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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Stochastic process"
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Stochastic process
Hedging
65
Theorie
58
Theory
58
Option pricing theory
39
Optionspreistheorie
39
Portfolio selection
15
Portfolio-Management
15
Stochastischer Prozess
14
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hedging
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Bank, Peter
1
Bardou, O.
1
Baum, Dietmar
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Frikha, N.
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Renault, Eric
1
Schweizer, Martin
1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
30
Applied mathematical finance
16
Finance and stochastics
14
Insurance / Mathematics & economics
14
Quantitative finance
11
Journal of economic dynamics & control
8
Annals of finance
7
Computers & operations research : and their applications to problems of world concern ; an international journal
7
European journal of operational research : EJOR
7
CoFE discussion papers
6
Computational Management Science : CMS
6
Computational economics
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Energy economics
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Risks : open access journal
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Journal of banking & finance
5
Journal of mathematical finance
5
Journal of risk and financial management : JRFM
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Advanced mathematical methods for finance
4
Discussion papers of interdisciplinary research project 373
4
International journal of financial engineering
4
Mathematical methods of operations research
4
Omega : the international journal of management science
4
Research paper series / Swiss Finance Institute
4
Review of derivatives research
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Working paper series
4
Advanced series on statistical science & applied probability
3
Computational management science
3
Discussion paper / Tinbergen Institute
3
IMA journal of management mathematics
3
Journal of econometrics
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Operations research letters
3
Risk and decision analysis
3
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Approximate
hedging
problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
2
Option pricing and
hedging
with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
3
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
4
CVaR
hedging
using quantization-based stochastic approximation algorithm
Bardou, O.
;
Frikha, N.
;
Pagès, Gilles
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 184-229
Persistent link: https://www.econbiz.de/10011550286
Saved in:
5
Series expansion of the SABR joint density
Wu, Qi
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 310-345
Persistent link: https://www.econbiz.de/10009613197
Saved in:
6
Multi-asset stochastic local variance contracts
Carr, Peter
;
Laurence, Peter
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10008935704
Saved in:
7
Superhedging in illiquid markets
Pennanen, Teemu
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 519-540
Persistent link: https://www.econbiz.de/10009156016
Saved in:
8
Mean-variance
hedging
and optimal investment in Heston's model with correlation
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
3
,
pp. 473-492
Persistent link: https://www.econbiz.de/10003752317
Saved in:
9
Optimal static-dynamic hedges for barrier options
Ilhan, Aytaç
;
Sircar, Kaushik Ronnie
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 359-385
Persistent link: https://www.econbiz.de/10003326016
Saved in:
10
Hedging
and portfolio optimization in financial markets with a large trader
Bank, Peter
;
Baum, Dietmar
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001917650
Saved in:
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