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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
556
Theory
556
Option pricing theory
255
Portfolio selection
177
Portfolio-Management
177
Stochastic process
115
Stochastischer Prozess
115
Volatility
97
Volatilität
97
CAPM
88
Yield curve
69
Zinsstruktur
69
Hedging
65
Incomplete market
65
Unvollkommener Markt
65
Martingal
50
Martingale
50
Option trading
49
Optionsgeschäft
49
Risiko
46
Risk
46
Derivat
44
Derivative
44
Black-Scholes model
40
Black-Scholes-Modell
40
Transaction costs
39
Transaktionskosten
39
Arbitrage
29
Börsenkurs
29
Share price
29
Credit risk
25
Kreditrisiko
25
Mathematical programming
25
Mathematische Optimierung
25
Risikomaß
25
Risk measure
25
Control theory
23
Kontrolltheorie
23
Measurement
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254
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255
Aufsatz in Zeitschrift
255
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2
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2
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English
255
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Carr, Peter
6
Madan, Dilip B.
6
Rogers, Leonard C. G.
6
Yor, Marc
5
Bender, Christian
4
Elliott, Robert J.
4
Geman, Hélyette
4
Hobson, David G.
4
Kallsen, Jan
4
Kwok, Yue-Kuen
4
Levendorskij, Sergej Z.
4
Linetsky, Vadim
4
Schachermayer, Walter
4
Bayraktar, Erhan
3
Bensoussan, Alain
3
Cont, Rama
3
Dai, Min
3
Eberlein, Ernst
3
Frey, Rüdiger
3
Glasserman, Paul
3
Henderson, Vicky
3
Sircar, Kaushik Ronnie
3
Teichmann, Josef
3
Biagini, Francesca
2
Bielecki, Tomasz R.
2
Brace, Alan
2
Brigo, Damiano
2
Broadie, Mark
2
Dempster, Michael A. H.
2
Dokučaev, Nikolaj G.
2
Dolinsky, Yan
2
Duan, Jin-Chuan
2
Duck, Peter W.
2
Duffie, Darrell
2
El Karoui, Nicole
2
Figueroa-López, José E.
2
Fukasawa, Masaaki
2
Gobet, Emmanuel
2
Gulisashvili, Archil
2
Jamshidian, Farshid
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
467
The journal of futures markets
253
The journal of computational finance
251
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
190
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
131
Journal of economic dynamics & control
130
International journal of financial engineering
115
Journal of mathematical finance
107
Finance research letters
104
Computational economics
102
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
80
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
57
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
53
Annals of finance
50
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of economics & finance : IREF
47
SpringerLink / Bücher
46
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ECONIS (ZBW)
255
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1
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:
2
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:
3
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:
4
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:
5
Real options with competition and regime switching
Bensoussan, Alain
;
Hoe, SingRu
;
Yan, Zhongfeng
;
Yin, George
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10011739453
Saved in:
6
Nonreplication of options
Kountzakis, Christos
;
Polyrakis, Ioannis A.
;
Xanthos, Foivos
- In:
Mathematical finance : an international journal of …
22
(
2012
)
3
,
pp. 569-584
Persistent link: https://www.econbiz.de/10009613179
Saved in:
7
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:
8
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
Saved in:
9
On the lower arbitrage bound of American contingent claims
Acciaio, Beatrice
;
Svindland, Gregor
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 147-155
Persistent link: https://www.econbiz.de/10010256177
Saved in:
10
Hedging strategies and minimal variance portfolios for European and exotic options in a Lévy Market
Yip, Wing Yan
;
Stephens, David
;
Olhede, Sofia
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 617-646
Persistent link: https://www.econbiz.de/10008666962
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