
Denis, Emmanuel
1
Eckstein, Stephan
1
Gamys, Moussa
1
Grossinho, Maria do Rosário
1
Guerra, João
1
Guerra, Manuel
1
Jouini, Elyès
1
Kabanov, Youri
1
Kallal, Hédi D.
1
Kallsen, Jan
1
Klein, Irene
1
Kupper, Michael
1
Kühn, Christoph
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Lamberton, Damien
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Last, Günter
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Lépinette, Emmanuel
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Muhle-Karbe, Johannes
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Nutz, Marcel
1
Perez-Ostafe, Lavinia
1
Pham, Huyên
1
Pólvora, Pedro
1
Safarian, Mher M.
1
Sass, Jörn
1
Schweizer, Martin
1
Smaga, Martin
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Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Springer finance
1
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ECONIS (ZBW)
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1
Mean square error for the Leland-Lott hedging strategy : convex pay-offs
Denis, Emmanuel
;
Kabanov, Jurij M.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 625-667
Persistent link: https://www.econbiz.de/10008823687
Saved in:
2
Mean square error for the Leland-Lott hedging strategy
Gamys, Moussa
;
Kabanov, Jurij M.
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 1-25)
.
2009
Persistent link: https://www.econbiz.de/10003871153
Saved in:
3
Markets with transaction costs : mathematical theory
Kabanov, Jurij M.
;
Safarian, Mher M.
-
2009
Persistent link: https://www.econbiz.de/10003697408
Saved in:
4
Hedging under transaction costs in currency markets: a continuous-time model
Kabanov, Jurij M.
;
Last, Günter
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 63-70
Persistent link: https://www.econbiz.de/10001686166
Saved in:
5
Option pricing by large risk aversion utility under transaction costs
Bouchard, Bruno
;
Kabanov, Jurij M.
;
Touzi, Nizar
- In:
Decisions in economics and finance : DEF ; a journal of …
24
(
2001
)
2
,
pp. 127-136
Persistent link: https://www.econbiz.de/10001683843
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