//--> //--> //-->
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:"International journal of theoretical and applied finance"
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
Some remarks on mean-variance...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
4
Optionspreistheorie
4
Hedging
2
Incomplete market
2
Portfolio selection
2
Portfolio-Management
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Unvollkommener Markt
2
fast Fourier transform
2
Barndorff-Nielsen and Shephard models
1
CAPM
1
Convex risk measure
1
Derivat
1
Derivative
1
Local risk minimization
1
Martingal
1
Martingale
1
Merton jump-diffusion processes
1
Option trading
1
Optionsgeschäft
1
Risiko
1
Risk
1
VIX
1
VIX options
1
Volatility
1
Volatilität
1
convex constraints
1
exponential Lévy processes
1
fundamental theorem of asset pricing
1
good deal bound
1
local risk-minimization
1
stochastic volatility models
1
superhedging cost
1
variance gamma processes
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Arai, Takuji
5
Imai, Yuto
1
Suzuki, Ryoichi
1
Published in...
All
International journal of theoretical and applied finance
Advances in mathematical economics
6
Finance and stochastics
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
Papers / arXiv.org
3
International journal of financial engineering
2
Statistics & Probability Letters
2
Applied mathematical finance
1
Asia-Pacific Financial Markets
1
Asia-Pacific financial markets
1
Finance and Stochastics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics Preprint Archive
1
Mathematics and financial economics
1
Operations management research and cellular manufacturing systems : innovative methods and approaches
1
Tetsu-to-hagane
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
[Alpha] p-projections of random variables and its application to finance
Arai, Takuji
- In:
International journal of theoretical and applied finance
11
(
2008
)
8
,
pp. 869-888
Persistent link: https://www.econbiz.de/10003812855
Saved in:
2
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:
3
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:
4
Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
Saved in:
5
Numerical analysis on local risk-minimization for exponential Lévy models
Arai, Takuji
;
Imai, Yuto
;
Suzuki, Ryoichi
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011454349
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->