//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"free"
~accessRights:"restricted"
~isPartOf:"Annals of finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Martingal"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Martingal
3
Martingale
3
Arbitrage
2
CAPM
2
Theorie
2
Theory
2
Arbitrage Pricing
1
Arbitrage pricing
1
Bid-ask martingale measure
1
Bid-ask spread
1
Bid-ask spreads
1
Central bank
1
Consistent price system
1
Control theory
1
Exchange rate policy
1
Geld-Brief-Spanne
1
Kontrolltheorie
1
Martingale measure
1
Portfolio selection
1
Portfolio-Management
1
Semimartingale
1
Stochastic impulse control
1
Stochastic process
1
Stochastischer Prozess
1
Transaction costs
1
Transaktionskosten
1
Value function
1
Wechselkurspolitik
1
Zentralbank
1
more ...
less ...
Online availability
All
Free
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Brown, Martin
1
Gagnon, Gregory
1
Rola, Przemysław
1
Zastawniak, Tomasz
1
Published in...
All
Annals of finance
Finance and stochastics
38
Research paper series / Swiss Finance Institute
24
Journal of econometrics
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Swiss Finance Institute Research Paper
19
CREATES research paper
15
International journal of theoretical and applied finance
15
Mathematics and financial economics
11
Cowles Foundation discussion paper
8
Applied mathematical finance
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
Quantitative finance
7
Risks : open access journal
7
Discussion papers of interdisciplinary research project 373
6
European journal of operational research : EJOR
6
Journal of mathematical finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Mathematics of operations research
6
NBER Working Paper
6
International journal of financial engineering
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Mathematical methods of operations research
5
Cowles Foundation Discussion Paper
4
Discussion paper / Center for Economic Research, Tilburg University
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
4
FINRISK Working Paper Series
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Mathematical finance
4
Mathematics Preprint Archive
4
NBER working paper series
4
Quantitative economics : QE ; journal of the Econometric Society
4
AFI
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
CORE discussion papers : DP
3
ERID working paper
3
Econometric reviews
3
Economic Research Initiatives at Duke (ERID) Working Paper
3
Economics discussion papers
3
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fundamental theorem of asset pricing under fixed and proportional transaction costs
Brown, Martin
;
Zastawniak, Tomasz
- In:
Annals of finance
16
(
2020
)
3
,
pp. 423-433
Persistent link: https://www.econbiz.de/10012496392
Saved in:
2
Vanishing central bank intervention in stochastic impulse control
Gagnon, Gregory
- In:
Annals of finance
15
(
2019
)
1
,
pp. 125-153
Persistent link: https://www.econbiz.de/10012058193
Saved in:
3
Arbitrage in markets with bid-ask spreads : the fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account
Rola, Przemysław
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011459517
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->