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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Theorie
290
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290
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255
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90
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72
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72
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71
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Schachermayer, Walter
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Madan, Dilip B.
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Rogers, Leonard C. G.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
1,093
Working paper / National Bureau of Economic Research, Inc.
1,012
NBER Working Paper
852
European journal of operational research : EJOR
639
International journal of theoretical and applied finance
576
Journal of banking & finance
555
Management science : journal of the Institute for Operations Research and the Management Sciences
548
Discussion paper / Centre for Economic Policy Research
541
Economics letters
518
Journal of financial economics
461
Energy economics
424
Journal of economic dynamics & control
389
Journal of revenue and pricing management
384
CESifo working papers
380
International journal of industrial organization
379
International journal of production economics
360
The journal of finance : the journal of the American Finance Association
354
The journal of futures markets
353
The review of financial studies
346
Finance research letters
344
Applied economics
331
Discussion paper / Tinbergen Institute
331
MPRA Paper
328
Working paper
323
Finance and stochastics
316
SpringerLink / Bücher
297
Applied mathematical finance
284
Discussion papers / CEPR
279
The journal of computational finance
266
Management Science
248
Economic modelling
244
Discussion paper
243
The journal of derivatives : the official publication of the International Association of Financial Engineers
243
Research paper series / Swiss Finance Institute
238
Quantitative finance
236
The journal of real estate finance and economics
234
Transportation research / E : an international journal
230
International review of financial analysis
226
Journal of empirical finance
226
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ECONIS (ZBW)
362
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1
Robust fundamental theorem for continuous processes
Biagini, Sara
;
Bouchard, Bruno
;
Kardaras, Constantinos
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 963-987
Persistent link: https://www.econbiz.de/10011764999
Saved in:
2
Do arbitrage-free prices come from utility maximization?
Siorpaes, Pietro
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 602-616
Persistent link: https://www.econbiz.de/10011583781
Saved in:
3
No-arbitrage
pricing
for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
4
Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
Saved in:
5
On the lower arbitrage bound of American contingent claims
Acciaio, Beatrice
;
Svindland, Gregor
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 147-155
Persistent link: https://www.econbiz.de/10010256177
Saved in:
6
Pricing
for large positions in contingent claims
Robertson, Scott
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 746-778
Persistent link: https://www.econbiz.de/10011764970
Saved in:
7
On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
Saved in:
8
A model-free version of the fundamental theorem of asset
pricing
and the super-replication theorem
Acciaio, B.
;
Beiglböck, M.
;
Penkner, Friedrich
; …
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 233-251
Persistent link: https://www.econbiz.de/10011577133
Saved in:
9
No-arbitrage in a numéraire-independent modeling framework
Herdegen, Martin
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 568-603
Persistent link: https://www.econbiz.de/10011752535
Saved in:
10
Hedging under arbitrage
Ruf, Johannes
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 297-317
Persistent link: https://www.econbiz.de/10009721746
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