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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Delbaen, Freddy"
~person:"Gouriéroux, Christian"
~person:"Kabanov, Jurij M."
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Hedging
5
Theorie
5
Theory
5
Currency derivative
2
Derivat
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Derivative
2
Devisenmarkt
2
Dual optimization problem
2
Duales Optimierungsproblem
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Delbaen, Freddy
Gouriéroux, Christian
Kabanov, Jurij M.
Kallsen, Jan
3
Madan, Dilip B.
3
Černý, Aleš
3
Bermin, Hans-Peter
2
Cvitanić, Jakša
2
Dolinsky, Yan
2
Frey, Rüdiger
2
Pagès, Gilles
2
Platen, Eckhard
2
Renault, Eric
2
Rogers, Leonard C. G.
2
Schweizer, Martin
2
Touzi, Nizar
2
Ankirchner, Stefan
1
Aïd, René
1
Bally, Vlad
1
Bank, Peter
1
Bardou, O.
1
Baum, Dietmar
1
Bayraktar, Erhan
1
Biagini, Francesca
1
Brace, Alan
1
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1
Campi, Luciano
1
Carr, Peter
1
Chalasani, Prasad
1
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1
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1
Du, Ke
1
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1
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1
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1
Gobet, Emmanuel
1
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1
Grannan, E. R.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance and stochastics
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in mathematical economics
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Journal of mathematical economics
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Springer finance
1
Série des documents de travail / Centre de Recherche en Economie et Statistique
1
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ECONIS (ZBW)
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1
Hedging
under transaction costs in currency markets: a discrete-time model
Delbaen, Freddy
;
Kabanov, Jurij M.
;
Valkeila, Esko
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10001686163
Saved in:
2
Hedging
under transaction costs in currency markets: a continuous-time model
Kabanov, Jurij M.
;
Last, Günter
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 63-70
Persistent link: https://www.econbiz.de/10001686166
Saved in:
3
Exponential
hedging
and entropic penalties
Delbaen, Freddy
(
contributor
)
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 99-123
Persistent link: https://www.econbiz.de/10001686219
Saved in:
4
On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Kabanov, Jurij M.
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10001686231
Saved in:
5
Mean-variance
hedging
and numéraire
Gouriéroux, Christian
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 179-200
Persistent link: https://www.econbiz.de/10001245923
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