//--> //--> //-->
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:"Nutz, Marcel"
~person:"Smith, Robert L."
~subject:"Mathematical programming"
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
Mathematical programming
Martingal
10
Martingale
10
Theorie
6
Theory
6
Portfolio selection
5
Portfolio-Management
5
Mathematische Optimierung
3
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
CAPM
2
Knightian uncertainty
2
Risiko
2
Risk
2
Simulation
2
Adaptive search
1
Arbitrage
1
Arbitrage Pricing
1
Arbitrage of the second kind
1
Arbitrage pricing
1
Consistent price system
1
Decision under risk
1
Decision under uncertainty
1
Dynamic programming
1
Dynamische Optimierung
1
Eigeninteresse
1
Entscheidung unter Risiko
1
Entscheidung unter Unsicherheit
1
Hahn-Banach theorem
1
Martingale Schrödinger bridge
1
Martingale measure
1
Martingale processes
1
Medial limit
1
Model uncertainty
1
Nichtlineare Regression
1
Nondominated model
1
Nonlinear regression
1
Nutzentheorie
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Nutz, Marcel
Smith, Robert L.
Obłój, Jan
3
Schweizer, Martin
3
Soner, Halil Mete
3
Alfonsi, Aurélien
2
Bäuerle, Nicole
2
Corbetta, Jacopo
2
Dolinsky, Yan
2
Henry-Labordere, Pierre
2
Hobson, David G.
2
Jourdain, Benjamin
2
Kiatsupaibul, Seksan
2
Mania, Michael
2
Santacroce, Marina
2
Schmithals, Daniel Matthias
2
Sester, Julian
2
Touzi, Nizar
2
Zabinsky, Zelda B.
2
Akhiat, Fettah
1
Bayraktar, Erhan
1
Beiglböck, Mathias
1
Bender, Christian
1
Bensoussan, Alain
1
Cadenillas, Abel
1
Campi, Luciano
1
Carassus, Laurence
1
Castaing, Charles
1
Cherny, Vladimir
1
Choulli, Tahir
1
Cox, Alexander
1
Criens, David
1
Davis, Mark H. A.
1
De Franco, Carmine
1
De Marco, Stefano
1
Denis, Emmanuel
1
Doldi, Alessandro
1
Dupačová, Jitka
1
Ezzaki, Fatima
1
Forel, Alexandre
1
Fouque, Jean-Pierre
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Operations research
1
Operations research letters
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Single observation adaptive search for discrete and continuous stochastic optimization
Kiatsupaibul, Seksan
;
Smith, Robert L.
;
Zabinsky, Zelda B.
- In:
Operations research letters
48
(
2020
)
5
,
pp. 666-673
Persistent link: https://www.econbiz.de/10012303435
Saved in:
2
Single observation adaptive search for continuous simulation optimization
Kiatsupaibul, Seksan
;
Smith, Robert L.
;
Zabinsky, Zelda B.
- In:
Operations research
66
(
2018
)
6
,
pp. 1713-1727
Persistent link: https://www.econbiz.de/10011972264
Saved in:
3
Power utility maximization in constrained exponential Lévy models
Nutz, Marcel
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 690-709
Persistent link: https://www.econbiz.de/10009614940
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->