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subject:"Geldpolitik"
~subject:"Portfolio selection"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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Geldpolitik
Portfolio selection
Hedging
4
Incomplete market
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Portfolio-Management
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Theorie
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Theory
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Unvollkommener Markt
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Platen, Eckhard
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Dieci, Roberto
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Du, Ke
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
Discussion paper / Centre for Economic Policy Research
15
Finance and stochastics
15
Journal of economic dynamics & control
11
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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
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Review of economic dynamics
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Journal of money, credit and banking : JMCB
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Krannert working paper series
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ECONIS (ZBW)
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1
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
Saved in:
2
Heterogeneity, market mechanisms, and asset price dynamics
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2008
Persistent link: https://www.econbiz.de/10003857135
Saved in:
3
Benchmarking and fair pricing applied to two market models
Hulley, Hardy
;
Miller, Shane
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10002765066
Saved in:
4
Pricing and hedging for incomplete jump diffusion benchmark models
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250936
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