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~isPartOf:"Annals of finance"
~subject:"Eigeninteresse"
~subject:"Theory"
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Search: subject_exact:"Martingal"
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Eigeninteresse
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Martingal
16
Martingale
16
Theorie
11
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6
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6
Arbitrage Pricing
5
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Rásonyi, Miklós
2
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1
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1
Brown, Martin
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Fouque, Jean-Pierre
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1
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1
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Annals of finance
Finance and stochastics
59
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
International journal of theoretical and applied finance
17
Journal of econometrics
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
15
Research paper series / Swiss Finance Institute
13
Swiss Finance Institute Research Paper
13
CREATES research paper
10
Mathematical methods of operations research
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Mathematics and financial economics
8
Applied mathematical finance
6
European journal of operational research : EJOR
6
Insurance / Mathematics & economics
6
Journal of economic dynamics & control
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Econometric reviews
5
Journal of mathematical finance
5
Mathematics of operations research
5
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
5
Studi e quaderni
5
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Asia-Pacific financial markets
4
Contemporary quantitative finance : essays in honour of Eckhard Platen
4
Cowles Foundation discussion paper
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Discussion paper / B
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of mathematical economics
4
Quantitative economics : QE ; journal of the Econometric Society
4
The review of financial studies
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cowles Foundation Discussion Paper
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion papers of interdisciplinary research project 373
3
International review of financial analysis
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ECONIS (ZBW)
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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
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:
3
Optimal investment, consumption-leisure, insurance and retirement choice
Perera, Ryle S.
- In:
Annals of finance
9
(
2013
)
4
,
pp. 689-723
Persistent link: https://www.econbiz.de/10010196588
Saved in:
4
Risk-averse asymptotics for reservation prices
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Annals of finance
7
(
2011
)
3
,
pp. 375-387
Persistent link: https://www.econbiz.de/10009248120
Saved in:
5
Diversity and arbitrage in a regulatory breakup model
Strong, Winslow
;
Fouque, Jean-Pierre
- In:
Annals of finance
7
(
2011
)
3
,
pp. 349-374
Persistent link: https://www.econbiz.de/10009248122
Saved in:
6
No arbitrage conditions for simple trading strategies
Bayraktar, Erhan
;
Sayit, Hasanjan
- In:
Annals of finance
6
(
2010
)
1
,
pp. 147-156
Persistent link: https://www.econbiz.de/10003939576
Saved in:
7
The fundamental theorem of asset pricing for continuous processes under small transaction costs
Guasoni, Paolo
;
Rásonyi, Miklós
;
Schachermayer, Walter
- In:
Annals of finance
6
(
2010
)
2
,
pp. 157-191
Persistent link: https://www.econbiz.de/10003941214
Saved in:
8
Short-term relative arbitrage in volatility-stabilized markets
Banner, Adrian D.
;
Fernholz, Daniel
- In:
Annals of finance
4
(
2008
)
4
,
pp. 445-454
Persistent link: https://www.econbiz.de/10003737199
Saved in:
9
On the semimartingale property via bounded logarithmic utility
Larsen, Kasper
;
Žitković, Gordan
- In:
Annals of finance
4
(
2008
)
2
,
pp. 255-268
Persistent link: https://www.econbiz.de/10003645478
Saved in:
10
Balance, growth and diversity of financial markets
Kardaras, Constantinos
- In:
Annals of finance
4
(
2008
)
3
,
pp. 369-397
Persistent link: https://www.econbiz.de/10003714675
Saved in:
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