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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Portfolio selection"
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Portfolio selection
Yield curve
69
Zinsstruktur
69
Theorie
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Theory
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Option pricing theory
33
Optionspreistheorie
33
Stochastic process
12
Stochastischer Prozess
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Volatilität
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Jarrow, Robert A.
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Dermody, Jaime C.
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Lando, David
1
Madan, Dilip B.
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Rockafellar, Ralph Tyrrell
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Yu, Fan
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
13
NBER working paper series
9
Europäische Hochschulschriften / 5
7
International journal of theoretical and applied finance
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The journal of fixed income
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International review of financial analysis
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Lecture notes in economics and mathematical systems : LNEMS
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The European journal of finance
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Working papers series / Federal Reserve Bank of San Francisco
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ASTIN bulletin : the journal of the International Actuarial Association
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1
Default risk and diversification : theory and empirical implications
Jarrow, Robert A.
;
Lando, David
;
Yu, Fan
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10002582739
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2
Tax basis and nonlinearity in cash stream valuation
Dermody, Jaime C.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 97-119
Persistent link: https://www.econbiz.de/10001185059
Saved in:
3
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
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