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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Optionspreistheorie"
~subject:"Stochastic process"
~subject:"Volatilität"
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Optionspreistheorie
Stochastic process
Volatilität
Hedging
65
Theorie
58
Theory
58
Option pricing theory
39
Portfolio selection
15
Portfolio-Management
15
Stochastischer Prozess
14
Transaction costs
13
Transaktionskosten
13
Option trading
11
Optionsgeschäft
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Volatility
11
Black-Scholes model
8
Black-Scholes-Modell
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Derivat
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Derivative
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Incomplete market
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Unvollkommener Markt
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CAPM
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Martingal
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Search theory
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Share price
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Suchtheorie
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Yield curve
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Zinsstruktur
3
hedging
3
transaction costs
3
Arbitrage
2
Currency derivative
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English
45
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Dolinsky, Yan
2
Kallsen, Jan
2
Madan, Dilip B.
2
Pagès, Gilles
2
Renault, Eric
2
Černý, Aleš
2
Ankirchner, Stefan
1
Aïd, René
1
Bally, Vlad
1
Bank, Peter
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Bardou, O.
1
Baum, Dietmar
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1
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1
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1
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1
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1
Frikha, N.
1
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1
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1
Gobet, Emmanuel
1
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1
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1
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1
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1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
77
The journal of futures markets
49
Energy economics
45
Finance and stochastics
40
Applied mathematical finance
36
Journal of banking & finance
30
Quantitative finance
28
Insurance / Mathematics & economics
27
Finance research letters
26
International review of financial analysis
22
The North American journal of economics and finance : a journal of financial economics studies
22
Journal of economic dynamics & control
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Discussion paper / Tinbergen Institute
18
Review of derivatives research
17
European journal of operational research : EJOR
16
Research paper series / Swiss Finance Institute
15
Working paper / National Bureau of Economic Research, Inc.
15
Economic modelling
14
NBER working paper series
14
Risks : open access journal
14
International review of economics & finance : IREF
13
Research in international business and finance
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Computational economics
12
Applied economics
11
The European journal of finance
11
Annals of finance
10
Discussion paper / B
10
Journal of international financial markets, institutions & money
10
Journal of risk and financial management : JRFM
10
Mathematical methods of operations research
10
International journal of financial engineering
9
Journal of mathematical finance
9
NBER Working Paper
9
Risk and decision analysis
9
Swiss Finance Institute Research Paper
9
The journal of computational finance
9
Computers & operations research : and their applications to problems of world concern ; an international journal
8
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ECONIS (ZBW)
45
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1
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:
2
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:
3
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:
4
Model-independent lower bound on variance SWAPS
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
Saved in:
5
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:
6
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
7
CVaR
hedging
using quantization-based stochastic approximation algorithm
Bardou, O.
;
Frikha, N.
;
Pagès, Gilles
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 184-229
Persistent link: https://www.econbiz.de/10011550286
Saved in:
8
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
9
Limit theorems for partial
hedging
under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
10
Simple processes and the pricing and
hedging
of Cliquets
Madan, Dilip B.
;
Schoutens, Wim
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 198-216
Persistent link: https://www.econbiz.de/10009712550
Saved in:
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