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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
FINRISK Working Paper Series
75
Finance and stochastics
34
Discussion paper / B
16
Finance and Stochastics
15
International journal of theoretical and applied finance
15
Discussion Paper Serie B
14
Research paper series / Swiss Finance Institute
13
Swiss Finance Institute Research Paper
13
Working Paper
12
Papers / arXiv.org
11
Mathematical Finance
9
Stochastic Processes and their Applications
8
Discussion papers of interdisciplinary research project 373
7
SFB 373 Discussion Paper
7
SFB 373 Discussion Papers
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Economics Papers from University Paris Dauphine
5
Finance : revue de l'Association Française de Finance
5
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
4
International Journal of Theoretical and Applied Finance (IJTAF)
4
Journal of economic dynamics & control
4
Journal of mathematical economics
3
Mathematics of operations research
3
Quantitative Finance
3
CORE discussion papers : DP
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
2
Decisions in Economics and Finance
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
ICER Working Papers - Applied Mathematics Series
2
Journal of Economic Dynamics and Control
2
Journal of Mathematical Economics
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Mathematics and financial economics
2
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
2
Paris Princeton lectures on mathematical finance
2
Springer finance / Textbook
2
The journal of credit risk : published quarterly by Incisive Media
2
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2
Universität Zürich - Institut für schweizerisches Bankwesen - Working Papers
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1
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
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2
Impulse control method and exchange rate
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 161-177
Persistent link: https://www.econbiz.de/10001333347
Saved in:
3
Robustness of the black and scholes formula
El Karoui, Nicole
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 93-126
Persistent link: https://www.econbiz.de/10001242959
Saved in:
4
On models of default risk
Elliott, Robert J. R.
;
Jeanblanc, Monique
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 179-195
Persistent link: https://www.econbiz.de/10002177437
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5
Defaultable options in a Markovian intensity model of credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10003769008
Saved in:
6
DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10008103933
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7
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:
8
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
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9
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:
10
A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
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