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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Transaktionskosten"
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Transaktionskosten
Transaction costs
5
Option pricing theory
4
Optionspreistheorie
4
Portfolio selection
4
Portfolio-Management
4
Stochastic process
3
Stochastischer Prozess
3
Theorie
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Theory
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transaction costs
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stochastic optimal control
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English
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Cascos, Ignacio
1
Czichowsky, Christoph
1
Guéant, Olivier
1
Kallsen, Jan
1
Molčanov, Il'ja S.
1
Muhle-Karbe, Johannes
1
Pergamenshchikov, Serguei
1
Pu, Jiang
1
Schachermayer, Walter
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Thai Huu Nguyen
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Discussion paper / Centre for Economic Policy Research
50
Journal of business research : JBR
29
SpringerLink / Bücher
28
Working paper / National Bureau of Economic Research, Inc.
26
Finance and stochastics
24
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
21
Industrial marketing management : the international journal for industrial and high-tech firms
19
The review of financial studies
17
Applied economics
16
Journal of financial economics
16
Finance research letters
15
Quantitative finance
15
Discussion papers / CEPR
14
Journal of banking & finance
14
Journal of institutional economics
14
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
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International business review : the official journal of the European International Business Academy
13
International review of financial analysis
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Journal of financial markets
13
Economics letters
12
International review of economics & finance : IREF
12
Mathematics and financial economics
12
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Economic modelling
10
International journal of theoretical and applied finance
10
Organization science : a journal of the Institute for Operations Research and the Management Sciences ; bridging disciplines to advance knowledge of organizations
10
International journal of production economics
9
Policy research working paper : WPS
9
Technological forecasting & social change : an international journal
9
Energy economics
8
European journal of operational research : EJOR
8
Food policy : economics planning and politics of food and agriculture
8
International journal of production research
8
Journal of international financial markets, institutions & money
8
Public performance & management review
8
Research in international business and finance
8
Research paper series / Swiss Finance Institute
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World Bank E-Library Archive
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Applied economics letters
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Edward Elgar E-Book Archive
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1
Shadow prices for continuous processes
Czichowsky, Christoph
;
Schachermayer, Walter
;
Yang, Junjian
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 623-658
Persistent link: https://www.econbiz.de/10011764961
Saved in:
2
The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 659-703
Persistent link: https://www.econbiz.de/10011764966
Saved in:
3
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
4
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
5
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
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