//--> //--> //--> //-->
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
subject:"Financial economics"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Derivat"
~subject:"Martingale"
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:"Martingale"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Financial economics
Derivat
Martingale
Martingal
19
Theorie
14
Theory
14
Stochastic process
7
Stochastischer Prozess
7
Portfolio selection
5
Portfolio-Management
5
Bewertung
4
Evaluation
4
Analysis
3
Mathematical analysis
3
Option pricing theory
3
Optionspreistheorie
3
Bubbles
2
Börsenkurs
2
Derivative
2
Eigeninteresse
2
Hedging
2
Laplace transforms
2
Measurement
2
Messung
2
Self-interest
2
Share price
2
Spekulationsblase
2
Absence of arbitrage
1
Anlageverhalten
1
Arbitrage
1
Begrenzte Rationalität
1
Behavioural finance
1
Benchmarking
1
Bounded rationality
1
CAPM
1
Capital income
1
Decomposition method
1
Dekompositionsverfahren
1
Electronic trading
1
Elektronisches Handelssystem
1
Estimation theory
1
more ...
less ...
Online availability
All
Free
19
Type of publication
All
Book / Working Paper
19
Type of publication (narrower categories)
All
Arbeitspapier
19
Working Paper
19
Graue Literatur
18
Non-commercial literature
18
Language
All
English
19
Author
All
Platen, Eckhard
10
Hulley, Hardy
5
Kardaras, Constantinos
4
Chiarella, Carl
3
Novikov, Alexander
3
Cheang, Gerald H. L.
2
Baldeaux, Jan
1
Biagini, Francesca
1
Cheung, Gerald H. L.
1
Cretarola, Alessandra
1
Fontana, Claudio
1
Ignatieva, Ekaterina
1
Kordzakhia, N.
1
Kordzakhia, Nino
1
Liptser, R.
1
McWalter, Thomas A.
1
Melchers, R. E.
1
Nikeghbali, Ashkan
1
Pelger, Markus
1
Schweizer, Martin
1
Shinjikashvili, E.
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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
Research paper series / Swiss Finance Institute
24
Swiss Finance Institute Research Paper
19
Annals of finance
16
Mathematics and financial economics
16
Applied mathematical finance
15
CREATES research paper
15
Journal of mathematical finance
13
Mathematical methods of operations research
13
Asia-Pacific financial markets
11
Statistics & Probability Letters
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
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Cowles Foundation discussion paper
8
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Insurance / Mathematics & economics
8
Journal of economic dynamics & control
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
Quantitative finance
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
Risks : open access journal
7
The journal of futures markets
7
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / B
6
Discussion papers of interdisciplinary research project 373
6
Econometric reviews
6
Finance research letters
6
International journal of financial engineering
6
Journal of mathematical economics
6
NBER Working Paper
6
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sure profits via flash strategies and the impossibility of predictable jumps
Fontana, Claudio
;
Pelger, Markus
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778192
Saved in:
2
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
3
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009675074
Saved in:
4
Modern view on Merton’s jump-diffusion model
Cheung, Gerald H. L.
;
Chiarella, Carl
-
2011
Persistent link: https://www.econbiz.de/10009563108
Saved in:
5
M 6 : on minimal market models and minimal martingale measures ; [this paper is dedicated to Eckhard Platen on the occasion of his 60th birthday]
Hulley, Hardy
;
Schweizer, Martin
-
2010
Persistent link: https://www.econbiz.de/10008663095
Saved in:
6
The economic plausibility of strict local martingales in financial modelling
Hulley, Hardy
-
2010
Persistent link: https://www.econbiz.de/10008663096
Saved in:
7
A visual criterion for identifying Itô diffusions as martingalesor strict local martingales
Hulley, Hardy
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662355
Saved in:
8
On financial markets where only buy-and-hold trading is possible
Kardaras, Constantinos
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856783
Saved in:
9
Hedge portfolios in markets with price discontinuities
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003856801
Saved in:
10
Quadratic hedging of basis risk
Hulley, Hardy
;
McWalter, Thomas A.
-
2008
Persistent link: https://www.econbiz.de/10003857124
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->