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Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance and stochastics
92
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
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Swiss Finance Institute Research Paper
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Annals of finance
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CREATES research paper
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Mathematics and financial economics
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Journal of mathematical finance
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Mathematical methods of operations research
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Asia-Pacific financial markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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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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
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International review of financial analysis
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Quantitative finance
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Risks : open access journal
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The journal of futures markets
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Econometric reviews
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Finance research letters
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International journal of financial engineering
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Journal of mathematical economics
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1
Shadow prices for continuous processes
Czichowsky, Christoph
;
Schachermayer, Walter
;
Yang, Junjian
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 623-658
Persistent link: https://www.econbiz.de/10011764961
Saved in:
2
Robust fundamental theorem for continuous processes
Biagini, Sara
;
Bouchard, Bruno
;
Kardaras, Constantinos
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 963-987
Persistent link: https://www.econbiz.de/10011764999
Saved in:
3
Stability of the exponential utility maximization problem with respect to preferences
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 38-67
Persistent link: https://www.econbiz.de/10011739439
Saved in:
4
On the martingale property in stochastic volatility models based on time-homogeneous diffusions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 194-223
Persistent link: https://www.econbiz.de/10011739452
Saved in:
5
On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 296-328
Persistent link: https://www.econbiz.de/10011577146
Saved in:
6
Stochastic local intensity loss models with interacting particle systems
Alfonsi, Aurélien
;
Labart, Celine
;
Lelong, Jerome
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 366-394
Persistent link: https://www.econbiz.de/10011577160
Saved in:
7
Option pricing and hedging with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
8
The effect of trading futures on short sale constraints
Jarrow, Robert A.
;
Protter, Philip E.
;
Pulido, Sergio
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 311-338
Persistent link: https://www.econbiz.de/10011350630
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9
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
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10
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
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11
The two fundamental theorems of asset pricing for a class of continuous-time financial markets
Lyasoff, Andrew
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 485-504
Persistent link: https://www.econbiz.de/10010486019
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12
Pricing and semimartingale representations of vulnerable contingent claims in regime-switching markets
Capponi, Agostino
;
Figueroa-López, José E.
;
Nisen, Jeffrey
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 250-288
Persistent link: https://www.econbiz.de/10010357375
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13
Multiplicative approximation of wealth processes involving no-short-sales strategies via simple trading
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 579-590
Persistent link: https://www.econbiz.de/10009783346
Saved in:
14
Robust bounds for forward start options
Hobson, David G.
;
Neuberger, Anthony
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 31-56
Persistent link: https://www.econbiz.de/10009554695
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15
The meaning of market efficiency
Jarrow, Robert A.
;
Larsson, Martin
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009554696
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16
Hazard processes and Martingale Hazard processes
Coculescu, Delia
;
Nikeghbali, Ashkan
- In:
Mathematical finance : an international journal of …
22
(
2012
)
3
,
pp. 519-537
Persistent link: https://www.econbiz.de/10009613182
Saved in:
17
Power utility maximization in constrained exponential Lévy models
Nutz, Marcel
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 690-709
Persistent link: https://www.econbiz.de/10009614940
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18
The early exercise premium for the American put under discrete dividends
Göttsche, Ove E.
;
Vellekoop, Michel
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008935660
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19
Stability of the utility maximization problem with random endowment in incomplete markets
Kardaras, Constantinos
;
Ž̌̌̌̌̌̌̌itković, Gordan
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 313-333
Persistent link: https://www.econbiz.de/10008935662
Saved in:
20
Lower and upper bounds of martingale measure densities in continuous time markets
Di Nunno, Giulia
;
Eide, Inga Baadshaug
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 475-492
Persistent link: https://www.econbiz.de/10009155201
Saved in:
21
Indifference price with general seminartingales
Biagini, Sara
;
Frittelli, Marco
;
Grasselli, Matheus
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 423-446
Persistent link: https://www.econbiz.de/10009155204
Saved in:
22
On agent's agreement and partial-equilibrium pricing in incomplete markets
Anthropelos, Michail
;
Žitkovi´c, Gordan
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 411-446
Persistent link: https://www.econbiz.de/10008667062
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23
Asset price bubbles in incomplete markets
Jarrow, Robert A.
;
Protter, Philip E.
