//--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial economics"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Martingal
5
Martingale
5
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
3
Stochastischer Prozess
3
Incomplete market
2
Portfolio selection
2
Portfolio-Management
2
Unvollkommener Markt
2
utility maximization
2
(robust) no local arbitrage with bounded portfolios
1
(robust) no unbounded profit with bounded risk
1
Analysis
1
Arbitrage
1
Derivat
1
Derivative
1
Hedging
1
Knightian uncertainty
1
Mathematical analysis
1
Nutzentheorie
1
Probability theory
1
Robust statistics
1
Robustes Verfahren
1
Theorie
1
Theory
1
Transaction costs
1
Transaktionskosten
1
Utility theory
1
Volatility
1
Volatilität
1
Wahrscheinlichkeitsrechnung
1
bounded martingale
1
diffusion process
1
incomplete market
1
indifference price
1
large deviations theory
1
market viability
1
martingale measures
1
nonlinear Lévy process
1
more ...
less ...
Online availability
All
Undetermined
Free
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Neufeld, Ariel
2
Bayraktar, Erhan
1
Dolinsky, Yan
1
Jeanblanc, Monique
1
Nutz, Marcel
1
Robertson, Scott
1
Spiliopoulos, Konstantinos
1
Vrins, Frédéric
1
Yu, Xiang
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial economics
Finance and stochastics
33
Journal of econometrics
23
International journal of theoretical and applied finance
15
Mathematics and financial economics
10
Applied mathematical finance
7
Research paper series / Swiss Finance Institute
7
European journal of operational research : EJOR
6
Journal of mathematical finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Mathematics of operations research
6
Quantitative finance
6
International journal of financial engineering
5
Mathematical methods of operations research
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Swiss Finance Institute Research Paper
4
Annals of finance
3
Econometric reviews
3
Finance research letters
3
Insurance / Mathematics & economics
3
International review of financial analysis
3
Operations research letters
3
Scandinavian actuarial journal
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
Journal of African business
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Review of derivatives research
2
The review of financial studies
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied economics
1
Asia Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
Cambridge elements. Elements in quantitative finance
1
Computational economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Conic martingales from stochastic integrals
Jeanblanc, Monique
;
Vrins, Frédéric
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 516-535
Persistent link: https://www.econbiz.de/10012166968
Saved in:
2
On the market viability under proportional transaction costs
Bayraktar, Erhan
;
Yu, Xiang
- In:
Mathematical finance : an international journal of …
28
(
2018
)
3
,
pp. 800-838
Persistent link: https://www.econbiz.de/10011969083
Saved in:
3
Super-replication in fully incomplete markets
Dolinsky, Yan
;
Neufeld, Ariel
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 483-515
Persistent link: https://www.econbiz.de/10011969096
Saved in:
4
Indifference pricing for contingent claims : large deviations effects
Robertson, Scott
;
Spiliopoulos, Konstantinos
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 335-371
Persistent link: https://www.econbiz.de/10011969147
Saved in:
5
Robust utility maximization with Lévy processes
Neufeld, Ariel
;
Nutz, Marcel
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 82-105
Persistent link: https://www.econbiz.de/10011969154
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->