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Touzi, Nizar
20
Cvitanic, Jaksa
18
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7
Pham, Huyên
4
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3
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2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Finance and stochastics
7
The review of financial studies
5
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Journal of economic dynamics & control
2
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2
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2
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1
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1
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OLC EcoSci
RePEc
106
ECONIS (ZBW)
98
Other ZBW resources
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EconStor
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1
A closed-form solution to the problem of super-replication under transaction costs
Cvitanic, Jaksa
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10008218083
Saved in:
2
Leverage decision and manager compensation with choice of effort and volatility
Cadenillas, Abel
;
Cvitanic, Jaksa
;
Zapatero, Fernando
- In:
Journal of financial economics
73
(
2004
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10006503956
Saved in:
3
Optimal consumption choices for a 'large' investor
Cuoco, Domenico
;
Cvitanic, Jaksa
- In:
Journal of economic dynamics & control
22
(
1998
)
3
,
pp. 401-436
Persistent link: https://www.econbiz.de/10006789997
Saved in:
4
On optimal terminal wealth under transaction costs
Cvitanic, Jaksa
;
Wang, Hui
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 223-232
Persistent link: https://www.econbiz.de/10006040115
Saved in:
5
BOOK REVIEW - Mathematics of Financial Markets
Elliott, Robert J.
;
Kopp, P.Ekkehard
;
Cvitanic, Jaksa
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 995-996
Persistent link: https://www.econbiz.de/10006570244
Saved in:
6
Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs
Cvitanic, Jaksa
;
Ma, Jin
;
Zhang, Jianfeng
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 135-152
Persistent link: https://www.econbiz.de/10008215728
Saved in:
7
Utility maximization in incomplete markets with random endowment
Cvitanic, Jaksa
;
Schachermayer, Walter
;
Wang, Hui
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 259
Persistent link: https://www.econbiz.de/10008217147
Saved in:
8
On dynamic measures of risk
Cvitanic, Jaksa
;
Karatzas, Ioannis
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 451-482
Persistent link: https://www.econbiz.de/10008218045
Saved in:
9
Hedging and Portfolio Optimization Under Transaction Costs: A Martingale Approach
Cvitanic, Jaksa
;
Karatzas, Ioannis
- In:
Mathematical finance : an international journal of …
6
(
1996
)
2
,
pp. 133-166
Persistent link: https://www.econbiz.de/10008220414
Saved in:
10
Analytic Pricing of Employee Stock Options
Cvitanic, Jaksa
;
Wiener, Zvi
;
Zapatero, Fernando
- In:
The review of financial studies
21
(
2013
)
2
,
pp. 683-682
Persistent link: https://www.econbiz.de/10010113661
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