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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Black-Scholes-Modell"
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Black-Scholes-Modell
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hedging
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Bermin, Hans-Peter
2
Dolinsky, Yan
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Frey, Rüdiger
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1
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1
Stremme, Alexander
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
16
Applied mathematical finance
6
Quantitative finance
6
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3
Finance and stochastics
3
Finance research letters
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International journal of financial engineering
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Wiley trading series
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Advanced mathematical methods for finance
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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Advances in futures and options research : a research annual
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Annals of economics and statistics
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Bewertung und Einsatz von Finanzderivaten
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Contributions to accounting and finance : essays in honour of Paavo Yli-Olli
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Decisions in economics and finance : a journal of applied mathematics
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion paper / Department of Economics, University of California San Diego
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1
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
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
The cost of illiquidity and its effects on hedging
Rogers, Leonard C. G.
;
Singh, Surbjeet
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10008666989
Saved in:
4
Hedging under gamma constraints by optimal stopping and face-lifting
Soner, Halil Mete
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10003543104
Saved in:
5
Hedging options : the Malliavin calculus approach versus the -hedging approach
Bermin, Hans-Peter
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001765649
Saved in:
6
A general approach to hedging options: applications to barrier and partial barrier options
Bermin, Hans-Peter
- In:
Mathematical finance : an international journal of …
12
(
2002
)
3
,
pp. 199-218
Persistent link: https://www.econbiz.de/10001686368
Saved in:
7
European-type contingent claims in an incomplete market with constrained wealth and portfolio
Yong, Jiongmin
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 387-412
Persistent link: https://www.econbiz.de/10001444273
Saved in:
8
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 351-374
Persistent link: https://www.econbiz.de/10001232778
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