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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivat"
~subject:"Dynamische Optimierung"
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Derivat
Dynamische Optimierung
Portfolio selection
177
Portfolio-Management
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Theorie
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Incomplete market
27
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2
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Cont, Rama
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
28
European journal of operational research : EJOR
27
Journal of economic dynamics & control
20
Insurance / Mathematics & economics
19
Journal of banking & finance
19
Finance and stochastics
17
The journal of futures markets
15
Quantitative finance
13
SpringerLink / Bücher
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Bank- und finanzwirtschaftliche Forschungen
10
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The European journal of finance
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Advances in futures and options research : a research annual
9
Energy economics
9
The journal of derivatives : JOD
9
Finance research letters
8
Journal of financial and quantitative analysis : JFQA
8
Journal of risk and financial management : JRFM
8
The journal of fixed income
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Gabler Edition Wissenschaft
7
Journal of mathematical finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Applied mathematical finance
6
Asia-Pacific financial markets
6
International journal of financial engineering
6
Mathematics and financial economics
6
Risks : open access journal
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6
The journal of finance : the journal of the American Finance Association
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Europäische Hochschulschriften / 5
5
International review of economics & finance : IREF
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International review of financial analysis
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Journal of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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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
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
3
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
4
Dynamic portfolio optimization with a defaultable security and regime-switching
Capponi, Agostino
;
Figueroa-López, José E.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 207-249
Persistent link: https://www.econbiz.de/10010357378
Saved in:
5
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
Saved in:
6
Recovering portfolio default intensities implied by CDO quotes
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 94-121
Persistent link: https://www.econbiz.de/10009712557
Saved in:
7
Optimal liquidation of derivative portfolios
Henderson, Vicky
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 365-382
Persistent link: https://www.econbiz.de/10009155206
Saved in:
8
Risk-reward optimization with discrete-time coherent risk
Cherny, Alexander S.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 571-595
Persistent link: https://www.econbiz.de/10008666990
Saved in:
9
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:
10
Evaluating hedging errors : an asymptotic approach
Hayashi, Takaki
;
Mykland, Per A.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 309-343
Persistent link: https://www.econbiz.de/10002725490
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