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~isPartOf:"Journal of mathematical finance"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Martingal"
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Martingal
Martingale
22
Theorie
14
Theory
14
Option pricing theory
10
Optionspreistheorie
10
Stochastic process
9
Stochastischer Prozess
9
Portfolio selection
5
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4
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4
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Pommeret, Denys
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Renault, Olivier
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Bouchard, Bruno
1
Efe-Eyefia, E.
1
Eghwerido, J. T.
1
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1
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1
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1
Iwaki, Hideki
1
Jouini, Elyès
1
Kallal, Hédi D.
1
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1
Liu, Jingzhen
1
Loxton, Ryan C.
1
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1
Mao, Junjun
1
Mas, André
1
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1
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Proske, Frank
1
Qi, Jun
1
Samura, Sallieu Kabay
1
Takino, Kazuhiro
1
Teo, Kok Lay
1
Yao, Dengbao
1
Yi, Lan
1
Yiu, Ka Fai Cedric
1
Zhu, Yonggang
1
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Journal of mathematical finance
Série des documents de travail / Centre de Recherche en Économie et Statistique
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
Applied mathematical finance
15
CREATES research paper
15
Mathematics and financial economics
15
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
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
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ECONIS (ZBW)
22
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1
Equilibrium equity premium in a semi martingale market when jump amplitudes follow a binomial distribution
Mukupa, George M.
;
Offen, Elias R.
- In:
Journal of mathematical finance
8
(
2018
)
3
,
pp. 599-612
Persistent link: https://www.econbiz.de/10011968727
Saved in:
2
Multi-period portfolio selection with no-shorting constraints : duality analysis
Qi, Jun
;
Yi, Lan
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 751-768
Persistent link: https://www.econbiz.de/10011752542
Saved in:
3
Measure of investment optimal strategy
Eghwerido, J. T.
;
Ekuma-Okereke, E.
;
Efe-Eyefia, E.
; …
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 269-274
Persistent link: https://www.econbiz.de/10011544457
Saved in:
4
About stochastic calculus in presence of jumps at predictable stopping times
Galtchouk, Leonid
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 443-456
Persistent link: https://www.econbiz.de/10011583560
Saved in:
5
Optimal portfolio strategy with discounted stochastic cash inflows when the stock price is a semimartingale
Baraedi, Onthusitse
;
Offen, Elias
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 660-684
Persistent link: https://www.econbiz.de/10011656991
Saved in:
6
Pricing a European option in a black-scholes quanto market when stock price is a semimartingale
Offen, E. R.
;
Lungu, E. M.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 286-303
Persistent link: https://www.econbiz.de/10011438535
Saved in:
7
On asymptotic behaviors of exponential hedging in the basis-risk model
Takino, Kazuhiro
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
Saved in:
8
Equivalent martingale measure in Asian geometric average option pricing
Zhu, Yonggang
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 304-308
Persistent link: https://www.econbiz.de/10011312412
Saved in:
9
On local times : application to pricing using bid-ask
Kettler, Paul C.
;
Menoukeu-Pamen, Olivier
;
Proske, Frank
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 84-94
Persistent link: https://www.econbiz.de/10010380910
Saved in:
10
Contingent claims in incomplete markets : a case study
Mataramvura, Sure
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 426-430
Persistent link: https://www.econbiz.de/10010239520
Saved in:
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