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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Duales Optimierungsproblem"
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Duales Optimierungsproblem
Hedging
65
Theorie
64
Theory
64
Option pricing theory
41
Optionspreistheorie
41
Portfolio selection
17
Portfolio-Management
17
Stochastic process
16
Stochastischer Prozess
16
Transaction costs
13
Transaktionskosten
13
Volatility
13
Volatilität
13
Option trading
11
Optionsgeschäft
11
Derivat
9
Derivative
9
Black-Scholes model
8
Black-Scholes-Modell
8
Incomplete market
7
Unvollkommener Markt
7
Risiko
5
Risk
5
CAPM
4
Arbitrage
3
Börsenkurs
3
Commodity derivative
3
Diversification
3
Diversifikation
3
Dual optimization problem
3
Martingal
3
Martingale
3
Rohstoffderivat
3
Search theory
3
Share price
3
Suchtheorie
3
Yield curve
3
Zinsstruktur
3
hedging
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English
3
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Delbaen, Freddy
1
Hernández-Hernández, Daniel
1
Kabanov, Jurij M.
1
Stricker, Christophe
1
Treviño Aguilar, Erick
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance and stochastics
2
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ECONIS (ZBW)
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1
Efficient hedging of European options with robust convex loss functionals : a dual-representation formula
Hernández-Hernández, Daniel
;
Treviño Aguilar, Erick
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 99-115
Persistent link: https://www.econbiz.de/10008935700
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2
Exponential hedging and entropic penalties
Delbaen, Freddy
(
contributor
)
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 99-123
Persistent link: https://www.econbiz.de/10001686219
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3
On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Kabanov, Jurij M.
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10001686231
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