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Mean-Variance Hedging via Stoc...
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CAPM
Theorie
91
Theory
91
Optionspreistheorie
45
Martingale
44
Martingal
43
Option pricing theory
42
Hedging
36
Portfolio selection
33
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32
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31
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20
Kreditrisiko
18
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Unvollkommener Markt
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Mathematische Optimierung
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8
incomplete markets
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English
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Schweizer, Martin
17
Jeanblanc, Monique
7
Platen, Eckhard
3
Bielecki, Tomasz R.
2
Bálint, Dániel
2
Hulley, Hardy
2
Bellamy, N.
1
Choulli, Tahir
1
Coculescu, Delia
1
Elliott, Robert J. R.
1
Föllmer, Hans
1
Gapeev, Pavel V.
1
Hofmann, Norbert
1
Klöppel, Susanne
1
Leniec, Marta
1
Reiß, Oliver
1
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1
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Deutsche Forschungsgemeinschaft
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
University of Bonn, Germany
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Discussion paper / B
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Finance and stochastics
3
International journal of theoretical and applied finance
2
Research paper series / Swiss Finance Institute
2
Swiss Finance Institute Research Paper
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Discussion Paper Serie B
1
Indifference pricing : theory and applications
1
Journal of economic dynamics & control
1
Journal of mathematical economics
1
Mathematics and financial economics
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
1
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ECONIS (ZBW)
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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
Martingale densities for general asset prices
Schweizer, Martin
- In:
Journal of mathematical economics
21
(
1992
)
4
,
pp. 363-378
Persistent link: https://www.econbiz.de/10001132584
Saved in:
3
Incomepleteness of markets driven by a mixed diffusion
Bellamy, N.
;
Jeanblanc, Monique
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 209-222
Persistent link: https://www.econbiz.de/10001487034
Saved in:
4
Modeling and valuation of credit risk
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Stochastic methods in finance : lectures given at the …
,
(pp. 27-126)
.
2004
Persistent link: https://www.econbiz.de/10002526431
Saved in:
5
Indifference pricing of defaultable claims
Bielecki, Tomasz R.
;
Jeanblanc, Monique
- In:
Indifference pricing : theory and applications
,
(pp. 211-240)
.
2009
Persistent link: https://www.econbiz.de/10003807588
Saved in:
6
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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7
Pricing of contingent claims in a two-dimensional model with random dividends
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1091-1104
Persistent link: https://www.econbiz.de/10003946574
Saved in:
8
Role of information in pricing default-sensitive contingent claims
Jeanblanc, Monique
;
Leniec, Marta
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403184
Saved in:
9
Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices
Coculescu, Delia
;
Jeanblanc, Monique
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 397-421
Persistent link: https://www.econbiz.de/10012023743
Saved in:
10
Martingale densities for general asset prices
Schweizer, Martin
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028376
Saved in:
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