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~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Martingal"
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Martingal
591
Martingale
591
Theorie
311
Theory
311
Option pricing theory
180
Optionspreistheorie
180
Stochastic process
137
Stochastischer Prozess
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98
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591
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Aufsatz in Zeitschrift
Article in journal
591
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205
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Li, Jia
10
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8
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8
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7
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7
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7
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7
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6
Biagini, Francesca
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Fontana, Claudio
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6
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6
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6
Kallsen, Jan
6
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5
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5
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5
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5
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5
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5
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4
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4
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Kim, Jae H.
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4
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Finance and stochastics
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
41
Journal of econometrics
38
Annals of finance
16
Applied mathematical finance
15
Mathematics and financial economics
15
Journal of mathematical finance
13
Mathematical methods of operations research
13
Asia-Pacific financial markets
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
European journal of operational research : EJOR
9
Mathematics of operations research
9
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Insurance / Mathematics & economics
8
Journal of economic dynamics & control
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Econometric theory
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Economics letters
7
International review of financial analysis
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
Quantitative finance
7
Risks : open access journal
7
The journal of futures markets
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Econometric reviews
6
Finance research letters
6
International journal of financial engineering
6
Journal of mathematical economics
6
The review of financial studies
6
Journal of banking & finance
5
Operations research letters
5
Review of derivatives research
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Quantitative economics : QE ; journal of the Econometric Society
4
Annals of economics and finance
3
Energy economics
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International journal of theoretical and applied finance : IJTAF
3
Journal of empirical finance
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ECONIS (ZBW)
591
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81
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90
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591
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81
Pricing and hedging in incomplete markets with model uncertainty
Balter, Anne G.
;
Pelsser, Antoon André Jean
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 911-925
Persistent link: https://www.econbiz.de/10012161810
Saved in:
82
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
Saved in:
83
The value of informational arbitrage
Chau, Huy N.
;
Cosso, Andrea
;
Fontana, Claudio
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 277-307
Persistent link: https://www.econbiz.de/10012253351
Saved in:
84
Term structure modelling for multiple curves with stochastic discontinuities
Fontana, Claudio
;
Grbac, Zorana
;
Gümbel, Sandrine
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 465-511
Persistent link: https://www.econbiz.de/10012253393
Saved in:
85
Strict local martingales via filtration enlargement
Dandapani, Aditi
;
Protter, Philip
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270885
Saved in:
86
A note on real-world and risk-neutral dynamics for Heath-Jarrow-Morton frameworks
Criens, David
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012270996
Saved in:
87
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
Saved in:
88
Decomposing dynamic risks into risk components
Schilling, Katja
;
Bauer, Daniel
- In:
Management science : journal of the Institute for …
66
(
2020
)
12
,
pp. 5738-5756
Persistent link: https://www.econbiz.de/10012391415
Saved in:
89
Utility maximization with proportional transaction costs under model uncertainty
Deng, Shuoqing
;
Tan, Xiaolu
;
Yu, Xiang
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1210-1236
Persistent link: https://www.econbiz.de/10012319659
Saved in:
90
Properly discounted asset prices are semimartingales
Bálint, Dániel
;
Schweizer, Martin
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 661-674
Persistent link: https://www.econbiz.de/10012321854
Saved in:
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