//--> //--> //-->
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
isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Volatility"
~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:"Incomplete market"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Incomplete market
39
Unvollkommener Markt
39
Theorie
25
Theory
25
Option pricing theory
22
Optionspreistheorie
22
Hedging
16
Derivat
8
Derivative
8
Portfolio selection
8
Portfolio-Management
8
Martingal
7
Martingale
7
CAPM
6
Financial market
6
Finanzmarkt
6
Stochastic process
5
Stochastischer Prozess
5
Entropie
4
Entropy
4
Incomplete markets
3
Volatilität
3
hedging
3
incomplete markets
3
valuation
3
Börsenkurs
2
Dynamic programming
2
Dynamische Optimierung
2
Game theory
2
Insider trading
2
Insiderhandel
2
Markov chain
2
Markov-Kette
2
Option trading
2
Optionsgeschäft
2
Real options analysis
2
Realoptionsansatz
2
Risiko
2
Risk
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Article in journal
3
Language
All
English
3
Author
All
Fonseca, José da
1
Grasselli, Martino
1
Ielpo, Florian
1
Neufeld, Ariel
1
Strobl, Karl
1
Published in...
All
International journal of theoretical and applied finance
Discussion paper / Centre for Economic Policy Research
Macroeconomic dynamics
5
Finance research letters
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
Asia-Pacific financial markets
2
Economic modelling
2
European journal of operational research : EJOR
2
International review of economics & finance : IREF
2
Journal of financial economics
2
Journal of mathematical economics
2
Journal of monetary economics
2
Journal of political economy
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Review of derivatives research
2
Risk and decision analysis
2
Risks : open access journal
2
The review of financial studies
2
Annals of economics and statistics
1
Annals of finance
1
Applied economics letters
1
Applied mathematical finance
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic research
1
Economics letters
1
Energy economics
1
European economic review : EER
1
Finance India : the quarterly journal of Indian Institute of Finance
1
Finance and stochastics
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International Journal of Financial Studies : open access journal
1
International journal of financial engineering
1
International journal of financial markets and derivatives
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Journal of economic studies
1
Journal of economic theory
1
Journal of financial markets
1
Journal of international economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Buy-and hold property for fully incomplete markets when super-replicating Markovian claims
Neufeld, Ariel
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011971005
Saved in:
2
Hedging (co)variance risk with variance swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
Saved in:
3
On the consistency of the deterministic local volatility function model ("implied tree")
Strobl, Karl
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 545-565
Persistent link: https://www.econbiz.de/10001584372
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->