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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Option pricing theory"
~subject:"Transaktionskosten"
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Option pricing theory
Transaktionskosten
Theorie
68
Theory
68
Transaction costs
39
Optionspreistheorie
25
Portfolio selection
22
Portfolio-Management
22
Search theory
18
Suchtheorie
18
Hedging
16
CAPM
9
Financial economics
9
Kapitalmarkttheorie
9
Stochastic process
9
Stochastischer Prozess
9
Black-Scholes model
7
Black-Scholes-Modell
7
Option trading
7
Optionsgeschäft
7
transaction costs
7
Arbitrage
6
Martingal
6
Martingale
6
Control theory
5
Economics of information
5
Informationsökonomik
5
Kontrolltheorie
5
Volatility
5
Volatilität
5
Economics of insurance
4
Economy of time
4
Equilibrium theory
4
Erwartungsnutzen
4
Expected utility
4
Gleichgewichtstheorie
4
Incomplete market
4
Risiko
4
Risk
4
Unvollkommener Markt
4
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Article
52
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52
Aufsatz in Zeitschrift
52
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English
52
Author
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Muhle-Karbe, Johannes
3
Muthuraman, Kumar
3
Guasoni, Paolo
2
Kabanov, Jurij M.
2
Kallsen, Jan
2
Pliska, Stanley R.
2
Schachermayer, Walter
2
Wilmott, Paul
2
Akian, Marianne
1
Amin, Kaushik I.
1
Atkinson, Colin
1
Bally, Vlad
1
Bender, Christian
1
Bensaïd, Bernard
1
Bensoussan, Alain
1
Biagini, Francesca
1
Bielecki, Tomasz R.
1
Björk, Tomas
1
Bouchard, Bruno
1
Buescu, Cristin
1
Cadenillas, Abel
1
Cascos, Ignacio
1
Chalasani, Prasad
1
Chateauneuf, Alain
1
Christensen, Sören
1
Cialenco, Igor
1
Cutland, Nigel
1
Cvitanić, Jakša
1
Czichowsky, Christoph
1
Dai, Min
1
Delbaen, Freddy
1
Deng, Xiaotie
1
Dokučaev, Nikolaj G.
1
Dolinsky, Yan
1
Duffie, Darrell
1
Eberlein, Ernst
1
Goodman, Jonathan
1
Grandits, Peter
1
Grannan, E. R.
1
Guéant, Olivier
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
88
Working paper / National Bureau of Economic Research, Inc.
85
Finance and stochastics
77
Europäische Hochschulschriften / 5
75
NBER Working Paper
68
Journal of economic behavior & organization : JEBO
61
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
56
Discussion paper / Centre for Economic Policy Research
53
The journal of finance : the journal of the American Finance Association
52
The review of financial studies
49
Journal of business research : JBR
48
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
45
Journal of banking & finance
45
Discussion paper / Tinbergen Institute
44
Journal of financial economics
44
Journal of institutional and theoretical economics : JITE
44
Gabler Edition Wissenschaft
43
American journal of agricultural economics
40
International journal of theoretical and applied finance
40
Journal of economic dynamics & control
38
Economics letters
37
CESifo working papers
35
Industrial marketing management : the international journal for industrial and high-tech firms
35
SpringerLink / Bücher
33
The journal of law, economics, & organization
32
Policy research working paper : WPS
30
Working paper
30
Applied economics
29
Journal of financial markets
29
The journal of trading
28
Journal of institutional economics
27
Research paper series / Swiss Finance Institute
27
Strategic management journal
27
International review of economics & finance : IREF
25
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Economic inquiry : journal of the Western Economic Association International
24
Discussion paper
23
European journal of law and economics
23
Industrial and corporate change
23
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ECONIS (ZBW)
52
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1
Shadow prices for continuous processes
Czichowsky, Christoph
;
Schachermayer, Walter
;
Yang, Junjian
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 623-658
Persistent link: https://www.econbiz.de/10011764961
Saved in:
2
The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 659-703
Persistent link: https://www.econbiz.de/10011764966
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
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:
6
Real options with competition and regime switching
Bensoussan, Alain
;
Hoe, SingRu
;
Yan, Zhongfeng
;
Yin, George
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10011739453
Saved in:
7
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
Saved in:
8
Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
Saved in:
9
Option pricing and hedging with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
10
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
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