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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivat"
~subject:"Stochastischer Prozess"
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Derivat
Stochastischer Prozess
Portfolio selection
177
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177
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154
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27
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27
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
91
European journal of operational research : EJOR
72
International journal of theoretical and applied finance
66
Finance and stochastics
50
Quantitative finance
44
Journal of economic dynamics & control
30
Journal of banking & finance
27
Mathematical methods of operations research
25
Risks : open access journal
25
Journal of mathematical finance
24
Applied mathematical finance
23
Finance research letters
22
Annals of finance
21
International journal of financial engineering
18
Scandinavian actuarial journal
18
Computational economics
17
Mathematics and financial economics
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SpringerLink / Bücher
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The journal of futures markets
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Journal of risk and financial management : JRFM
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Research paper series / Swiss Finance Institute
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The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The North American journal of economics and finance : a journal of financial economics studies
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Economic modelling
12
Computational Management Science : CMS
11
Energy economics
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IMA journal of management mathematics
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Journal of financial and quantitative analysis : JFQA
11
The journal of asset management
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The journal of computational finance
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Applied economics
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Asia-Pacific financial markets
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Bank- und finanzwirtschaftliche Forschungen
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Advances in futures and options research : a research annual
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Astin bulletin : the journal of the International Actuarial Association
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Mathematics of operations research
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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
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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 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:
10
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
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