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~isPartOf:"Finance and stochastics"
~subject:"Stochastic process"
~subject:"Transaktionskosten"
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Stochastic process
Transaktionskosten
Portfolio selection
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Theorie
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Theory
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Stochastischer Prozess
42
Mathematical programming
29
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Kabanov, Jurij M.
5
Muhle-Karbe, Johannes
4
Choulli, Tahir
3
Lépinette, Emmanuel
3
Sass, Jörn
3
Schachermayer, Walter
3
Aksamit, Anna
2
Belak, Christoph
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Björk, Tomas
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Deng, Jun
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Fukasawa, Masaaki
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Grépat, Julien
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Guasoni, Paolo
2
Jeanblanc, Monique
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Karatzas, Ioannis
2
Kim, Donghan
2
Klüppelberg, Claudia
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Murgoci, Agatha
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Pliska, Stanley R.
2
Soner, Halil Mete
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1
Altarovici, Albert Michael
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Cai, Jiatu
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Finance and stochastics
Insurance / Mathematics & economics
95
European journal of operational research : EJOR
76
International journal of theoretical and applied finance
69
Quantitative finance
48
Mathematical finance : an international journal of mathematics, statistics and financial theory
42
Journal of economic dynamics & control
35
Journal of banking & finance
29
Mathematical methods of operations research
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Applied mathematical finance
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Research paper series / Swiss Finance Institute
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Finance research letters
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Risks : open access journal
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Mathematics and financial economics
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Annals of finance
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Scandinavian actuarial journal
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International journal of financial engineering
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Journal of risk and financial management : JRFM
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Astin bulletin : the journal of the International Actuarial Association
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The review of financial studies
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Computational Management Science : CMS
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IMA journal of management mathematics
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NBER working paper series
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The journal of computational finance
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Working paper / National Bureau of Economic Research, Inc.
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Economic modelling
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The journal of finance : the journal of the American Finance Association
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Computers & operations research : and their applications to problems of world concern ; an international journal
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NBER Working Paper
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OR spectrum : quantitative approaches in management
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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International review of financial analysis
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Journal of empirical finance
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ECONIS (ZBW)
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Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix
;
Ferrari, Giorgio
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 713-768
Persistent link: https://www.econbiz.de/10014328989
Saved in:
2
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
3
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
4
My journey through finance and stochastics
Musiela, Marek
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
Saved in:
5
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge
;
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
Saved in:
6
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
Saved in:
7
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
8
Market-to-book ratio in stochastic portfolio theory
Kim, Donghan
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 401-434
Persistent link: https://www.econbiz.de/10014253650
Saved in:
9
Log-optimal and numéraire portfolios for market models stopped at a random time
Choulli, Tahir
;
Yansori, Sina
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 535-585
Persistent link: https://www.econbiz.de/10013440235
Saved in:
10
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
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