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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Transaktionskosten"
~subject:"Volatilität"
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Transaktionskosten
Volatilität
Theorie
38
Theory
38
Transaction costs
30
Portfolio selection
23
Portfolio-Management
23
Option pricing theory
18
Optionspreistheorie
18
Search theory
17
Suchtheorie
17
Stochastic process
13
Stochastischer Prozess
13
Financial economics
11
Kapitalmarkttheorie
11
transaction costs
10
Hedging
9
optimal stopping
7
Arbitrage Pricing
6
Arbitrage pricing
6
Black-Scholes model
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Black-Scholes-Modell
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Option trading
6
Optionsgeschäft
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Agentenbasierte Modellierung
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Börsenkurs
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Finanzmarkt
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Volatility
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superhedging
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Cordero, Fernando
2
Konno, Hiroshi
2
Leung, Tim
2
Perez-Ostafe, Lavinia
2
Roux, Alet
2
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2
Allaj, Erindi
1
Ané, Thierry
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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1
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1
Düring, Bertram
1
Fabozzi, Frank J.
1
Fournié, Michel
1
Hamel, Andreas
1
Iyigunler, Ismail
1
Josephy, Norman H.
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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1
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1
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International journal of theoretical and applied finance
NBER working paper series
104
Working paper / National Bureau of Economic Research, Inc.
100
NBER Working Paper
81
Europäische Hochschulschriften / 5
74
Journal of economic behavior & organization : JEBO
73
Finance and stochastics
67
Discussion paper / Centre for Economic Policy Research
65
The journal of finance : the journal of the American Finance Association
58
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
56
The review of financial studies
52
Journal of business research : JBR
50
Discussion paper / Tinbergen Institute
49
Journal of banking & finance
49
Journal of economic dynamics & control
47
Journal of financial economics
47
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
45
Journal of institutional and theoretical economics : JITE
44
Economics letters
43
Gabler Edition Wissenschaft
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
42
American journal of agricultural economics
41
CESifo working papers
40
Applied economics
38
Working paper
37
Policy research working paper : WPS
36
Industrial marketing management : the international journal for industrial and high-tech firms
35
Economic modelling
33
The journal of law, economics, & organization
32
Journal of financial markets
30
SpringerLink / Bücher
30
Research paper series / Swiss Finance Institute
29
Journal of institutional economics
28
Strategic management journal
28
The journal of trading
28
Discussion paper
27
International review of economics & finance : IREF
27
Finance research letters
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Economic inquiry : journal of the Western Economic Association International
25
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ECONIS (ZBW)
34
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1
Mean reversion trading with sequential deadlines and transaction costs
Kitapbayev, Yerkin
;
Leung, Tim
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011846482
Saved in:
2
Pricing and hedging game options in currency models with proportional transaction costs
Roux, Alet
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011568851
Saved in:
3
Investor's sentiment in multi-agent model of the continuous double auction
Lykov, Alexander
;
Muzychka, Stepan
;
Vaninsky, Kirill
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011572394
Saved in:
4
Singular perturbation expansion for utility maximization with order-ϵ quadratic transaction costs
Chandra, Shiva
;
Papanicolaou, Andrew
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012153330
Saved in:
5
Shortfall risk minimization under fixed transaction costs
Nayman, Niv
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
Saved in:
6
Conditional-mean hedging under transaction costs in Gaussian models
Sottinen, Tommi
;
Viitasaari, Lauri
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011854596
Saved in:
7
On the numerical aspects of optimal option hedging with transaction costs
Josephy, Norman H.
;
Kimball, Lucia
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011686780
Saved in:
8
Implicit transaction costs and the fundamental theorems of asset pricing
Allaj, Erindi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011686967
Saved in:
9
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
10
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
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