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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Gouriéroux, Christian"
~person:"Madan, Dilip B."
~person:"Schweizer, Martin"
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Gouriéroux, Christian
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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
66
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
28
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
17
Robert H. Smith School Research Paper
17
Journal of econometrics
16
Annales d'économie et de statistique
15
Research paper series / Swiss Finance Institute
13
Swiss Finance Institute Research Paper
13
Discussion paper / B
12
Annals of finance
10
Finance and stochastics
10
International journal of theoretical and applied finance
10
Discussion papers of interdisciplinary research project 373
6
Journal of banking & finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Econometric theory
5
Journal of empirical finance
5
L' Actualité économique : revue trimest.
5
Mathematics and financial economics
5
The review of financial studies
5
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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The journal of computational finance
3
Themes in modern econometrics
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
2
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2
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2
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Journal de la Société de Statistique de Paris
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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
Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert
- In:
Mathematical finance : an international journal of …
2
(
1992
)
3
,
pp. 153-187
Persistent link: https://www.econbiz.de/10001143994
Saved in:
3
Risk-minimizing hedging strategies under restricted information
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 327-342
Persistent link: https://www.econbiz.de/10001185075
Saved in:
4
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:
5
A microeconomic approach to diffusion models for stock prices
Föllmer, Hans
- In:
Mathematical finance : an international journal of …
3
(
1993
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001185148
Saved in:
6
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:
7
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:
8
On feedback effects from hedging derivatives
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 67-84
Persistent link: https://www.econbiz.de/10001240796
Saved in:
9
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:
10
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
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