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Search: isPartOf_id:10000497062
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Subject
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Theorie
561
Theory
561
Option pricing theory
256
Optionspreistheorie
256
Portfolio selection
179
Portfolio-Management
179
Stochastic process
122
Stochastischer Prozess
122
Volatility
101
Volatilität
101
CAPM
93
Yield curve
70
Zinsstruktur
70
Hedging
69
Incomplete market
66
Unvollkommener Markt
66
Option trading
60
Optionsgeschäft
60
Risiko
53
Risk
53
Derivat
47
Derivative
47
Martingal
45
Martingale
45
Black-Scholes model
42
Black-Scholes-Modell
42
Transaction costs
40
Transaktionskosten
40
Arbitrage
32
Börsenkurs
30
Share price
30
Credit risk
29
Kreditrisiko
29
Mathematical programming
28
Mathematische Optimierung
28
Risikomaß
26
Risk measure
26
Markov chain
23
Markov-Kette
23
Securities trading
23
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Undetermined
68
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Article
660
Book / Working Paper
3
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Article in journal
661
Aufsatz in Zeitschrift
661
Collection of articles of several authors
4
Sammelwerk
4
Konferenzschrift
2
Bibliografie enthalten
1
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1
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1
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Language
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English
663
Author
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Zhou, Xun Yu
13
Jarrow, Robert A.
12
Schachermayer, Walter
12
Rogers, Leonard C. G.
11
Filipović, Damir
10
Platen, Eckhard
10
Delbaen, Freddy
9
Madan, Dilip B.
9
Cont, Rama
8
Guasoni, Paolo
8
Hobson, David G.
8
Linetsky, Vadim
8
Carr, Peter
7
Dai, Min
7
Glasserman, Paul
7
Kallsen, Jan
7
Kardaras, Constantinos
7
Schweizer, Martin
7
Touzi, Nizar
7
Frittelli, Marco
6
Muhle-Karbe, Johannes
6
Yor, Marc
6
Bayraktar, Erhan
5
Bender, Christian
5
Bielecki, Tomasz R.
5
Björk, Tomas
5
Cadenillas, Abel
5
Capponi, Agostino
5
Eberlein, Ernst
5
Elliott, Robert J.
5
Henderson, Vicky
5
Jin, Hanqing
5
Kabanov, Jurij M.
5
Kwok, Yue-Kuen
5
Li, Duan
5
Rutkowski, Marek
5
Bensoussan, Alain
4
Biagini, Francesca
4
El Karoui, Nicole
4
Frey, Rüdiger
4
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Institution
All
Workshop on Mathematical Finance and Insurance <2004, Huang Shan>
1
Workshop on Mathematical Finance and Insurance <2006, Lijiang>
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
663
Oberwolfach
11
Source
All
ECONIS (ZBW)
663
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1
Robust portfolios and weak incentives in long-run investments
Guasoni, Paolo
;
Muhle-Karbe, Johannes
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 3-37
Persistent link: https://www.econbiz.de/10011739438
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2
Stability of the exponential utility maximization problem with respect to preferences
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 38-67
Persistent link: https://www.econbiz.de/10011739439
Saved in:
3
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos
;
Obłój, Jan
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
Saved in:
4
Optimal investment with intermediate consumption and random endowment
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10011739444
Saved in:
5
Sensitivity analysis of nonlinear behavior with distorted probability
Cao, Xi-Ren
;
Wan, Xiangwei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 115-150
Persistent link: https://www.econbiz.de/10011739450
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6
Local variance gamma and explicit calibration to option prices
Carr, Peter
;
Nadtochiy, Sergey
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 151-193
Persistent link: https://www.econbiz.de/10011739451
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7
On the martingale property in stochastic volatility models based on time-homogeneous diffusions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 194-223
Persistent link: https://www.econbiz.de/10011739452
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8
Real options with competition and regime switching
Bensoussan, Alain
;
Hoe, SingRu
;
Yan, Zhongfeng
;
Yin, George
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10011739453
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9
Price setting of market makers : a filtering problem with endogenous filtration
Kühn, Christoph
;
Riedel, Matthias
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10011739454
Saved in:
10
Shadow prices for continuous processes
Czichowsky, Christoph
;
Schachermayer, Walter
;
Yang, Junjian
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 623-658
Persistent link: https://www.econbiz.de/10011764961
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