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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Gouriéroux, Christian"
~person:"Jouini, Elyès"
~person:"Madan, Dilip B."
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Gouriéroux, Christian
Jouini, Elyès
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
82
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
44
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
17
Robert H. Smith School Research Paper
17
Annales d'économie et de statistique
16
Journal of econometrics
16
Annals of finance
10
Journal of mathematical economics
10
International journal of theoretical and applied finance
9
Finance and stochastics
8
Journal of banking & finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
The review of financial studies
6
Econometric theory
5
Journal of economic theory
5
Journal of empirical finance
5
L' Actualité économique : revue trimest.
5
Mathematics and financial economics
5
Research paper series / Swiss Finance Institute
5
Swiss Finance Institute Research Paper
5
Economics letters
4
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
4
Annals of economics and statistics
3
Documents de travail / Banque de France
3
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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Review of finance : journal of the European Finance Association
3
The journal of computational finance
3
Themes in modern econometrics
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CORE discussion paper : DP
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Journal de la Société de Statistique de Paris
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ECONIS (ZBW)
14
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1
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
;
Elliott, Robert J.
;
Madan, Dilip B.
; …
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
Saved in:
2
Contingent claims valued and hedged by pricing and investing in a basis
Madan, Dilip B.
- In:
Mathematical finance : an international journal of …
4
(
1994
)
3
,
pp. 223-245
Persistent link: https://www.econbiz.de/10001185098
Saved in:
3
Arbitrage in securities markets with short-sales constraints
Jouini, Elyès
- In:
Mathematical finance : an international journal of …
5
(
1995
)
3
,
pp. 197-232
Persistent link: https://www.econbiz.de/10001188681
Saved in:
4
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
Saved in:
5
Mean-variance hedging and numéraire
Gouriéroux, Christian
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 179-200
Persistent link: https://www.econbiz.de/10001245923
Saved in:
6
Investment and arbitrage opportunities with short sales constraints
Carassus, Laurence
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 169-178
Persistent link: https://www.econbiz.de/10001245924
Saved in:
7
A discrete time equivalent martingale measure
Elliott, Robert J.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10001242839
Saved in:
8
Time changes for Lévy processes
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10001650919
Saved in:
9
The second fundamental theorem of asset pricing
Jarrow, Robert A.
;
Jin, Xing
;
Madan, Dilip B.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 255-273
Persistent link: https://www.econbiz.de/10001444170
Saved in:
10
Viability and equilibrium in securites markets with frictions
Jouini, Elyès
;
Kallal, Hédi D.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 275-292
Persistent link: https://www.econbiz.de/10001444172
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