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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Behavioural finance"
~subject:"Portfolio selection"
~subject:"Stock option"
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Behavioural finance
Portfolio selection
Stock option
Option trading
49
Optionsgeschäft
49
Option pricing theory
38
Optionspreistheorie
38
Theorie
34
Theory
34
Hedging
11
Black-Scholes model
10
Black-Scholes-Modell
10
Volatility
7
Volatilität
7
Stochastic process
5
Stochastischer Prozess
5
Yield curve
5
Zinsstruktur
5
Derivat
4
Derivative
4
Portfolio-Management
4
Search theory
4
Suchtheorie
4
American options
3
Transaction costs
3
Transaktionskosten
3
Börsenkurs
2
Markov chain
2
Markov-Kette
2
Martingal
2
Martingale
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Share price
2
Swap
2
barrier options
2
1993
1
1993-1994
1
Aktie
1
Aktienindex
1
Aktienoption
1
American option
1
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English
5
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Cvitanić, Jakša
1
Dolinsky, Yan
1
Guéant, Olivier
1
Henderson, Vicky
1
Karatzas, Ioannis
1
Li, Duan
1
Liang, Jianfeng
1
Pu, Jiang
1
Sun, Jia
1
Whalley, A. Elizabeth
1
Zhang, Shuzhong
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
24
The journal of futures markets
22
Wiley trading series
16
Review of derivatives research
13
Research paper series / Swiss Finance Institute
9
Insurance / Mathematics & economics
8
International journal of theoretical and applied finance
8
Bloomberg financial series
7
Journal of economic dynamics & control
7
Journal of financial markets
7
Review of quantitative finance and accounting
7
Swiss Finance Institute Research Paper
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The review of financial studies
7
Finance and stochastics
6
Finance research letters
6
Journal of financial and quantitative analysis : JFQA
6
Journal of financial economics
6
The European journal of finance
6
International journal of financial engineering
5
International review of economics & finance : IREF
5
Journal of empirical finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Managerial finance
5
NBER working paper series
5
Pacific-Basin finance journal
5
Quantitative finance
5
SpringerLink / Bücher
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Wiley Trading Ser
5
Applied economics
4
Applied economics letters
4
Asia-Pacific journal of financial studies
4
Finanzmarkt und Portfolio-Management
4
Investment management and financial innovations
4
Journal of mathematical finance
4
Michael J. Brennan Irish Finance Working Paper Series Research Paper
4
NBER Working Paper
4
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ECONIS (ZBW)
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1
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:
2
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:
3
Portfolios of American options under general preferences : results and counterexamples
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 533-566
Persistent link: https://www.econbiz.de/10010486003
Saved in:
4
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
Saved in:
5
Hedging and portfolio optimization under transaction costs : a martingale approach
Cvitanić, Jakša
- In:
Mathematical finance : an international journal of …
6
(
1996
)
2
,
pp. 133-165
Persistent link: https://www.econbiz.de/10001201641
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