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~isPartOf:"Quantitative finance"
~subject:"Incomplete Markets"
~subject:"Incomplete markets"
~type_genre:"Article in journal"
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Incomplete Markets
Incomplete markets
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Option pricing theory
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Optionspreistheorie
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Portfolio selection
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Portfolio-Management
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Unvollkommener Markt
2
Allocation constraints
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CAPM
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Dynamic programming
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Heston's stochastic volatility model
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Implied option value
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Mathematische Optimierung
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Realoptionsansatz
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Escobar, Marcos
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Jiang, Jinglu
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Kschonnek, M.
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Mu, Congming
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Quantitative finance
Journal of economic dynamics & control
21
Review of economic dynamics
18
Journal of mathematical economics
12
Economic theory : official journal of the Society for the Advancement of Economic Theory
11
Finance and stochastics
11
Journal of monetary economics
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Economics letters
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European economic review : EER
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Journal of mathematical finance
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Economic theory bulletin
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European journal of operational research : EJOR
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International journal of theoretical and applied finance
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Journal of financial economics
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Journal of international money and finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of economic behavior & organization : JEBO
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Macroeconomic dynamics
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Mathematical social sciences
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Seoul journal of economics
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The review of economic studies : RES
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Annals of finance
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Applied mathematical finance
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Asia-Pacific financial markets
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Atlantic economic journal : AEJ
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Central Bank review / The Central Bank of the Republic of Turkey
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Economic theory
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Economía : revista del Departamento de Economía, Pontificia Universidad Católica del Perú
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Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
2
Real options maximizing survival probability under
incomplete
markets
Jiang, Jinglu
;
Mu, Congming
;
Peng, Juan
;
Yang, Jinqiang
- In:
Quantitative finance
19
(
2019
)
11
,
pp. 1921-1931
Persistent link: https://www.econbiz.de/10012195664
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