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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Dynamische Optimierung"
~subject:"Martingal"
~subject:"Option pricing theory"
~subject:"Securities trading"
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Dynamische Optimierung
Martingal
Option pricing theory
Securities trading
Control theory
23
Kontrolltheorie
23
Theorie
15
Theory
15
Stochastic process
14
Stochastischer Prozess
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stochastic optimal control
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swing options
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Arbitrage pricing
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Bender, Christian
2
Dokučaev, Nikolaj G.
2
Bayraktar, Erhan
1
Björk, Tomas
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Evstigneev, Igor V.
1
Frei, Christoph
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Gombani, Andrea
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Korn, Ralf
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Li, Duan
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Liang, Jianfeng
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Ludkovski, Michael
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Murgoci, Agatha
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Runggaldier, Wolfgang J.
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Samperi, Dominick
1
Schürger, Klaus
1
Taksar, Michael I.
1
Westray, Nicholas
1
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1
Zhou, Xun Yu
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
8
Risks : open access journal
8
Insurance / Mathematics & economics
7
Operations research
7
European journal of operational research : EJOR
6
Finance and stochastics
6
Mathematics of operations research
5
Applied mathematical finance
4
CoFE discussion papers
4
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
4
Journal of risk and financial management : JRFM
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Computational economics
3
Journal of economic dynamics & control
3
Mathematics and financial economics
3
Quantitative finance
3
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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CESifo Working Paper Series
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CESifo working papers
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Cooperative networks : control and optimization ; [6th International Conference on Cooperative Control and Optimization ... February 1 - 3, 2006 in Gainesville, Florida]
2
Economics / Discussion papers : the open-access, open-assessment e-journal
2
INFORMS journal on applied analytics
2
International journal of production economics
2
Journal of mathematical finance
2
Journal of revenue and pricing management
2
Journal of scheduling
2
Journal of the Operational Research Society : OR
2
Manufacturing & service operations management : M & SOM
2
Mathematical methods of operations research
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Natural resource modeling : the official journal of the Resource Modeling Association
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OR spectrum : quantitative approaches in management
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Operations research letters
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SFB 649 discussion paper
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SSRI working paper
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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American journal of agricultural economics
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1
A first-order BSPDE for swing option pricing : classical solutions
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 902-925
Persistent link: https://www.econbiz.de/10011764986
Saved in:
2
A first-order BSPDE for swing option pricing
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 461-491
Persistent link: https://www.econbiz.de/10011583530
Saved in:
3
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:
4
Liquidation in limit order books with controlled intensity
Bayraktar, Erhan
;
Ludkovski, Michael
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 627-650
Persistent link: https://www.econbiz.de/10011308178
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
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
7
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:
8
On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
;
Schürger, Klaus
;
Taksar, Michael I.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
Saved in:
9
Calibrating a diffusion pricing model with uncertain volatility: regularization and stability
Samperi, Dominick
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 71-87
Persistent link: https://www.econbiz.de/10001686213
Saved in:
10
Value preserving strategies and a general framework for local approaches to optimal portfolios
Korn, Ralf
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 227-241
Persistent link: https://www.econbiz.de/10002177631
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