Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and stochastics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Switching Cost Models as Hypot...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
7
Theory
7
Transaction costs
7
Transaktionskosten
7
Portfolio selection
4
Portfolio-Management
4
Asymptotics
3
Option pricing theory
3
Optionspreistheorie
3
Risiko
3
Risk
3
CAPM
2
Decision under uncertainty
2
Derivat
2
Derivative
2
Entscheidung unter Unsicherheit
2
Equilibrium
2
Hedging
2
Radner equilibrium
2
Risikoaversion
2
Risk aversion
2
Volatility
2
Volatilität
2
Ambiguity aversion
1
Asset pricing
1
Asymptotic expansions
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bubbles
1
Börsenkurs
1
Delta-vega hedging
1
Derivative price bubble
1
Equilibrium model
1
Equilibrium theory
1
Erwartungsbildung
1
Erwartungsnutzen
1
Expectation formation
1
Expected utility
1
FBSDEs
1
Fixed transaction costs
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Undetermined
2
Author
All
Muhle-Karbe, Johannes
13
Herdegen, Martin
3
Benedetti, Giuseppe
2
Campi, Luciano
2
Gerhold, Stefan
2
Herrmann, Sebastian
2
Kallsen, Jan
2
Keller-Ressel, Martin
2
Schachermayer, Walter
2
Altarovici, Albert Michael
1
Bouchard, Bruno
1
Fukasawa, Masaaki
1
Guasoni, Paolo
1
Nutz, Marcel
1
Possamaï, Dylan
1
Seifried, Frank Thomas
1
Soner, Halil Mete
1
more ...
less ...
Published in...
All
Finance and stochastics
Papers / arXiv.org
33
Economics Series Working Papers / Department of Economics, Oxford University
19
Working Paper series, University of East Anglia, Centre for Behavioural and Experimental Social Science (CBESS)
19
CAMA Working Papers
17
Department of Economics discussion paper series / University of Oxford
16
Research paper series / Swiss Finance Institute
16
Journal of economic behavior & organization : JEBO
15
Swiss Finance Institute Research Paper
14
The economic record : er
10
Economics letters
9
CAMA working paper series
8
Theory and decision : an international journal for multidisciplinary advances in decision science
8
Department of Economics discussion paper series
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
School of Economics discussion papers series
6
Economic papers : a journal of applied economics and policy
5
Experimental economics : a journal of the Economic Science Association
5
Journal of Economic Behavior & Organization
5
Mathematics and financial economics
5
RBA Research Discussion Papers
5
Review of applied economics
5
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
5
Social choice and welfare
5
Stochastic Processes and their Applications
5
CAMA Working Paper
4
Discussion Papers / Centre for Decision Research and Experimental Economics (CeDEx), School of Economics
4
Economics Letters
4
FINRISK Working Paper Series
4
Finance and Stochastics
4
Journal of economic psychology : research in economic psychology and behavioral economics
4
Mathematical Finance
4
Research discussion paper / Reserve Bank of Australia
4
The Economic Record
4
The journal of economic methodology
4
Working Paper Series / Economics Discipline Group, Business School
4
Working Paper Series / Finance Discipline Group, Business School
4
Annales d'économie et de statistique
3
Applied mathematical finance
3
Boston U. School of Management Research Paper
3
more ...
less ...
Source
All
ECONIS (ZBW)
11
OLC EcoSci
2
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Transaction costs, trading volume, and the liquidity premium
Gerhold, Stefan
;
Guasoni, Paolo
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010235459
Saved in:
2
On the existence of shadow prices
Benedetti, Giuseppe
;
Campi, Luciano
;
Kallsen, Jan
; …
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 801-818
Persistent link: https://www.econbiz.de/10010190874
Saved in:
3
Asymptotic and exact pricing of options on variance
Keller-Ressel, Martin
;
Muhle-Karbe, Johannes
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 107-133
Persistent link: https://www.econbiz.de/10009682289
Saved in:
4
The dual optimizer for the growth-optimal portfolio under transaction costs
Gerhold, Stefan
;
Muhle-Karbe, Johannes
;
Schachermayer, …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 325-354
Persistent link: https://www.econbiz.de/10009730811
Saved in:
5
Asymptotics for fixed transaction costs
Altarovici, Albert Michael
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 363-414
Persistent link: https://www.econbiz.de/10011418150
Saved in:
6
Hedging with small uncertainty aversion
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
;
Seifried, …
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 1-64
Persistent link: https://www.econbiz.de/10011944064
Saved in:
7
Model uncertainty, recalibration, and the emergence of delta-vega hedging
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 873-930
Persistent link: https://www.econbiz.de/10011944452
Saved in:
8
A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
9
Stability of Radner equilibria with respect to small frictions
Herdegen, Martin
;
Muhle-Karbe, Johannes
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 443-502
Persistent link: https://www.econbiz.de/10011945802
Saved in:
10
Equilibrium returns with transaction costs
Bouchard, Bruno
;
Fukasawa, Masaaki
;
Herdegen, Martin
; …
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 569-601
Persistent link: https://www.econbiz.de/10011945871
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
