//--> //--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Mathematical methods of operations research"
~subject:"Martingal"
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
Martingale
63
Theorie
50
Theory
50
Portfolio selection
27
Portfolio-Management
27
Option pricing theory
21
Optionspreistheorie
21
CAPM
16
Incomplete market
15
Unvollkommener Markt
15
Stochastic process
12
Stochastischer Prozess
12
Arbitrage
5
Entropie
5
Entropy
5
Derivat
4
Derivative
4
Hedging
4
Transaction costs
4
Transaktionskosten
4
Volatility
4
Volatilität
4
Arbitrage Pricing
3
Arbitrage pricing
3
Black-Scholes model
3
Black-Scholes-Modell
3
Börsenkurs
3
Dual optimization problem
3
Duales Optimierungsproblem
3
Eigeninteresse
3
Erwartungsnutzen
3
Expected utility
3
Financial market
3
Finanzmarkt
3
Mathematical programming
3
Mathematische Optimierung
3
Risikoaversion
3
Risk aversion
3
Self-interest
3
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
63
Type of publication (narrower categories)
All
Article in journal
63
Aufsatz in Zeitschrift
63
Language
All
English
63
Author
All
Frittelli, Marco
4
Kardaras, Constantinos
4
Jarrow, Robert A.
3
Kallsen, Jan
3
Schäl, Manfred
3
Biagini, Sara
2
Choulli, Tahir
2
Hobson, David G.
2
Klein, Irene
2
Korn, Ralf
2
Nutz, Marcel
2
Protter, Philip E.
2
Schachermayer, Walter
2
Stricker, Christophe
2
Abergel, Frédérik
1
Alfonsi, Aurélien
1
Anthropelos, Michail
1
Barron, Yonit
1
Bellini, Fabio
1
Bernard, Carole
1
Biagini, Francesca
1
Bouchard, Bruno
1
Bäuerle, Nicole
1
Callegaro, Giorgia
1
Campi, Luciano
1
Capponi, Agostino
1
Coculescu, Delia
1
Cretarola, Alessandra
1
Cui, Zhenyu
1
Cuoco, Domenico
1
Czichowsky, Christoph
1
Dahl, Kristina Rognlien
1
Davis, Mark H. A.
1
De Donno, Marzia
1
Delbaen, Freddy
1
Di Nunno, Giulia
1
Dolinsky, Yan
1
Eide, Inga Baadshaug
1
El Karoui, Nicole
1
Evstigneev, Igor V.
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Mathematical methods of operations research
Finance and stochastics
92
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
Journal of mathematical finance
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
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
more ...
less ...
Source
All
ECONIS (ZBW)
63
Showing
1
-
10
of
63
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Martingale optimal transport in the discrete case via simple linear programming techniques
Bäuerle, Nicole
;
Schmithals, Daniel Matthias
- In:
Mathematical methods of operations research
90
(
2019
)
3
,
pp. 453-476
Persistent link: https://www.econbiz.de/10012153873
Saved in:
2
Management of a hydropower system via convex duality
Dahl, Kristina Rognlien
- In:
Mathematical methods of operations research
89
(
2019
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011991715
Saved in:
3
Non-linear filtering and optimal investment under partial information for stochastic volatility models
Ibrahim, Dalia
;
Abergel, Frédérik
- In:
Mathematical methods of operations research
87
(
2018
)
3
,
pp. 311-346
Persistent link: https://www.econbiz.de/10011874006
Saved in:
4
Utility indifference pricing and hedging for structured contracts in energy markets
Callegaro, Giorgia
;
Campi, Luciano
;
Giusto, Valeria
; …
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 265-303
Persistent link: https://www.econbiz.de/10011714437
Saved in:
5
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:
6
Robust fundamental theorem for continuous processes
Biagini, Sara
;
Bouchard, Bruno
;
Kardaras, Constantinos
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 963-987
Persistent link: https://www.econbiz.de/10011764999
Saved in:
7
Stability of the exponential utility maximization problem with respect to preferences
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 38-67
Persistent link: https://www.econbiz.de/10011739439
Saved in:
8
On the martingale property in stochastic volatility models based on time-homogeneous diffusions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 194-223
Persistent link: https://www.econbiz.de/10011739452
Saved in:
9
On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 296-328
Persistent link: https://www.econbiz.de/10011577146
Saved in:
10
Stochastic local intensity loss models with interacting particle systems
Alfonsi, Aurélien
;
Labart, Celine
;
Lelong, Jerome
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 366-394
Persistent link: https://www.econbiz.de/10011577160
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->