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~subject:"Börsenkurs"
~subject:"Investment"
~subject:"Theorie"
~isPartOf:"International journal of theoretical and applied finance"
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Börsenkurs
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Incomplete market
39
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25
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22
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22
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International journal of theoretical and applied finance
Working paper / National Bureau of Economic Research, Inc.
83
Journal of mathematical economics
76
NBER working paper series
73
Journal of economic theory
70
Economic theory : official journal of the Society for the Advancement of Economic Theory
69
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1
Good deal bounds with convex constraints
Arai, Takuji
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011686844
Saved in:
2
Strong bubbles and strict local martingales
Herdegen, Martin
;
Schweizer, Martin
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011523876
Saved in:
3
Pricing and valuation under the real-world measure
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011453878
Saved in:
4
A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
Saved in:
5
Modelling the bid and ask prices of illiquid CDSs
Walker, Michael B.
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009672590
Saved in:
6
The minimal k-entropy martingale measure
Trivellato, Barbara
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009672603
Saved in:
7
Valuation of compound option when the underlying asset is non-tradable
Liu, Yu-hong
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 441-458
Persistent link: https://www.econbiz.de/10008904358
Saved in:
8
Scenarios for price determination in incomplete markets
Xanthopoulos, S. Z.
;
Yannacopoulos, Athanasios N.
- In:
International journal of theoretical and applied finance
11
(
2008
)
5
,
pp. 415-445
Persistent link: https://www.econbiz.de/10003759930
Saved in:
9
An approximate approach to the exponential utility indifference
Arai, Takuji
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 475-503
Persistent link: https://www.econbiz.de/10003463454
Saved in:
10
Equilibrium with excessive holdings constraint : an application to DC pension plans
Soumaré, Issouf
- In:
International journal of theoretical and applied finance
10
(
2007
)
7
,
pp. 1159-1190
Persistent link: https://www.econbiz.de/10003632061
Saved in:
11
Quadratic hedging for the Bates model
Hubalek, Friedrich
;
Sgarra, Carlo
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 873-885
Persistent link: https://www.econbiz.de/10003564682
Saved in:
12
Cross hedging within a log mean reverting model
Njoh, Samuel
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 887-914
Persistent link: https://www.econbiz.de/10003564685
Saved in:
13
A note on irreversible investment, hedging and optimal consumption problems
Henderson, Vicky
;
Hobson, David G.
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 997-1007
Persistent link: https://www.econbiz.de/10003380323
Saved in:
14
Information, model performance, pricing and trading measures in incomplete markets
Huang, Jinggang
;
Sandow, Sven
;
Friedman, Craig
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 373-400
Persistent link: https://www.econbiz.de/10003344314
Saved in:
15
Some remarks on mean-variance hedging for discontinuous asset price processes
Arai, Takuji
- In:
International journal of theoretical and applied finance
8
(
2005
)
4
,
pp. 425-443
Persistent link: https://www.econbiz.de/10002980637
Saved in:
16
Partial equilibrium and market completion
Hu, Ying
;
Imkeller, Peter
;
Müller, Matthias
- In:
International journal of theoretical and applied finance
8
(
2005
)
4
,
pp. 483-508
Persistent link: https://www.econbiz.de/10002980772
Saved in:
17
Optimal logarithmic utility and optimal portfolios for an insider in a stochastic volatility market
Ewald, Christian-Oliver
- In:
International journal of theoretical and applied finance
8
(
2005
)
3
,
pp. 301-319
Persistent link: https://www.econbiz.de/10002893241
Saved in:
18
Distribution-based option pricing on lattice asset dynamics models
Yamada, Yuji
;
Primbs, James A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
6
,
pp. 599-618
Persistent link: https://www.econbiz.de/10001743192
Saved in:
19
Replication of American contingent claims in incomplete markets
Yong, Jiongmin
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 439-466
Persistent link: https://www.econbiz.de/10001584362
Saved in:
20
On the consistency of the deterministic local volatility function model ("implied tree")
Strobl, Karl
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 545-565
Persistent link: https://www.econbiz.de/10001584372
Saved in:
21
Option pricing for incomplete markets via stochastic optimization : transaction costs, adaptive control and forecast
Fedotov, Sergei
;
Mikhailov, Sergei
- In:
International journal of theoretical and applied finance
4
(
2001
)
1
,
pp. 179-195
Persistent link: https://www.econbiz.de/10001554259
Saved in:
22
Incomplete markets and short-sales constraints : an equilibrium approach
Bizid, Abdelhamid
;
Jouini, Elyès
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 211-243
Persistent link: https://www.econbiz.de/10001578685
Saved in:
23
Asymmetrical information and incomplete markets
Grorud, Axel
;
Pontier, Monique
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10001578728
Saved in:
24
Information and entropy in incomplete markets
Tabakis, Evangelos
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 561
Persistent link: https://www.econbiz.de/10001524389
Saved in:
25
A general methodology to price and hedge derivatives in incomplete markets
Aurell, Erik
(
contributor
)
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001488345
Saved in:
26
An explicit formula for option pricing in discrete incomplete markets
Wolczyńska, Grażyna
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 283-288
Persistent link: https://www.econbiz.de/10001240153
Saved in:
27
On minimizing risk in incomplete markets option pricing models
Hammarlid, Ola
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 227-233
Persistent link: https://www.econbiz.de/10001240157
Saved in:
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