//--> //--> //-->
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:"Finance and stochastics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Schachermayer, Walter"
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:"Martingale"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Martingal
4
Martingale
4
Incomplete market
2
Option pricing theory
2
Optionspreistheorie
2
Theorie
2
Theory
2
Unvollkommener Markt
2
Bachelier
1
Dupire’s formula
1
Kellerer’s theorem
1
Martingales
1
Mathematical programming
1
Mathematische Optimierung
1
Nutzenfunktion
1
Opportunity cost
1
Opportunitätskosten
1
Optimal transport
1
Peacocks
1
Portfolio selection
1
Portfolio-Management
1
Transaction costs
1
Transaktionskosten
1
Utility function
1
continuous price processes
1
convex duality
1
proportional transaction costs
1
shadow prices
1
utility maximization
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Schachermayer, Walter
Kardaras, Constantinos
8
Choulli, Tahir
7
Frittelli, Marco
7
Hobson, David G.
6
Kabanov, Jurij M.
5
Nutz, Marcel
5
Fontana, Claudio
4
Jeanblanc, Monique
4
Obłój, Jan
4
Biagini, Francesca
3
Biagini, Sara
3
Deng, Jun
3
Jarrow, Robert A.
3
Kallsen, Jan
3
Klein, Irene
3
Larsen, Kasper
3
Protter, Philip E.
3
Ruf, Johannes
3
Stricker, Christophe
3
Aksamit, Anna
2
Bender, Christian
2
Bouchard, Bruno
2
Carr, Peter
2
Cox, Alexander M. G.
2
Denis, Emmanuel
2
Dolinsky, Yan
2
Eberlein, Ernst
2
Hou, Zhaoxu
2
Imkeller, Peter
2
Jacod, Jean
2
Karatzas, Ioannis
2
Kramkov, Dmitry
2
Mania, Michael
2
Møller, Thomas
2
Rüschendorf, Ludger
2
Santacroce, Marina
2
Song, Shiqi
2
Xing, Hao
2
Širjaev, Alʹbert N.
2
more ...
less ...
Published in...
All
Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Springer finance
2
Annals of finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
From Bachelier to Dupire via optimal transport
Beiglböck, Mathias
;
Pammer, Gudmund
;
Schachermayer, Walter
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 59-84
Persistent link: https://www.econbiz.de/10012796471
Saved in:
2
Shadow prices for continuous processes
Czichowsky, Christoph
;
Schachermayer, Walter
;
Yang, Junjian
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 623-658
Persistent link: https://www.econbiz.de/10011764961
Saved in:
3
On utility-based pricing of contingent claims in incomplete markets
Hugonnier, Julien
;
Kramkov, Dmitry
;
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 203-212
Persistent link: https://www.econbiz.de/10002725392
Saved in:
4
A super-martingale property of the optimal portfolio process
Schachermayer, Walter
- In:
Finance and stochastics
7
(
2003
)
4
,
pp. 433-456
Persistent link: https://www.econbiz.de/10001800676
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->