//--> //--> //-->
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
~isPartOf:"Applied mathematical finance"
~isPartOf:"Cambridge-INET working papers"
~subject:"Kapitaleinkommen"
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
Kapitaleinkommen
Martingal
16
Martingale
16
Option pricing theory
10
Optionspreistheorie
10
Stochastic process
8
Stochastischer Prozess
8
Theorie
7
Theory
7
Hedging
4
Incomplete market
4
Unvollkommener Markt
4
CAPM
3
Finanzmathematik
3
Mathematical finance
3
Portfolio selection
3
Portfolio-Management
3
Black-Scholes model
2
Black-Scholes-Modell
2
Capital income
2
Control theory
2
Derivat
2
Derivative
2
Kontrolltheorie
2
Nutzen
2
Risikoaversion
2
Risk aversion
2
Utility
2
utility indifference price
2
Aktienmarkt
1
Analysis
1
Brownian motion
1
Bubbles
1
Börsenkurs
1
Entropie
1
Entropy
1
Experiment
1
Exponential semimartingale
1
Fads
1
Financial investment
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Chernih, Andrew
1
Hong, Seok Young
1
Linton, Oliver
1
Maj, Matheusz
1
Schoutens, Wim
1
Vanduffel, Steven
1
Zhang, Hui Jun
1
more ...
less ...
Published in...
All
Applied mathematical finance
Cambridge-INET working papers
Journal of econometrics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Chapman & Hall/CRC financial mathematics series
2
ERID working paper
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Finance and stochastics
2
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Quantitative economics : QE ; journal of the Econometric Society
2
AFI
1
Advances in mathematical economics
1
CREATES Research Paper
1
CREATES research paper
1
Cambridge working papers in economics
1
Econometrics : open access journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Forschungsbericht / Universität Trier, Mathematik, Informatik
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of African business
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk finance : the convergence of financial products and insurance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
NBER Working Paper
1
NBER working paper series
1
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Research paper series / Swiss Finance Institute
1
The journal of futures markets
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
An investigation into multivariate variance ratio statistics and their application to stock market predictability
Hong, Seok Young
;
Linton, Oliver
;
Zhang, Hui Jun
-
2015
Persistent link: https://www.econbiz.de/10011455529
Saved in:
2
A note on the suboptimality of path-dependent pay-offs in Lévy markets
Vanduffel, Steven
;
Chernih, Andrew
;
Maj, Matheusz
; …
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 315-330
Persistent link: https://www.econbiz.de/10003916188
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->