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~isPartOf:"CREATES research paper"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Martingal
21
Martingale
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Theorie
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Theory
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Stochastic process
5
Stochastischer Prozess
5
Volatility
5
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1990-2008
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CREATES research paper
Decisions in economics and finance : DEF ; a journal of applied mathematics
Finance and stochastics
12
Research paper series / Swiss Finance Institute
6
Swiss Finance Institute Research Paper
6
International journal of theoretical and applied finance
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Annals of finance
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European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Bank of Finland research discussion papers
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Journal of risk
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Operations research forum
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Operations research letters
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Production and operations management : the flagship research journal of the Production and Operations Management Society
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Scandinavian actuarial journal
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The journal of computational finance
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Financial economics without probalistic prior assumptions
Riedel, Frank
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10010513461
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2
Characterisation of optimal dual measures via distortion
Monoyios, Michael
- In:
Decisions in economics and finance : DEF ; a journal of …
29
(
2006
)
2
,
pp. 95-119
Persistent link: https://www.econbiz.de/10003835671
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3
Arbitrage, linear programming and martingales in securities markets with bid-ask spreads
Ortu, Fulvio
- In:
Decisions in economics and finance : DEF ; a journal of …
24
(
2001
)
2
,
pp. 79-105
Persistent link: https://www.econbiz.de/10001683838
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