//--> //--> //--> //-->
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:"European journal of operational research : EJOR"
~isPartOf:"Mathematics of operations research"
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
33
Martingale
33
Theorie
17
Theory
17
Option pricing theory
15
Optionspreistheorie
15
Portfolio selection
12
Portfolio-Management
12
Stochastic process
11
Stochastischer Prozess
11
CAPM
8
Hedging
6
Incomplete market
5
Mathematical programming
5
Mathematische Optimierung
5
Unvollkommener Markt
5
Derivat
3
Derivative
3
Dynamic programming
3
Dynamische Optimierung
3
Finanzmathematik
3
Mathematical finance
3
Nutzen
3
Risiko
3
Risk
3
Time consistency
3
Utility
3
fundamental theorem of asset pricing
3
Arbitrage
2
Black-Scholes model
2
Black-Scholes-Modell
2
Control theory
2
Decision under uncertainty
2
Entscheidung unter Unsicherheit
2
Finance
2
Incomplete markets
2
Kontrolltheorie
2
Martingale approach
2
Option trading
2
Optionsgeschäft
2
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Language
All
English
33
Author
All
Bayraktar, Erhan
2
Tang, Qihe
2
Akan, Mustafa
1
Albrecher, H.
1
Ata, Barış
1
Atıcı, Ferhan M.
1
Bacinello, Anna Rita
1
Balter, Anne G.
1
Bensoussan, Alain
1
Bo, Lijun
1
Bouzianis, George
1
Burzoni, Matteo
1
Cadenillas, Abel
1
Capponi, Agostino
1
Chambers, Robert G.
1
Cheang, Gerald H. L.
1
Chernih, Andrew
1
Chevalier, Etienne
1
Chiarella, Carl
1
Chiu, Mei Choi
1
Criens, David
1
Deng, Shuoqing
1
Ekiz, Funda
1
Florio, Silvia
1
Fouque, Jean-Pierre
1
Frittelli, Marco
1
Färe, Rolf
1
Gao, Jianjun
1
Glau, Kathrin
1
Goldberg, David Alan
1
Grbac, Zorana
1
Hess, Markus
1
Hou, Zhaoxu
1
Hu, Ruimeng
1
Hughston, Lane P.
1
Kohlmann, Michael
1
Konlack, Virginie S.
1
Koo, Hyeng-keun
1
Lebendinsky, Alex
1
Li, Duan
1
more ...
less ...
Published in...
All
Applied mathematical finance
European journal of operational research : EJOR
Mathematics of operations research
Finance and stochastics
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
41
Journal of econometrics
38
Research paper series / Swiss Finance Institute
24
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Swiss Finance Institute Research Paper
19
Annals of finance
16
CREATES research paper
15
Mathematics and financial economics
15
Journal of mathematical finance
13
Mathematical methods of operations research
13
Asia-Pacific financial markets
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Cowles Foundation discussion paper
8
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Insurance / Mathematics & economics
8
Journal of economic dynamics & control
8
Econometric theory
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Economics letters
7
International review of financial analysis
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
Quantitative finance
7
Risks : open access journal
7
The journal of futures markets
7
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / B
6
Discussion papers of interdisciplinary research project 373
6
Econometric reviews
6
Finance research letters
6
International journal of financial engineering
6
Journal of mathematical economics
6
NBER Working Paper
6
Studi e quaderni
6
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Power forward performance in semimartingale markets with stochastic integrated factors
Bo, Lijun
;
Capponi, Agostino
;
Zhou, Chao
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 288-312
Persistent link: https://www.econbiz.de/10014312552
Saved in:
2
Distributionally robust inventory control when demand is a martingale
Xin, Linwei
;
Goldberg, David Alan
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2387-2414
Persistent link: https://www.econbiz.de/10013375068
Saved in:
3
Indifference pricing of insurance-linked securities in a multi-period model
Liu, Haibo
;
Tang, Qihe
;
Yuan, Zhongyi
- In:
European journal of operational research : EJOR
289
(
2021
)
2
,
pp. 793-805
Persistent link: https://www.econbiz.de/10012416884
Saved in:
4
Explicit representations for utility indifference prices
Hess, Markus
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10012625986
Saved in:
5
Large portfolio losses in a turbulent market
Tang, Qihe
;
Tong, Zhiwei
;
Yang, Yang
- In:
European journal of operational research : EJOR
292
(
2021
)
2
,
pp. 755-769
Persistent link: https://www.econbiz.de/10012502397
Saved in:
6
Pricing and hedging in incomplete markets with model uncertainty
Balter, Anne G.
;
Pelsser, Antoon André Jean
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 911-925
Persistent link: https://www.econbiz.de/10012161810
Saved in:
7
Utility maximization with proportional transaction costs under model uncertainty
Deng, Shuoqing
;
Tan, Xiaolu
;
Yu, Xiang
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1210-1236
Persistent link: https://www.econbiz.de/10012319659
Saved in:
8
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
9
No-arbitrage and hedging with liquid American options
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematics of operations research
44
(
2019
)
2
,
pp. 468-486
Persistent link: https://www.econbiz.de/10012028629
Saved in:
10
Pointwise arbitrage pricing theory in discrete time
Burzoni, Matteo
;
Frittelli, Marco
;
Hou, Zhaoxu
;
Maggis, …
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 1034-1057
Persistent link: https://www.econbiz.de/10012105893
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->