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Finance and stochastics
Working Paper
428
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Finance and Stochastics
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Arbitrage-free market models for option prices : the multi-strike case
Schweizer, Martin
;
Wissel, Johannes
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 469-505
Persistent link: https://www.econbiz.de/10003899262
Saved in:
2
Arbitrage-free market models for option prices: the multi-strike case
Schweizer, Martin
;
Wissel, Johannes
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 469-506
Persistent link: https://www.econbiz.de/10008108414
Saved in:
3
Mean-variance hedging with oil futures
Wang, Liao
;
Wissel, Johannes Stefan
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 641-683
Persistent link: https://www.econbiz.de/10010190888
Saved in:
4
When do creditors with heterogeneous beliefs agree to run?
Krishenik, Andrey
;
Minca, Andreea
;
Wissel, Johannes Stefan
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 233-259
Persistent link: https://www.econbiz.de/10011417833
Saved in:
5
Mean-variance hedging with oil futures
Wang, Liao
;
Wissel, Johannes
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 641-683
Persistent link: https://www.econbiz.de/10010183826
Saved in:
6
Editorial: 25th anniversary of Finance and Stochastics
Schweizer, Martin
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012796461
Saved in:
7
Editorial: special issue in memory of Tomas Björk
Schweizer, Martin
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 863-865
Persistent link: https://www.econbiz.de/10014426392
Saved in:
8
Special issue on computational methods in finance (part I)
Korn, Ralf
;
Schweizer, Martin
-
2009
Persistent link: https://www.econbiz.de/10003899383
Saved in:
9
Special issue on computational methods in finance (part II)
Korn, Ralf
;
Schweizer, Martin
-
2009
Persistent link: https://www.econbiz.de/10003899410
Saved in:
10
Editorial: 20th anniversary of finance and stochastics
Sondermann, Dieter
;
Schweizer, Martin
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 807-808
Persistent link: https://www.econbiz.de/10011569803
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