//--> //--> //--> //-->
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"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Martingal
591
Martingale
591
Theorie
311
Theory
311
Option pricing theory
180
Optionspreistheorie
180
Stochastic process
137
Stochastischer Prozess
137
Portfolio selection
134
Portfolio-Management
134
CAPM
98
Volatility
80
Volatilität
80
Hedging
62
Incomplete market
59
Unvollkommener Markt
59
Börsenkurs
46
Share price
46
Derivat
45
Derivative
45
Arbitrage
42
Estimation
41
Schätzung
41
Estimation theory
39
Mathematical programming
39
Mathematische Optimierung
39
Schätztheorie
39
Statistical test
39
Statistischer Test
39
Efficient market hypothesis
37
Effizienzmarkthypothese
37
Risk
34
Risiko
33
Arbitrage Pricing
32
Arbitrage pricing
32
Option trading
31
Optionsgeschäft
31
Time series analysis
31
Zeitreihenanalyse
31
Capital income
29
more ...
less ...
Online availability
All
Undetermined
216
Free
33
Type of publication
All
Article
591
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
591
Graue Literatur
216
Non-commercial literature
216
Arbeitspapier
205
Working Paper
205
Aufsatz im Buch
32
Book section
32
Hochschulschrift
31
Thesis
24
Amtsdruckschrift
8
Government document
8
Lehrbuch
8
Collection of articles written by one author
7
Sammlung
7
Textbook
7
Conference paper
4
Konferenzbeitrag
4
Forschungsbericht
3
Dissertation u.a. Prüfungsschriften
2
Einführung
2
Konferenzschrift
2
Mikroform
2
Aufsatzsammlung
1
Bibliografie
1
Collection of articles of several authors
1
Sammelwerk
1
Universitätsschrift
1
more ...
less ...
Language
All
English
589
Spanish
1
Serbian
1
Author
All
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
Ruf, Johannes
4
Seifried, Frank Thomas
4
Tankov, Peter
4
Biagini, Sara
3
more ...
less ...
Published in...
All
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
8
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
3
International journal of theoretical and applied finance : IJTAF
3
Journal of empirical finance
3
Journal of risk and financial management : JRFM
3
more ...
less ...
Source
All
ECONIS (ZBW)
591
Showing
251
-
300
of
591
Sort
Relevance
Date (newest first)
Date (oldest first)
251
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
252
Entrepreneurial decisions on effort and project with a nonconcave objective function
Bensoussan, Alain
;
Cadenillas, Abel
;
Koo, Hyeng-keun
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 902-914
Persistent link: https://www.econbiz.de/10011408979
Saved in:
253
Arbitrage in markets with bid-ask spreads : the fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account
Rola, Przemysław
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011459517
Saved in:
254
On asymptotic behaviors of exponential hedging in the basis-risk model
Takino, Kazuhiro
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
Saved in:
255
Option pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
Saved in:
256
Financial economics without probalistic prior assumptions
Riedel, Frank
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10010513461
Saved in:
257
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
258
Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
Saved in:
259
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
260
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 47-60
Persistent link: https://www.econbiz.de/10010484834
Saved in:
261
Lifetime consumption and investment for worst-case crash scenarios
Desmettre, Sascha
;
Korn, Ralf
;
Seifried, Frank Thomas
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403176
Saved in:
262
Weak and strong no-arbitrage conditions for continuous financial markets
Fontana, Claudio
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011403179
Saved in:
263
Role of information in pricing default-sensitive contingent claims
Jeanblanc, Monique
;
Leniec, Marta
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403184
Saved in:
264
Local risk-minimization under Markov-modulated exponential Lévy model
Menoukeu-Pamen, Olivier
;
Momeya, Romuald
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011403879
Saved in:
265
Risk conception and evaluation in Taiwan financial markets
Jan, Ying-Ching
- In:
Inventi impact: emerging economies
(
2015
)
3
,
pp. 180-191
Persistent link: https://www.econbiz.de/10011404333
Saved in:
266
Large time asymtotics of exchange rates via non-Gaussian semimartingale monetary dynamics
Gagnon, Gregory
- In:
Progress in economics research
31
(
2015
),
pp. 115-132
Persistent link: https://www.econbiz.de/10011405877
Saved in:
267
Counting processes for retail default modeling
Kiefer, Nicholas Maximilian
;
Larson, C. Erik
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
3
,
pp. 45-72
Persistent link: https://www.econbiz.de/10011380103
Saved in:
268
A cyclical square-root model for the term structure of interest rates
Moreno, Manuel
;
Platania, Federico
- In:
European journal of operational research : EJOR
241
(
2015
)
1
,
pp. 109-121
Persistent link: https://www.econbiz.de/10010486893
Saved in:
269
A market-based martingale valuation approach to optimum inventory control in a doubly stochastic jump-diffusion economy
Chang, Jack S. K.
;
Chang, Carolyn
;
Shi, Min
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
3
,
pp. 405-420
Persistent link: https://www.econbiz.de/10010487462
Saved in:
270
Does ambiguity matter? : estimating asset pricing models with a multiple-priors recursive utility
Jeong, Daehee
;
Kim, Hwagyun
;
Park, Joon Y.
