//--> //--> //-->
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:"Criens, David"
~subject:"Arbitrage pricing"
~subject:"Effizienzmarkthypothese"
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
Arbitrage pricing
Effizienzmarkthypothese
Martingal
5
Martingale
5
Arbitrage
2
Arbitrage Pricing
2
Option pricing theory
2
Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Yield curve
2
Zinsstruktur
2
Analysis
1
Bubbles
1
CAPM
1
Duality theory
1
Exponential semimartingale
1
Financial bubble
1
Financial economics
1
Financial market
1
Finanzmarkt
1
Heath-Jarrow-Morton framework
1
Interest rate derivative
1
Itô process
1
Kapitalmarkttheorie
1
Knightian uncertainty
1
Libor model
1
Lévy term structure models
1
Mathematical analysis
1
Mathematical programming
1
Mathematische Optimierung
1
Minimal martingale measure
1
No arbitrage
1
Nonlinear continuous semimartingales
1
Risiko
1
Risk
1
Robust market price of risk
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Criens, David
Cassese, Gianluca
4
Kabanov, Jurij M.
4
Charles, Amélie
3
Darné, Olivier
3
Delbaen, Freddy
3
Kardaras, Constantinos
3
Kim, Jae H.
3
Larsson, Martin
3
Schachermayer, Walter
3
Schürger, Klaus
3
Al-Khazali, Osamah
2
Beißner, Patrick
2
Burzoni, Matteo
2
Evstigneev, Igor V.
2
Fontana, Claudio
2
Frittelli, Marco
2
Guasoni, Paolo
2
Guo, Biao
2
Han, Qian
2
Holmberg, Ulf
2
Jarrow, Robert A.
2
Kumar, Dilip
2
Leduc, Guillaume
2
Lehmann, Bruce N.
2
Leitner, Johannes
2
Lepinette, Emmanuel
2
Lundström, Christian
2
Lönnbark, Carl
2
Maggis, Marco
2
McCauley, Joseph L.
2
Obłój, Jan
2
Pyun, Chong-soo
2
Rásonyi, Miklós
2
Sayit, Hasanjan
2
Schatz, Michael
2
Smith, Graham
2
Sornette, Didier
2
Taksar, Michael I.
2
Valkeila, Esko
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
1
Mathematics and financial economics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
No arbitrage in continuous financial markets
Criens, David
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 461-506
Persistent link: https://www.econbiz.de/10012240304
Saved in:
2
Deterministic criteria for the absence and existence of arbitrage in multi-dimensional diffusion markets
Criens, David
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011845940
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->