//--> //--> //-->
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:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Chiarella, Carl"
~person:"Kordzakhia, N."
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
4
Martingale
4
Stochastic process
3
Stochastischer Prozess
3
Option pricing theory
2
Optionspreistheorie
2
Theorie
2
Theory
2
Analysis
1
Derivat
1
Derivative
1
Hedging
1
Mathematical analysis
1
Measurement
1
Messung
1
Portfolio selection
1
Portfolio-Management
1
Radon-Nikodym theorem
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
4
Author
All
Chiarella, Carl
Kordzakhia, N.
Platen, Eckhard
10
Hulley, Hardy
5
Kardaras, Constantinos
4
Novikov, Alexander
3
Cheang, Gerald H. L.
2
Baldeaux, Jan
1
Biagini, Francesca
1
Cheung, Gerald H. L.
1
Cretarola, Alessandra
1
Fontana, Claudio
1
Ignatieva, Ekaterina
1
Kordzakhia, Nino
1
Liptser, R.
1
McWalter, Thomas A.
1
Melchers, R. E.
1
Nikeghbali, Ashkan
1
Pelger, Markus
1
Schweizer, Martin
1
Shinjikashvili, E.
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Applied mathematical finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modern view on Merton’s jump-diffusion model
Cheung, Gerald H. L.
;
Chiarella, Carl
-
2011
Persistent link: https://www.econbiz.de/10009563108
Saved in:
2
Hedge portfolios in markets with price discontinuities
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003856801
Saved in:
3
Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003857157
Saved in:
4
First passage time of Filtered Poisson Process with exponential shape function
Novikov, Alexander
;
Melchers, R. E.
;
Shinjikashvili, E.
; …
-
2003
Persistent link: https://www.econbiz.de/10002250933
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->