//--> //--> //-->
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:"restricted"
~person:"Hobson, David G."
~person:"Jeanblanc, Monique"
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
5
Martingale
5
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Arbitrage
2
Deflators
2
Informational arbitrage
2
Martingale optimal transport
2
Mathematical programming
2
Mathematische Optimierung
2
No arbitrage
2
No unbounded profit with bounded risk
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
2
Progressive enlargement of filtration
2
Quasi-left-continuous semimartingales
2
Stochastic calculus
2
American put
1
Analysis
1
Black-Scholes model
1
Black-Scholes-Modell
1
Hedging
1
Honest time
1
Left-curtain coupling
1
Martingale coupling
1
Mathematical analysis
1
Model-independent bounds
1
Model-independent pricing
1
Optimal stopping
1
Probability theory
1
Random horizon
1
Search theory
1
Static hedging
1
Suchtheorie
1
more ...
less ...
Online availability
All
Undetermined
Free
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Hobson, David G.
Jeanblanc, Monique
Li, Jia
7
Choulli, Tahir
6
Jacod, Jean
5
Schweizer, Martin
5
Tauchen, George Eugene
5
Criens, David
4
Deng, Jun
4
Nutz, Marcel
4
Todorov, Viktor
4
Bayraktar, Erhan
3
Campi, Luciano
3
Dolinsky, Yan
3
Fontana, Claudio
3
Grbac, Zorana
3
Herdegen, Martin
3
Hou, Zhaoxu
3
Kardaras, Constantinos
3
Madan, Dilip B.
3
Obłój, Jan
3
Yang, Zhenlin
3
Aksamit, Anna
2
Alfonsi, Aurélien
2
Bouchard, Bruno
2
Burzoni, Matteo
2
Bäuerle, Nicole
2
Callegaro, Giorgia
2
Charles, Amélie
2
Chau, Huy N.
2
Darné, Olivier
2
Frick, Mira
2
Frittelli, Marco
2
Glau, Kathrin
2
Guyon, Julien
2
Gümbel, Sandrine
2
Hodoshima, Jiro
2
Hounyo, Ulrich
2
Iijima, Ryota
2
Ishii, Yuhta
2
more ...
less ...
Published in...
All
Finance and stochastics
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Robust bounds for the American put
Hobson, David G.
;
Norgilas, Dominykas
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 359-395
Persistent link: https://www.econbiz.de/10012023741
Saved in:
2
Conic martingales from stochastic integrals
Jeanblanc, Monique
;
Vrins, Frédéric
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 516-535
Persistent link: https://www.econbiz.de/10012166968
Saved in:
3
No-arbitrage under a class of honest times
Aksamit, Anna
;
Choulli, Tahir
;
Deng, Jun
;
Jeanblanc, Monique
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 127-159
Persistent link: https://www.econbiz.de/10011945638
Saved in:
4
No-arbitrage up to random horizon for quasi-left-continuous models
Aksamit, Anna
;
Choulli, Tahir
;
Deng, Jun
;
Jeanblanc, Monique
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 1103-1139
Persistent link: https://www.econbiz.de/10011944480
Saved in:
5
Robust price bounds for the forward starting straddle
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->