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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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~subject:"Volatility"
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Volatility
Incomplete market
85
Unvollkommener Markt
85
Theorie
72
Theory
72
Portfolio selection
32
Portfolio-Management
32
Option pricing theory
27
Optionspreistheorie
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CAPM
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Martingal
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Martingale
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Hedging
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Stochastic process
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Stochastischer Prozess
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Heath, David C.
1
Henderson, Vicky
1
Nicolato, Elisa
1
Platen, Eckhard
1
Romano, Marc
1
Schweizer, Martin
1
Touzi, Nizar
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Mathematics and financial economics
NBER working paper series
7
Working paper / National Bureau of Economic Research, Inc.
7
Macroeconomic dynamics
5
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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International journal of theoretical and applied finance
3
Mathematical finance
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Asia-Pacific financial markets
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CDMA working paper series
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Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
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Economic modelling
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European journal of operational research : EJOR
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International review of economics & finance : IREF
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2
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Les cahiers de recherche / HEC Paris
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Review of derivatives research
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Risk and decision analysis
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Risks : open access journal
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The review of financial studies
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Advances in macroeconomic theory
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Annals of economics and statistics
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Applied Quantitative Finance
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Applied Quantitative Finance series
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Applied quantitative finance series
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Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
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Birkbeck working papers in economics and finance : BWPEF
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Analytical comparisons of option prices in stochastic volatility models
Henderson, Vicky
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 49-59
Persistent link: https://www.econbiz.de/10002582917
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2
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
;
Venardos, Emmanouil
- In:
Mathematical finance : an international journal of …
13
(
2003
)
4
,
pp. 445-466
Persistent link: https://www.econbiz.de/10001803210
Saved in:
3
A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
Saved in:
4
Contingent claims and market completeness in a stochastic volatility model
Romano, Marc
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 399-412
Persistent link: https://www.econbiz.de/10001232776
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