//--> //--> //-->
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
~type_genre:"Aufsatz in Zeitschrift"
~person:"Ruf, Johannes"
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
4
Martingale
4
Hedging
2
Option pricing theory
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Admissibility
1
Arbitrage
1
Bayes rule
1
Bayes-Statistik
1
Bayesian inference
1
Brownian motion
1
CAPM
1
Change of numéraire
1
Concavity
1
Contingent claim
1
Deflation
1
Deflator
1
Deflators
1
Derivat
1
Derivative
1
Exchange rate
1
Foreign exchange
1
Functional generation
1
Föllmer measure
1
Hyperinflation
1
Local martingale
1
Lévy transform
1
Market completeness
1
NFLVR
1
Option trading
1
Optionsgeschäft
1
Portfolio selection
1
Portfolio-Management
1
Predictable representation property
1
Pricing
1
Pricing operator
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
4
Language
All
English
4
Author
All
Ruf, Johannes
Li, Jia
10
Jarrow, Robert A.
9
Kardaras, Constantinos
9
Frittelli, Marco
8
Jacod, Jean
8
Choulli, Tahir
7
Nutz, Marcel
7
Protter, Philip E.
7
Tauchen, George Eugene
7
Todorov, Viktor
7
Bayraktar, Erhan
6
Biagini, Francesca
6
Fontana, Claudio
6
Hobson, David G.
6
Jeanblanc, Monique
6
Kabanov, Jurij M.
6
Kallsen, Jan
6
Siu, Tak Kuen
6
Arai, Takuji
5
Criens, David
5
Elliott, Robert J.
5
Liu, Zhi
5
Obłój, Jan
5
Schachermayer, Walter
5
Campi, Luciano
4
Charles, Amélie
4
Cretarola, Alessandra
4
Darné, Olivier
4
Deng, Jun
4
Kim, Jae H.
4
Larsen, Kasper
4
Madan, Dilip B.
4
McCauley, Joseph L.
4
Mykland, Per A.
4
Phillips, Peter C. B.
4
Platen, Eckhard
4
Seifried, Frank Thomas
4
Tankov, Peter
4
Biagini, Sara
3
more ...
less ...
Published in...
All
Finance and stochastics
3
Annals of finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Filtration shrinkage, the structure of deflators, and failure of market completeness
Kardaras, Constantinos
;
Ruf, Johannes
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 871-901
Persistent link: https://www.econbiz.de/10012518123
Saved in:
2
Trading strategies generated by Lyapunov functions
Karatzas, Ioannis
;
Ruf, Johannes
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 753-787
Persistent link: https://www.econbiz.de/10011944423
Saved in:
3
On the hedging of options on exploding exchange rates
Carr, Peter
;
Fisher, Travis
;
Ruf, Johannes
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
Saved in:
4
Negative call prices
Ruf, Johannes
- In:
Annals of finance
9
(
2013
)
4
,
pp. 787-794
Persistent link: https://www.econbiz.de/10010196568
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->