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~subject:"Mathematical programming"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Universitätsschrift"
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Search: subject_exact:"Martingal"
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Mathematical programming
Martingal
592
Martingale
591
Theorie
311
Theory
311
Option pricing theory
180
Optionspreistheorie
180
Stochastic process
137
Stochastischer Prozess
137
Portfolio selection
134
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134
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98
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80
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80
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59
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46
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46
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Efficient market hypothesis
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Effizienzmarkthypothese
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Arbitrage Pricing
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Arbitrage pricing
32
Option trading
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Optionsgeschäft
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Aufsatz in Zeitschrift
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39
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Obłój, Jan
3
Bäuerle, Nicole
2
Hobson, David G.
2
Kiatsupaibul, Seksan
2
Schmithals, Daniel Matthias
2
Smith, Robert L.
2
Zabinsky, Zelda B.
2
Akhiat, Fettah
1
Alfonsi, Aurélien
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
Corbetta, Jacopo
1
Criens, David
1
Davis, Mark H. A.
1
De Franco, Carmine
1
Denis, Emmanuel
1
Doldi, Alessandro
1
Ezzaki, Fatima
1
Forel, Alexandre
1
Fouque, Jean-Pierre
1
Frittelli, Marco
1
Gao, Jianjun
1
Goldberg, David Alan
1
Grunow, Martin
1
Guyon, Julien
1
Hata, Hiroaki
1
Henry-Labordère, Pierre
1
Hou, Zhaoxu
1
Hu, Ruimeng
1
Jourdain, Benjamin
1
Junca, Mauricio
1
Kabanov, Jurij M.
1
Klimmek, Martin
1
Koo, Hyeng-keun
1
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Finance and stochastics
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
International journal of theoretical and applied finance
3
Annals of finance
2
European journal of operational research : EJOR
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematics and financial economics
2
Mathematics of operations research
2
Advances in mathematical economics
1
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1
Journal of mathematical finance
1
Journal of risk
1
Mathematical methods of operations research
1
Operations research
1
Operations research forum
1
Operations research letters
1
Production and operations management : the flagship research journal of the Production and Operations Management Society
1
Scandinavian actuarial journal
1
The journal of computational finance
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ECONIS (ZBW)
39
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1
Entropy martingale optimal transport and nonlinear pricing-hedging duality
Doldi, Alessandro
;
Frittelli, Marco
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 255-304
Persistent link: https://www.econbiz.de/10014253636
Saved in:
2
Dynamic stochastic lot sizing with forecast evolution in rolling-horizon planning
Forel, Alexandre
;
Grunow, Martin
- In:
Production and operations management : the flagship …
32
(
2023
)
2
,
pp. 449-468
Persistent link: https://www.econbiz.de/10014266046
Saved in:
3
Robust utility maximization with nonlinear continuous semimartingales
Criens, David
;
Niemann, Lars
- In:
Mathematics and financial economics
17
(
2023
)
3
,
pp. 499-536
Persistent link: https://www.econbiz.de/10014381096
Saved in:
4
From Bachelier to Dupire via optimal transport
Beiglböck, Mathias
;
Pammer, Gudmund
;
Schachermayer, Walter
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 59-84
Persistent link: https://www.econbiz.de/10012796471
Saved in:
5
Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle
Guyon, Julien
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 27-79
Persistent link: https://www.econbiz.de/10014447575
Saved in:
6
Distributionally robust inventory control when demand is a martingale
Xin, Linwei
;
Goldberg, David Alan
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2387-2414
Persistent link: https://www.econbiz.de/10013375068
Saved in:
7
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
Junca, Mauricio
;
Serrano, Rafael
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 775-809
Persistent link: https://www.econbiz.de/10012616858
Saved in:
8
Consistent upper price bounds for exotic options
Bäuerle, Nicole
;
Schmithals, Daniel Matthias
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012650310
Saved in:
9
Robust arbitrage conditions for financial markets
Singh, Derek
;
Zhang, Shuzong
- In:
Operations research forum
2
(
2021
)
3
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012589911
Saved in:
10
Robust bounds for derivative prices in markovian models
Sester, Julian
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012271014
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