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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Option pricing theory"
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Option pricing theory
Portfolio selection
177
Portfolio-Management
177
Theorie
156
Theory
156
Stochastic process
28
Stochastischer Prozess
28
Incomplete market
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Optionspreistheorie
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Arai, Takuji
1
Bank, Peter
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Baum, Dietmar
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Bayraktar, Erhan
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
34
Insurance / Mathematics & economics
31
Journal of economic dynamics & control
24
Finance and stochastics
20
Quantitative finance
19
European journal of operational research : EJOR
15
Journal of banking & finance
15
Applied mathematical finance
14
International journal of financial engineering
14
Journal of mathematical finance
13
Journal of risk and financial management : JRFM
10
Mathematics and financial economics
10
Research paper series / Swiss Finance Institute
10
International review of financial analysis
9
SpringerLink / Bücher
9
The European journal of finance
9
Finance research letters
8
Review of derivatives research
8
The journal of computational finance
8
Journal of financial economics
7
Mathematical methods of operations research
7
Risks : open access journal
7
Scandinavian actuarial journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of derivatives : JOD
7
Astin bulletin : the journal of the International Actuarial Association
6
Economic modelling
6
Risk and decision analysis
6
Applied economics
5
Chapman & Hall/CRC financial mathematics series
5
Computational Management Science : CMS
5
Operations research letters
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Springer Texts in Business and Economics
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Working paper series
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Annals of finance
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Applied economics letters
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Asia-Pacific financial markets
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Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
9
(
1999
)
1
,
pp. 55-96
Persistent link: https://www.econbiz.de/10001363486
Saved in:
2
Minimizing transaction costs of option hedging strategies
Grannan, E. R.
- In:
Mathematical finance : an international journal of …
6
(
1996
)
4
,
pp. 341-364
Persistent link: https://www.econbiz.de/10001208937
Saved in:
3
Discontinuous asset prices and non-attainable contingent claims
Colwell, David B.
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 295-308
Persistent link: https://www.econbiz.de/10001184866
Saved in:
4
Bessel processes, Asian options, and perpetuities
Geman, Hélyette
- In:
Mathematical finance : an international journal of …
3
(
1993
)
4
,
pp. 349-375
Persistent link: https://www.econbiz.de/10001185120
Saved in:
5
Option pricing and hedging with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
6
Expectations of functions of stochastic time with application to credit risk modeling
Costin, Ovidiu
;
Gordy, Michael B.
;
Huang, Min
; …
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 748-784
Persistent link: https://www.econbiz.de/10011583796
Saved in:
7
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
8
On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
Saved in:
9
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
10
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
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