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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Bayes-Statistik"
~subject:"Deutschland"
~subject:"Portfolio selection"
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Bayes-Statistik
Deutschland
Portfolio selection
Stochastic process
115
Stochastischer Prozess
115
Theorie
81
Theory
81
Option pricing theory
62
Optionspreistheorie
62
Volatility
49
Volatilität
49
Portfolio-Management
27
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14
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stochastic volatility
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Benth, Fred Espen
2
Guéant, Olivier
2
Xu, Zuo Quan
2
Zhou, Xun Yu
2
Bank, Peter
1
Baum, Dietmar
1
Björk, Tomas
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Cherny, Alexander S.
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Costin, Ovidiu
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1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
90
European journal of operational research : EJOR
76
International journal of theoretical and applied finance
54
Finance and stochastics
43
Quantitative finance
37
Journal of economic dynamics & control
29
Journal of econometrics
26
Mathematical methods of operations research
25
Journal of mathematical finance
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Risks : open access journal
23
Journal of banking & finance
21
Annals of finance
20
Applied mathematical finance
20
Computational economics
19
Finance research letters
18
Journal of risk and financial management : JRFM
18
Econometric reviews
16
Mathematics and financial economics
16
Scandinavian actuarial journal
16
CAMA working paper series
15
Discussion paper / Tinbergen Institute
15
International journal of financial engineering
15
Economic modelling
12
Energy economics
12
Working paper
12
Astin bulletin : the journal of the International Actuarial Association
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Mathematics of operations research
11
Research paper series / Swiss Finance Institute
11
Computational Management Science : CMS
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
IMA journal of management mathematics
10
SpringerLink / Bücher
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Applied economics
9
Journal of empirical finance
9
Operations research
9
Operations research letters
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ECONIS (ZBW)
27
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1
Impact of time illiquidity in a mixed market without full observation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 401-437
Persistent link: https://www.econbiz.de/10011752503
Saved in:
2
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
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
Optimal investment with intermediate consumption and random endowment
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10011739444
Saved in:
6
A note on the quantile formulation
Xu, Zuo Quan
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 589-601
Persistent link: https://www.econbiz.de/10011583612
Saved in:
7
Multidimensional dynamic risk measure via conditional g-expectation
Xu, Yuhong
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Saved in:
8
Expectations of functions of stochastic time with application to credit risk modeling
Costin, Ovidiu
;
Gordy, Michael B.
;
Huang, Min
; …
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 748-784
Persistent link: https://www.econbiz.de/10011583796
Saved in:
9
Optimal execution of a VWAP order : a stochastic control approach
Frei, Christoph
;
Westray, Nicholas
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 612-639
Persistent link: https://www.econbiz.de/10011350559
Saved in:
10
General intensity shapes in optimal liquidation
Guéant, Olivier
;
Lehalle, Charles-Albert
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 457-495
Persistent link: https://www.econbiz.de/10011350585
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