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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Hedging"
~subject:"Mathematical programming"
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Hedging
Mathematical programming
Portfolio selection
177
Portfolio-Management
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Theorie
154
Theory
154
Incomplete market
27
Stochastic process
27
Stochastischer Prozess
27
Unvollkommener Markt
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Option pricing theory
22
Optionspreistheorie
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Martingal
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Cvitanić, Jakša
2
Nutz, Marcel
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Xu, Zuo Quan
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1
Bank, Peter
1
Baum, Dietmar
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Björk, Tomas
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1
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Jianfeng Zhang
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Mathematical finance : an international journal of mathematics, statistics and financial theory
European journal of operational research : EJOR
135
Finance research letters
54
International journal of theoretical and applied finance
54
Finance and stochastics
50
Research paper series / Swiss Finance Institute
44
Journal of banking & finance
42
Insurance / Mathematics & economics
40
Quantitative finance
38
Swiss Finance Institute Research Paper
36
Journal of economic dynamics & control
34
Computational economics
33
Economic modelling
33
International review of financial analysis
32
Energy economics
31
The North American journal of economics and finance : a journal of financial economics studies
28
The journal of futures markets
28
Mathematics and financial economics
27
Applied economics
26
Computers & operations research : and their applications to problems of world concern ; an international journal
25
Applied mathematical finance
24
Journal of risk and financial management : JRFM
24
The journal of asset management
24
International review of economics & finance : IREF
23
Journal of mathematical finance
23
Risks : open access journal
22
Management science : journal of the Institute for Operations Research and the Management Sciences
21
The European journal of finance
21
Journal of the Operational Research Society
19
Journal of financial economics
18
Mathematical methods of operations research
18
OR spectrum : quantitative approaches in management
18
Operations research letters
17
The journal of portfolio management : a publication of Institutional Investor
17
The review of financial studies
17
Operations research
16
Research in international business and finance
16
NBER working paper series
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Computational Management Science : CMS
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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
A state-constrained differential game arising in optimal portfolio liquidation
Schied, Alexander
;
Zhang, Tao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 779-802
Persistent link: https://www.econbiz.de/10011764972
Saved in:
4
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:
5
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:
6
On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
Saved in:
7
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
Saved in:
8
Utility maximization under model uncertainty in discrete time
Nutz, Marcel
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 252-268
Persistent link: https://www.econbiz.de/10011577139
Saved in:
9
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:
10
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
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