- In:
Journal of financial economics
115
(
2015
)
2
,
pp. 361-382
Persistent link: https://www.econbiz.de/10011347485
Saved in:
271
Numerical methods for the quadratic hedging problem in Markov models with jumps
De Franco, Carmine
;
Tankov, Peter
;
Warin, Xavier
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 29-67
Persistent link: https://www.econbiz.de/10011442638
Saved in:
272
A note on the condition of no unbounded profit with bounded risk
Takaoka, Koichiro
;
Schweizer, Martin
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 393-405
Persistent link: https://www.econbiz.de/10010340680
Saved in:
273
Robust hedging with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
274
Shifting martingale measures and the birth of a bubble as a submartingale
Biagini, Francesca
;
Föllmer, Hans
;
Nedelcu, Sorin
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10010340747
Saved in:
275
Randomised mixture models for pricing kernels
Macrina, Andrea
;
Parbhoo, Priyanka A.
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 281-315
Persistent link: https://www.econbiz.de/10010511573
Saved in:
276
Martingale limit theorem revisited and nonlinear cointegrating regression
Wang, Qiying
- In:
Econometric theory
30
(
2014
)
3
,
pp. 509-535
Persistent link: https://www.econbiz.de/10010500889
Saved in:
277
Linear nonstationary models : a review of the work of Professor P. C. B. Phillips
Tanaka, Katsuto
- In:
Econometric theory
30
(
2014
)
4
,
pp. 815-838
Persistent link: https://www.econbiz.de/10010502142
Saved in:
278
African stock markets : efficiency and relative predictability
Smith, Graham
;
Dyakova, Aneta
- In:
The South African journal of economics
82
(
2014
)
2
,
pp. 258-275
Persistent link: https://www.econbiz.de/10010502205
Saved in:
279
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
280
FTAP in finite discrete time with transaction costs by utility maximization
Sass, Jörn
;
Smaga, Martin
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 805-823
Persistent link: https://www.econbiz.de/10010416234
Saved in:
281
Superreplication under model uncertainty in discrete time
Nutz, Marcel
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 791-803
Persistent link: https://www.econbiz.de/10010416246
Saved in:
282
Asymptotic arbitrage with small transaction costs
Klein, Irene
;
Lépinette, Emmanuel
;
Perez-Ostafe, Lavinia
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 917-939
Persistent link: https://www.econbiz.de/10010416822
Saved in:
283
A recursive formula for a participating contract embedding a surrender option under regime-switching model with jump risks : evidence from stock indices
Lin, Shih-kuei
;
Lin, Chien-hsiu
;
Chuang, Ming-che
; …
- In:
Economic modelling
38
(
2014
),
pp. 341-350
Persistent link: https://www.econbiz.de/10010419066
Saved in:
284
Quadratic hedging schemes for non-Gaussian GARCH models
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
Journal of economic dynamics & control
42
(
2014
),
pp. 13-32
Persistent link: https://www.econbiz.de/10010426624
Saved in:
285
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
Saved in:
286
A note on a new weighted idiosyncratic risk measure
Jan, Yin-Ching
- In:
International journal of financial research
5
(
2014
)
3
,
pp. 194-198
Persistent link: https://www.econbiz.de/10010458525
Saved in:
287
Equivalent martingale measure in Asian geometric average option pricing
Zhu, Yonggang
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 304-308
Persistent link: https://www.econbiz.de/10011312412
Saved in:
288
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
Saved in:
289
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
Saved in:
290
Pseudo linear pricing rule for utility indifference valuation
Henderson, Vicky
;
Liang, Gechun
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 593-615
Persistent link: https://www.econbiz.de/10010395991
Saved in:
291
On arbitrages arising with honest times
Fontana, Claudio
;
Jeanblanc, Monique
;
Song, Shiqi
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 515-543
Persistent link: https://www.econbiz.de/10010396032
Saved in:
292
Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension
Strong, Winslow
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 487-514
Persistent link: https://www.econbiz.de/10010396056
Saved in:
293
Optimal investment and risk control policies for an insurer : expected utility maximization
Zou, Bin
;
Cadenillas, Abel
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 57-67
Persistent link: https://www.econbiz.de/10010437631
Saved in:
294
Asymptotic power utility-based pricing and hedging
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Vierthauer, Richard
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010235420
Saved in:
295
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:
296
Jointly estimating jump beats
Polimenis, Vassilis
;
Papantonis, Ioannis
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10010337468
Saved in:
297
Recursive formula for arithmetic Asian option prices
Lee, Kyungsub
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 220-234
Persistent link: https://www.econbiz.de/10010355436
Saved in:
298
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
Saved in:
299
An optimal job, consumption/leisure, and investment policy
Shim, Gyoocheol
;
Shin, Yong Hyun
- In:
Operations research letters
42
(
2014
)
2
,
pp. 145-149
Persistent link: https://www.econbiz.de/10010364581
Saved in:
300
Pricing equations in jump-to-default models
Dyrssen, Hannah
;
Ekström, Erik
;
Tysk, Johan
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010364757
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->