//--> //--> //-->
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:"Journal of mathematical finance"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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
Share price
Martingal
13
Martingale
13
Option pricing theory
7
Optionspreistheorie
7
Portfolio selection
5
Portfolio-Management
5
Theorie
5
Theory
5
CAPM
4
Stochastic process
4
Stochastischer Prozess
4
Arbitrage
3
Black-Scholes model
2
Black-Scholes-Modell
2
Börsenkurs
2
Derivat
2
Derivative
2
Equivalent Martingale Measure
2
Hedging
2
Semimartingale
2
Semimartingales
2
Admissible Pricing Measure
1
Arbitrage Pricing
1
Arbitrage pricing
1
Asia
1
Asian Geometric Average Options
1
Asien
1
Auxiliary Market
1
Basis-Risk Model
1
Bichteler-Dellaccherie Theorem
1
Binomial Distribution
1
Black-Scholes Option Pricing Model
1
Contingent Claim
1
Control theory
1
Convex Duality
1
Deterministic Optimal Control
1
Doob-Meyer Decomposition
1
Dual optimization problem
1
Duales Optimierungsproblem
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
2
Language
All
English
2
Author
All
Baraedi, Onthusitse
1
Lungu, E. M.
1
Offen, E. R.
1
Offen, Elias
1
Published in...
All
Journal of mathematical finance
Journal of econometrics
8
International journal of theoretical and applied finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Finance and stochastics
2
Finance research letters
2
Quantitative economics : QE ; journal of the Econometric Society
2
Applied economics letters
1
Computational economics
1
Decision
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International journal of theoretical and applied finance : IJTAF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of banking & finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk finance : the convergence of financial products and insurance
1
Mathematics and financial economics
1
Quantitative finance
1
Risks : open access journal
1
The South African journal of economics
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly journal of finance
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->