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~isPartOf:"Applied mathematical finance"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Martingal
15
Martingale
15
Option pricing theory
10
Stochastic process
8
Stochastischer Prozess
8
Theorie
6
Theory
6
Hedging
4
Incomplete market
4
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utility indifference price
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Exponential semimartingale
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Albrecher, H.
1
Bouzianis, George
1
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1
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1
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1
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1
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1
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Applied mathematical finance
Finance and stochastics
32
International journal of theoretical and applied finance
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Journal of mathematical finance
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Risks : open access journal
6
Asia-Pacific financial markets
5
Mathematical methods of operations research
5
Quantitative finance
5
The journal of futures markets
5
International journal of financial engineering
4
Mathematics and financial economics
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Review of derivatives research
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European journal of operational research : EJOR
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Journal of econometrics
2
Journal of economic dynamics & control
2
Operations research letters
2
The journal of computational finance
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied economics
1
Asia Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
Brazilian review of econometrics : the review of the Brazilian Econometric Society
1
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Economic dynamics and sustainable development ; Part 1
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1
Explicit representations for utility indifference prices
Hess, Markus
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10012625986
Saved in:
2
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
3
Portfolio optimization under fast mean-reverting and rough fractional stochastic environment
Fouque, Jean-Pierre
;
Hu, Ruimeng
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 361-388
Persistent link: https://www.econbiz.de/10012129167
Saved in:
4
Financial jeopardy
Madan, Dilip B.
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10011746988
Saved in:
5
Martingale property of exponential semimartingales : a note on explicit conditions and applications to asset price and Libor models
Criens, David
;
Glau, Kathrin
;
Grbac, Zorana
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 23-37
Persistent link: https://www.econbiz.de/10011746992
Saved in:
6
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément
;
Tankov, Peter
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 197-235
Persistent link: https://www.econbiz.de/10011704228
Saved in:
7
Indifference fee rate for variable annuities
Chevalier, Etienne
;
Lim, Thomas
;
Romero, Ricardo Romo
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 278-308
Persistent link: https://www.econbiz.de/10011704242
Saved in:
8
On the minimal entropy martingale measure and multinomial lattices with cumulants
Ssebugenyi, Cyrus Seera
;
Mwaniki, Ivivi Joseph
; …
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 359-379
Persistent link: https://www.econbiz.de/10010187658
Saved in:
9
Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
Applied mathematical finance
18
(
2011
)
3/4
,
pp. 245-276
Persistent link: https://www.econbiz.de/10009381930
Saved in:
10
General lower bounds for arithmetic Asian option prices
Albrecher, H.
;
Mayer, Philipp
;
Schoutens, W.
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 123-149
Persistent link: https://www.econbiz.de/10003751123
Saved in:
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