//--> //--> //--> //-->
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:"Cowles Foundation discussion paper"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International journal of theoretical and applied finance"
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
56
Martingale
56
Option pricing theory
25
Optionspreistheorie
25
Theorie
25
Theory
25
Stochastic process
12
Stochastischer Prozess
12
Portfolio selection
9
Portfolio-Management
9
Börsenkurs
8
Derivat
8
Derivative
8
Hedging
8
Share price
8
CAPM
7
Incomplete market
7
Unvollkommener Markt
7
Volatility
7
Volatilität
7
Bubbles
5
Estimation theory
5
Financial market
5
Finanzmarkt
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
Spekulationsblase
5
Arbitrage
4
Capital income
4
Estimation
4
Kapitaleinkommen
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Option trading
4
Optionsgeschäft
4
Risiko
4
Risk
4
Robust statistics
4
Robustes Verfahren
4
more ...
less ...
Online availability
All
Undetermined
19
Free
8
Type of publication
All
Article
48
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
48
Aufsatz in Zeitschrift
48
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
56
Author
All
Phillips, Peter C. B.
6
Arai, Takuji
3
Elliott, Robert J.
3
Criens, David
2
Ekström, Erik
2
Giraitis, Liudas
2
Ibragimov, Rustam
2
Kohlmann, Michael
2
Li, Jia
2
Mykland, Per A.
2
Protter, Philip
2
Protter, Philip E.
2
Siu, Tak Kuen
2
Todorov, Viktor
2
Tysk, Johan
2
Xiong, Dewen
2
Zhang, Lan
2
Alfonsi, Aurélien
1
Badescu, Alexandru
1
Barski, Michał
1
Belomestny, Denis
1
Biagini, Francesca
1
Blais, Marcel
1
Bollerslev, Tim
1
Branger, Nicole
1
Brodén, Mats
1
Brown, Donald J.
1
Bäuerle, Nicole
1
Cassese, Gianluca
1
Centanni, Silvia
1
Cheng, Xu
1
Comte, Fabienne
1
Corbetta, Jacopo
1
Dalla, Violetta
1
Dandapani, Aditi
1
Desmettre, Sascha
1
Dorfleitner, Gregor
1
Dyrssen, Hannah
1
Fontana, Claudio
1
Gerer, Johannes
1
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International journal of theoretical and applied finance
Finance and stochastics
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
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
Applied mathematical finance
15
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
European journal of operational research : EJOR
9
Mathematics of operations research
9
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
Insurance / Mathematics & economics
8
Journal of economic dynamics & control
8
Econometric theory
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)
56
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
Saved in:
2
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
3
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
Saved in:
4
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
5
Survival investment strategies in a continuous-time market model with competition
Zhitlukhin, M. V.
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012650248
Saved in:
6
Consistent upper price bounds for exotic options
Bäuerle, Nicole
;
Schmithals, Daniel Matthias
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012650310
Saved in:
7
Strict local martingales via filtration enlargement
Dandapani, Aditi
;
Protter, Philip
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270885
Saved in:
8
A note on real-world and risk-neutral dynamics for Heath-Jarrow-Morton frameworks
Criens, David
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012270996
Saved in:
9
Robust bounds for derivative prices in markovian models
Sester, Julian
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012271014
Saved in:
10
Inefficient bubbles and efficient drawdowns in financial markets
Schatz, Michael
;
Sornette, Didier
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-56
Persistent link: https://www.econbiz.de/10012496907
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->