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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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CAPM
90
Theorie
77
Theory
77
Option pricing theory
19
Optionspreistheorie
19
Portfolio selection
18
Portfolio-Management
18
Incomplete market
16
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16
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16
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16
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9
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fundamental theorem of asset pricing
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Derivat
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English
90
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Schachermayer, Walter
5
Aase, Knut K.
3
Delbaen, Freddy
3
Frittelli, Marco
3
Kardaras, Constantinos
3
Madan, Dilip B.
3
Platen, Eckhard
3
Schweizer, Martin
3
Elliott, Robert J.
2
Jarrow, Robert A.
2
Kallsen, Jan
2
Klein, Irene
2
Yor, Marc
2
Černý, Aleš
2
Acciaio, B.
1
Acciaio, Beatrice
1
Ahn, Chang-mo
1
Aquilina, J.
1
Barski, Michał
1
Barucci, Emilio
1
Basak, Suleyman
1
Bayraktar, Erhan
1
Beiglböck, M.
1
Bellini, Fabio
1
Benhamou, Eric
1
Biagini, Francesca
1
Biagini, Sara
1
Bielecki, Tomasz R.
1
Bouchard, Bruno
1
Boyle, Phelim P.
1
Bélanger, Alain
1
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1
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1
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1
Chang, Eric Chieh
1
Chateauneuf, Alain
1
Chen, Xinfu
1
Cheng, B. N.
1
Cheng, Huibin
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
389
Working paper / National Bureau of Economic Research, Inc.
330
Journal of financial economics
320
Journal of banking & finance
277
NBER Working Paper
274
The journal of finance : the journal of the American Finance Association
253
The review of financial studies
224
Finance research letters
196
Journal of economic dynamics & control
175
Journal of empirical finance
163
International review of financial analysis
134
Journal of financial and quantitative analysis : JFQA
124
Management science : journal of the Institute for Operations Research and the Management Sciences
118
Economics letters
109
Pacific-Basin finance journal
104
Discussion paper / Centre for Economic Policy Research
98
Research paper series / Swiss Finance Institute
97
International review of economics & finance : IREF
96
Applied economics
95
Economic modelling
88
Review of quantitative finance and accounting
87
Journal of international financial markets, institutions & money
84
Journal of international money and finance
84
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
81
International journal of theoretical and applied finance
80
Journal of econometrics
80
Applied financial economics
77
The journal of futures markets
77
Working paper
77
Finance and stochastics
74
Journal of monetary economics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Journal of economic theory
66
Discussion papers / CEPR
63
Annals of finance
61
The journal of portfolio management : a publication of Institutional Investor
60
Swiss Finance Institute Research Paper
57
Journal of mathematical economics
56
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ECONIS (ZBW)
90
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51
The fundamental theorem of asset pricing under proportional transaction costs in finite discrete time
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 19-48
Persistent link: https://www.econbiz.de/10001917667
Saved in:
52
On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
;
Schürger, Klaus
;
Taksar, Michael I.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
Saved in:
53
A partially observed model for micromovement of asset prices with Bayes estimation via filtering
Zeng, Yong
- In:
Mathematical finance : an international journal of …
13
(
2003
)
3
,
pp. 411-444
Persistent link: https://www.econbiz.de/10001782290
Saved in:
54
Special issue: Conference on Applications of Malliavin Calculus in Finance
2003
Persistent link: https://www.econbiz.de/10001765613
Saved in:
55
The price-volatility feedback rate : an implementable mathematical indicator of market stability
Barucci, Emilio
;
Malliavin, Paul
;
Mancino, Maria Elvira
; …
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 17-35
Persistent link: https://www.econbiz.de/10001765629
Saved in:
56
Optimal Malliavin weighting function for the computation of the Greeks
Benhamou, Eric
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 37-53
Persistent link: https://www.econbiz.de/10001765632
Saved in:
57
On the existence of minimax martingale measures
Bellini, Fabio
;
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001686149
Saved in:
58
Dynamic arbitrage-free asset pricing with proportional transaction costs
Zhang, Shunming
;
Xu, Chunlei
;
Deng, Xiaotie
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 89-97
Persistent link: https://www.econbiz.de/10001686175
Saved in:
59
Equilibrium pricing in the presence of cumulative dividends following a diffusion
Aase, Knut K.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
3
,
pp. 173-198
Persistent link: https://www.econbiz.de/10001686364
Saved in:
60
Pricing of new securities in an incomplete market : the catch 22 of no-arbitrage pricing
Boyle, Phelim P.
;
Wang, Tan
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 267-284
Persistent link: https://www.econbiz.de/10001651136
Saved in:
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