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Search: subject_exact:"Martingal"
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Martingal
12
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Finance research letters
Journal of mathematical economics
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
Research paper series / Swiss Finance Institute
24
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Swiss Finance Institute Research Paper
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Annals of finance
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Applied mathematical finance
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CREATES research paper
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Mathematics and financial economics
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10
European journal of operational research : EJOR
9
Mathematics of operations research
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Cowles Foundation discussion paper
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Insurance / Mathematics & economics
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International review of financial analysis
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Discussion papers of interdisciplinary research project 373
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Econometric reviews
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International journal of financial engineering
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ECONIS (ZBW)
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1
No free lunch for markets with multiple numéraires
Carassus, Laurence
- In:
Journal of mathematical economics
104
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014231303
Saved in:
2
When Tether says "jump!" Bitcoin asks "how low?"
Grobys, Klaus
;
Toan Luu Duc Huynh
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013459823
Saved in:
3
Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility
Hodoshima, Jiro
;
Yamawake, Toshiyuki
- In:
Finance research letters
28
(
2019
),
pp. 74-81
Persistent link: https://www.econbiz.de/10012388014
Saved in:
4
Comparison of utility indifference pricing and mean-variance approach under normal mixture
Hodoshima, Jiro
;
Misawa, Tetsuya
;
Miyahara, Yoshio
- In:
Finance research letters
24
(
2018
),
pp. 221-229
Persistent link: https://www.econbiz.de/10011982579
Saved in:
5
Assessing the profitability of intraday opening range breakout strategies : Ulf Holmberg; Carl Lönnbark; Christian Lundström
Holmberg, Ulf
;
Lönnbark, Carl
;
Lundström, Christian
- In:
Finance research letters
10
(
2013
)
1
,
pp. 27-33
Persistent link: https://www.econbiz.de/10009728609
Saved in:
6
Discrete versus continuous time models : local martingales and singular processes in asset pricing theory
Jarrow, Robert A.
;
Protter, Philip
- In:
Finance research letters
9
(
2012
)
2
,
pp. 58-62
Persistent link: https://www.econbiz.de/10009615902
Saved in:
7
Utility maximization under a shortfall risk constraint
Gundel, Anne
;
Weber, Stefan
- In:
Journal of mathematical economics
44
(
2008
)
11
,
pp. 1126-1151
Persistent link: https://www.econbiz.de/10003783833
Saved in:
8
Relevant coherent measures of risk
Stoica, George
- In:
Journal of mathematical economics
42
(
2006
)
6
,
pp. 794-806
Persistent link: https://www.econbiz.de/10003376558
Saved in:
9
A note on sufficient conditions for no arbitrage
Carr, Peter
;
Madan, Dilip B.
- In:
Finance research letters
2
(
2005
)
3
,
pp. 125-130
Persistent link: https://www.econbiz.de/10003099264
Saved in:
10
The Dalang-Morton-Willinger theorem under cone constraints
Napp, Clotilde
- In:
Journal of mathematical economics
39
(
2003
)
1/2
,
pp. 111-126
Persistent link: https://www.econbiz.de/10001755265
Saved in:
11
Projective system approach to the martingale characterization of the absence of arbitrage
Balbás de la Corte, Alejandro
;
Mirás, Miguel Ángel
; …
- In:
Journal of mathematical economics
37
(
2002
)
4
,
pp. 311-323
Persistent link: https://www.econbiz.de/10001703425
Saved in:
12
Wealth optimization in an incomplete market driven by a jump-diffusion process
Bellamy, Nadine
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 259-287
Persistent link: https://www.econbiz.de/10001567657
Saved in:
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