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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Hedging
65
Theorie
58
Theory
58
Option pricing theory
39
Portfolio selection
15
Portfolio-Management
15
Stochastic process
14
Stochastischer Prozess
14
Transaction costs
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Transaktionskosten
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11
Optionsgeschäft
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Martingal
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Zinsstruktur
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hedging
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transaction costs
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Dolinsky, Yan
2
Kallsen, Jan
2
Madan, Dilip B.
2
Renault, Eric
2
Černý, Aleš
2
Ankirchner, Stefan
1
Aïd, René
1
Bally, Vlad
1
Bank, Peter
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Baum, Dietmar
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Grannan, E. R.
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Guasoni, Paolo
1
Guéant, Olivier
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
62
Applied mathematical finance
29
Finance and stochastics
29
The journal of futures markets
28
Quantitative finance
27
Journal of banking & finance
23
Insurance / Mathematics & economics
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Journal of economic dynamics & control
15
Review of derivatives research
14
Research paper series / Swiss Finance Institute
13
Risks : open access journal
12
Energy economics
10
European journal of operational research : EJOR
10
The journal of computational finance
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Risk and decision analysis
9
Computational economics
8
Discussion paper / B
8
Mathematical methods of operations research
8
Swiss Finance Institute Research Paper
8
The European journal of finance
8
Finance research letters
7
International journal of financial engineering
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Journal of risk and financial management : JRFM
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
NBER working paper series
6
The North American journal of economics and finance : a journal of financial economics studies
6
Advanced mathematical methods for finance
5
Advances in futures and options research : a research annual
5
Annals of finance
5
Applied economics
5
Bonn Econ Discussion Papers / BGSE
5
CoFE discussion papers
5
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
International review of economics & finance : IREF
5
Mathematical finance
5
Mathematics and financial economics
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
A structural risk-neutral model for pricing and hedging power derivatives
Aïd, René
;
Campi, Luciano
;
Langrené, Nicolas
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 387-438
Persistent link: https://www.econbiz.de/10009783361
Saved in:
8
Series expansion of the SABR joint density
Wu, Qi
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 310-345
Persistent link: https://www.econbiz.de/10009613197
Saved in:
9
The tracking error rate of the Delta-Gamma hedging strategy
Gobet, Emmanuel
;
Makhlouf, Azmi
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 277-309
Persistent link: https://www.econbiz.de/10009613201
Saved in:
10
Perfect and partial hedging for swing game options in discrete time
Dolinsky, Yan
;
Iron, Yonathan
;
Kifer, Yuri
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 447-474
Persistent link: https://www.econbiz.de/10009155203
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