//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~language:"eng"
~subject:"Transaction costs"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Economics"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Transaction costs
Theorie
68
Theory
68
Transaktionskosten
39
Option pricing theory
25
Optionspreistheorie
25
Portfolio selection
22
Portfolio-Management
22
Search theory
18
Suchtheorie
18
Hedging
16
CAPM
9
Financial economics
9
Kapitalmarkttheorie
9
Stochastic process
9
Stochastischer Prozess
9
Black-Scholes model
7
Black-Scholes-Modell
7
Option trading
7
Optionsgeschäft
7
transaction costs
7
Arbitrage
6
Martingal
6
Martingale
6
Control theory
5
Economics of information
5
Informationsökonomik
5
Kontrolltheorie
5
Volatility
5
Volatilität
5
Economics of insurance
4
Economy of time
4
Equilibrium theory
4
Erwartungsnutzen
4
Expected utility
4
Gleichgewichtstheorie
4
Incomplete market
4
Risiko
4
Risk
4
Unvollkommener Markt
4
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
39
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Language
All
English
Author
All
Muhle-Karbe, Johannes
3
Guasoni, Paolo
2
Kabanov, Jurij M.
2
Kallsen, Jan
2
Muthuraman, Kumar
2
Pliska, Stanley R.
2
Schachermayer, Walter
2
Wilmott, Paul
2
Akian, Marianne
1
Atkinson, Colin
1
Bensaïd, Bernard
1
Bielecki, Tomasz R.
1
Bouchard, Bruno
1
Buescu, Cristin
1
Cadenillas, Abel
1
Cascos, Ignacio
1
Chalasani, Prasad
1
Chateauneuf, Alain
1
Cialenco, Igor
1
Cvitanić, Jakša
1
Czichowsky, Christoph
1
Delbaen, Freddy
1
Deng, Xiaotie
1
Dolinsky, Yan
1
Grandits, Peter
1
Grannan, E. R.
1
Guéant, Olivier
1
Huu, Adrien Nguyen
1
Iyengar, Garud
1
Jha, Somesh
1
Jouini, Elyès
1
Jun, Wang
1
Kallal, Hédi D.
1
Karatzas, Ioannis
1
Kast, Robert
1
Kumar, Sunil
1
Kōnstantinidēs, Giōrgos
1
Lapied, André
1
Last, Günter
1
Lepinette, Emmanuel
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
87
Working paper / National Bureau of Economic Research, Inc.
83
NBER Working Paper
67
Finance and stochastics
64
Journal of economic behavior & organization : JEBO
61
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
55
Discussion paper / Centre for Economic Policy Research
53
The journal of finance : the journal of the American Finance Association
51
Journal of business research : JBR
48
The review of financial studies
48
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
45
Journal of banking & finance
45
Journal of institutional and theoretical economics : JITE
44
Discussion paper / Tinbergen Institute
43
Journal of financial economics
42
American journal of agricultural economics
40
Economics letters
37
Industrial marketing management : the international journal for industrial and high-tech firms
35
CESifo working papers
34
Journal of economic dynamics & control
34
The journal of law, economics, & organization
32
International journal of theoretical and applied finance
30
Policy research working paper : WPS
30
Applied economics
29
Journal of financial markets
29
Working paper
29
The journal of trading
28
Journal of institutional economics
27
Research paper series / Swiss Finance Institute
27
Strategic management journal
27
International review of economics & finance : IREF
25
Economic inquiry : journal of the Western Economic Association International
23
Industrial and corporate change
23
Organization science : a journal of the Institute for Operations Research and the Management Sciences ; bridging disciplines to advance knowledge of organizations
23
Swiss Finance Institute Research Paper
23
The American economic review
23
The journal of futures markets
23
Discussion paper
22
European journal of law and economics
22
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
6
Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
Saved in:
7
Option pricing and hedging with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
8
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
9
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
10
No marginal arbitrage of the second kind for high production regimes in discrete time production-investment models with proportional transaction costs
Bouchard, Bruno
;
Huu, Adrien Nguyen
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 366-386
Persistent link: https://www.econbiz.de/10009722532
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->