//--> //--> //-->
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:"Obłój, Jan"
~subject:"Arbitrage Pricing"
~subject:"Kapitaleinkommen"
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
Kapitaleinkommen
Martingal
6
Martingale
6
Mathematical programming
3
Mathematische Optimierung
3
Portfolio selection
3
Portfolio-Management
3
Theorie
3
Theory
3
Arbitrage
2
Arbitrage pricing
2
CAPM
2
Hedging
2
Martingale optimal transport
2
Option pricing theory
2
Optionspreistheorie
2
Pricing-hedging duality
2
Robust pricing and hedging
2
fundamental theorem of asset pricing
2
Azéma-Yor processes
1
Decision under uncertainty
1
Dual optimization problem
1
Duales Optimierungsproblem
1
Entscheidung unter Unsicherheit
1
Estimation theory
1
Financial bubble
1
Knightian uncertainty
1
Local martingale models
1
Path space restrictions
1
Pathwise modelling
1
Robust statistics
1
Robustes Verfahren
1
Schätztheorie
1
Short selling constraint
1
Swap
1
Trading restrictions
1
arbitrage conditions
1
arbitrage pricing theory
1
asymptotic growth rate
1
drawdown constraint
1
more ...
less ...
Online availability
All
Undetermined
1
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
Obłój, Jan
Todorov, Viktor
10
Bollerslev, Tim
6
Jacod, Jean
6
Tauchen, George Eugene
6
Li, Jia
5
Linton, Oliver
5
Cassese, Gianluca
4
Fontana, Claudio
4
Hong, Seok Young
4
Kabanov, Jurij M.
4
Zhang, Hui Jun
4
Ait-Sahalia, Yacine
3
Aït-Sahalia, Yacine
3
Delbaen, Freddy
3
Kardaras, Constantinos
3
Madan, Dilip B.
3
Schachermayer, Walter
3
Schürger, Klaus
3
Beißner, Patrick
2
Burzoni, Matteo
2
Charles, Amélie
2
Chernih, Andrew
2
Criens, David
2
Darné, Olivier
2
Davies, Robert
2
Evstigneev, Igor V.
2
Frittelli, Marco
2
Guasoni, Paolo
2
Kim, Jae H.
2
Leitner, Johannes
2
Lepinette, Emmanuel
2
Maggis, Marco
2
Mykland, Per A.
2
Pelger, Markus
2
Rásonyi, Miklós
2
Sayit, Hasanjan
2
Schoutens, Wim
2
Smetanina, Ekaterina
2
Taksar, Michael I.
2
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics of operations research
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pointwise arbitrage pricing theory in discrete time
Burzoni, Matteo
;
Frittelli, Marco
;
Hou, Zhaoxu
;
Maggis, …
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 1034-1057
Persistent link: https://www.econbiz.de/10012105893
Saved in:
2
Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->