//--> //--> //--> //-->
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
~person:"Biagini, Francesca"
~person:"Nutz, Marcel"
~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
Martingal
13
Martingale
13
Option pricing theory
6
Optionspreistheorie
6
Portfolio selection
6
Portfolio-Management
6
CAPM
5
Theorie
5
Theory
5
Risiko
4
Risk
4
Stochastic process
4
Stochastischer Prozess
4
Knightian uncertainty
2
Actuarial mathematics
1
Affine mortality structure
1
Arbeitslosenversicherung
1
Arbitrage
1
Arbitrage Pricing
1
Arbitrage of the second kind
1
Arbitrage pricing
1
Basis risk
1
Benchmark approach
1
Benchmarking
1
Bewertung
1
Bubbles
1
Consistent price system
1
Decision under uncertainty
1
Decomposition method
1
Dekompositionsverfahren
1
Derivat
1
Derivative
1
Dynamic programming
1
Dynamische Optimierung
1
Eigeninteresse
1
Entscheidung unter Unsicherheit
1
Equivalent martingale measures
1
Evaluation
1
Filtration shrinkage
1
Föllmer-Schweizer decomposition
1
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
13
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
13
Author
All
Biagini, Francesca
Nutz, Marcel
Li, Jia
10
Jarrow, Robert A.
9
Kardaras, Constantinos
9
Frittelli, Marco
8
Jacod, Jean
8
Choulli, Tahir
7
Protter, Philip E.
7
Tauchen, George Eugene
7
Todorov, Viktor
7
Bayraktar, Erhan
6
Fontana, Claudio
6
Hobson, David G.
6
Jeanblanc, Monique
6
Kabanov, Jurij M.
6
Kallsen, Jan
6
Siu, Tak Kuen
6
Arai, Takuji
5
Criens, David
5
Elliott, Robert J.
5
Liu, Zhi
5
Obłój, Jan
5
Schachermayer, Walter
5
Campi, Luciano
4
Charles, Amélie
4
Cretarola, Alessandra
4
Darné, Olivier
4
Deng, Jun
4
Kim, Jae H.
4
Larsen, Kasper
4
Madan, Dilip B.
4
McCauley, Joseph L.
4
Mykland, Per A.
4
Phillips, Peter C. B.
4
Platen, Eckhard
4
Ruf, Johannes
4
Seifried, Frank Thomas
4
Tankov, Peter
4
Biagini, Sara
3
more ...
less ...
Published in...
All
Finance and stochastics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Mathematics and financial economics
3
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optional projection under equivalent local martingale measures
Biagini, Francesca
;
Mazzon, Andrea
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
Saved in:
2
Martingale Schrödinger bridges and optimal semistatic portfolios
Nutz, Marcel
;
Wiesel, Johannes
;
Zhao, Long
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 233-254
Persistent link: https://www.econbiz.de/10013489593
Saved in:
3
Robust utility maximization with Lévy processes
Neufeld, Ariel
;
Nutz, Marcel
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 82-105
Persistent link: https://www.econbiz.de/10011969154
Saved in:
4
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:
5
Risk-minimization for life insurance liabilities with basis risk
Biagini, Francesca
;
Rheinländer, Thorsten
;
Schreiber, Irene
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 151-178
Persistent link: https://www.econbiz.de/10011485900
Saved in:
6
Consistent price systems under model uncertainty
Bouchard, Bruno
;
Nutz, Marcel
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 83-98
Persistent link: https://www.econbiz.de/10011459977
Saved in:
7
Shifting martingale measures and the birth of a bubble as a submartingale
Biagini, Francesca
;
Föllmer, Hans
;
Nedelcu, Sorin
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10010340747
Saved in:
8
Superreplication under model uncertainty in discrete time
Nutz, Marcel
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 791-803
Persistent link: https://www.econbiz.de/10010416246
Saved in:
9
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
Saved in:
10
Pricing of unemployment insurance products with doubly stochastic Markov chains
Biagini, Francesca
;
Widenmann, Jan
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009624472
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->