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~subject:"Kapitaleinkommen"
~subject:"Option pricing theory"
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Kapitaleinkommen
Option pricing theory
Martingal
238
Martingale
238
Theorie
97
Theory
97
Optionspreistheorie
80
Stochastic process
71
Stochastischer Prozess
71
Portfolio selection
55
Portfolio-Management
55
Volatility
44
Volatilität
44
CAPM
38
Börsenkurs
28
Share price
28
Hedging
25
Estimation
23
Estimation theory
23
Mathematical programming
23
Mathematische Optimierung
23
Schätztheorie
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Schätzung
23
Incomplete market
22
Unvollkommener Markt
22
Arbitrage
21
Statistical test
21
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21
Capital income
20
Derivat
20
Derivative
20
Time series analysis
18
Zeitreihenanalyse
18
Semimartingale
16
Option trading
15
Optionsgeschäft
15
Risiko
15
Risk
15
Efficient market hypothesis
14
Effizienzmarkthypothese
14
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91
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89
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87
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5
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95
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Bayraktar, Erhan
3
Campi, Luciano
3
Dolinsky, Yan
3
Li, Jia
3
Madan, Dilip B.
3
Tauchen, George Eugene
3
Todorov, Viktor
3
Callegaro, Giorgia
2
Charles, Amélie
2
Criens, David
2
Darné, Olivier
2
Fontana, Claudio
2
Glau, Kathrin
2
Grbac, Zorana
2
Guyon, Julien
2
Hobson, David G.
2
Hou, Zhaoxu
2
Jacod, Jean
2
Kim, Jae H.
2
Linton, Oliver
2
Mykland, Per A.
2
Neufeld, Ariel
2
Obłój, Jan
2
Soner, Halil Mete
2
Vargiolu, Tiziano
2
Yu, Xiang
2
Zhang, Lan
2
Abergel, Frédérik
1
Alfonsi, Aurélien
1
Arai, Takuji
1
Asamoah, Michael Effah
1
Aïd, René
1
Aït-Sahalia, Yacine
1
Balter, Anne G.
1
Barigou, Karim
1
Barone-Adesi, Giovanni
1
Belomestny, Denis
1
Bentata, Amel
1
Benth, Fred Espen
1
Bernard, Carole
1
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Finance and stochastics
12
International journal of theoretical and applied finance
9
Applied mathematical finance
7
Journal of econometrics
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Quantitative finance
4
Research paper series / Swiss Finance Institute
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
International journal of financial engineering
3
Journal of mathematical finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Mathematics and financial economics
3
Mathematics of operations research
3
Swiss Finance Institute Research Paper
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
European journal of operational research : EJOR
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Mathematical methods of operations research
2
Review of derivatives research
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied economics
1
Asia Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
Computational economics
1
Energy economics
1
Finance research letters
1
INFORMS journal on computing : JOC
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of theoretical and applied finance : IJTAF
1
International review of financial analysis
1
Journal of African business
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk
1
Operations research letters
1
Risks : open access journal
1
Scandinavian actuarial journal
1
The journal of computational finance
1
Trends in mathematical economics : dialogues between Southern Europe and Latin America
1
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle
Guyon, Julien
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 27-79
Persistent link: https://www.econbiz.de/10014447575
Saved in:
2
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
3
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
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4
Pricing a specific equity index annuity in a regime-switching Lévy model with jump
Wang, Yayun
- In:
Computational economics
61
(
2023
)
3
,
pp. 1115-1135
Persistent link: https://www.econbiz.de/10014252150
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5
PDEs for reflected BSDENMs applied to American options
El Jamali, Mohamed
;
Tayeq, Hatim
- In:
International journal of theoretical and applied …
26
(
2023
)
6/7
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014500190
Saved in:
6
On exchange rate predictability and adaptive market hypothesis in South Africa
Tweneboah, George
;
Asamoah, Michael Effah
;
Owusu …
- In:
Journal of African business
23
(
2022
)
4
,
pp. 984-1008
Persistent link: https://www.econbiz.de/10013417091
Saved in:
7
Quadratic hedging of risk neutral values
Secomandi, Nicola
- In:
Energy economics
112
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013350771
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8
A generalized Esscher transform for option valuation with regime switching risk
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 691-705
Persistent link: https://www.econbiz.de/10013367853
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9
A time-varying jump tail risk measure using high-frequency options data
Ubukata, Masato
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2633-2653
Persistent link: https://www.econbiz.de/10013440507
Saved in:
10
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
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