;
Shimbo, Kazuhiro
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 145-185
Persistent link: https://www.econbiz.de/10003955702
Saved in:
24
No-free-lunch equivalences for exponential Lévy models under convex constraints on investment
Kardaras, Constantinos
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10003827568
Saved in:
25
Continuity of utility-maximization with respect to preferences
Larsen, Kasper
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 237-250
Persistent link: https://www.econbiz.de/10003827576
Saved in:
26
Local risk minimization for defaultable markets
Biagini, Francesca
;
Cretarola, Alessandra
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 669-689
Persistent link: https://www.econbiz.de/10003937549
Saved in:
27
A counterexample concerning the variance-optimal martingale measure
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 305-316
Persistent link: https://www.econbiz.de/10003683288
Saved in:
28
Optimal portfolios with lower partial moment constraints and LPM-risk-optimal martingale measures
Leitner, Johannes
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 317-331
Persistent link: https://www.econbiz.de/10003683293
Saved in:
29
Modeling liquidity effects in discrete time
Çetin, Umut
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003543099
Saved in:
30
Exact solution of a martingale stochastic volatility option problem and its empirical evaluation
Maghsoodi, Yoosef
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 249-265
Persistent link: https://www.econbiz.de/10003543128
Saved in:
31
More on minimal entropy-Hellinger martingale measure
Choulli, Tahir
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003336776
Saved in:
32
Constrained optimization with respect to stochastic dominance : application to portfolio insurance
El Karoui, Nicole
;
Meziou, Asma
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10003336865
Saved in:
33
A comment on market free lunch and free lunch
Klein, Irene
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 583-588
Persistent link: https://www.econbiz.de/10003338702
Saved in:
34
On utility-based pricing of contingent claims in incomplete markets
Hugonnier, Julien
;
Kramkov, Dmitry
;
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 203-212
Persistent link: https://www.econbiz.de/10002725392
Saved in:
35
Existence of equilibrium with discontinuous prices, asymmetric information, and nontrivial initial sigma-fields
Hillairet, Caroline
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 99-117
Persistent link: https://www.econbiz.de/10002583035
Saved in:
36
Minimal entropy-Hellinger martingale measure in incomplete markets
Choulli, Tahir
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 465-490
Persistent link: https://www.econbiz.de/10002983174
Saved in:
37
On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
;
Schürger, Klaus
;
Taksar, Michael I.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
Saved in:
38
A note on completeness in large financial markets
De Donno, Marzia
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 295-315
Persistent link: https://www.econbiz.de/10002032701
Saved in:
39
Some remarks on arbitrage and preferences in securities markt models
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 351-357
Persistent link: https://www.econbiz.de/10002125515
Saved in:
40
Stochastic volatility models, correlation, and the q-optimal measure
Hobson, David G.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 537-556
Persistent link: https://www.econbiz.de/10002396346
Saved in:
41
Malliavin's calculus in insider models : additional utility and free lunches
Imkeller, Peter
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 153-169
Persistent link: https://www.econbiz.de/10001765669
Saved in:
42
On the existence of minimax martingale measures
Bellini, Fabio
;
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001686149
Saved in:
43
Hedging under transaction costs in currency markets: a continuous-time model
Kabanov, Jurij M.
;
Last, Günter
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 63-70
Persistent link: https://www.econbiz.de/10001686166
Saved in:
44
Passport options
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 299-328
Persistent link: https://www.econbiz.de/10001741937
Saved in:
45
The minimal entropy martingale measure and the valuation problem in incomplete markets
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10002177131
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46
Value preserving strategies and a general framework for local approaches to optimal portfolios
Korn, Ralf
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 227-241
Persistent link: https://www.econbiz.de/10002177631
Saved in:
47
Portfolio optimization and martingale measures
Schäl, Manfred
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 289-303
Persistent link: https://www.econbiz.de/10002177751
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48
A martingale characterization of consumption choices and hedging costs with margin requirements
Cuoco, Domenico
;
Hong, Lu
- In:
Mathematical finance : an international journal of …
10
(
2000
)
3
,
pp. 355-385
Persistent link: https://www.econbiz.de/10002177966
Saved in:
49
Generic existence and robust nonexistence of numéraires in finite dimensional securities markets
Girotto, Bruno
;
Ortu, Fulvio
- In:
Mathematical finance : an international journal of …
10
(
2000
)
4
,
pp. 429-442
Persistent link: https://www.econbiz.de/10002179036
Saved in:
50
A fundamental theorem of asset pricing for large financial markets
Klein, Irene
- In:
Mathematical finance : an international journal of …
10
(
2000
)
4
,
pp. 443-458
Persistent link: https://www.econbiz.de/10002179054
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