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isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Contemporary quantitative finance : essays in honour of Eckhard Platen"
~isPartOf:"Mathematical methods of operations research"
~subject:"Theory"
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Contemporary quantitative finance : essays in honour of Eckhard Platen
Mathematical methods of operations research
Finance and stochastics
60
Mathematical finance : an international journal of mathematics, statistics and financial theory
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5
Mathematics of operations research
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
5
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Cowles Foundation discussion paper
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International review of financial analysis
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ECONIS (ZBW)
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1
Generalized method of integrated moments for high-frequency data
Li, Jia
;
Xiu, Dacheng
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1613-1633
Persistent link: https://www.econbiz.de/10011611168
Saved in:
2
Martingale optimal transport in the discrete case via simple linear programming techniques
Bäuerle, Nicole
;
Schmithals, Daniel Matthias
- In:
Mathematical methods of operations research
90
(
2019
)
3
,
pp. 453-476
Persistent link: https://www.econbiz.de/10012153873
Saved in:
3
Management of a hydropower system via convex duality
Dahl, Kristina Rognlien
- In:
Mathematical methods of operations research
89
(
2019
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011991715
Saved in:
4
Performance analysis of a reflected fluid production/inventory model
Barron, Yonit
- In:
Mathematical methods of operations research
83
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011446605
Saved in:
5
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
6
Optimal investment with deferred capital gains taxes : a simple martingale method approach
Seifried, Frank Thomas
- In:
Mathematical methods of operations research
71
(
2010
)
1
,
pp. 181-199
Persistent link: https://www.econbiz.de/10003958350
Saved in:
7
Constructing random times with given survival processes and applications to valuation of credit derivatives
Gapeev, Pavel V.
;
Jeanblanc, Monique
;
Li, Libo
; …
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 255-280)
.
2010
Persistent link: https://www.econbiz.de/10008749243
Saved in:
8
A remarkable [sigma]-finite measure associated with last passage times and penalisation problems
Najnudel, Joseph
;
Nikeghbali, Ashkan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 77-97)
.
2010
Persistent link: https://www.econbiz.de/10008749310
Saved in:
9
The economic plausibility of strict local martingales in financial modelling
Hulley, Hardy
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 53-75)
.
2010
Persistent link: https://www.econbiz.de/10008749312
Saved in:
10
M6-on minimal market models and minimal martingale measures
Hulley, Hardy
;
Schweizer, Martin
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 35-51)
.
2010
Persistent link: https://www.econbiz.de/10008749314
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