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subject:"Martingal"
~person:"Cosso, Andrea"
~person:"Delbaen, Freddy"
~person:"Taksar, Michael I."
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Search: subject_exact:"Arbitrage pricing"
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Martingal
Arbitrage Pricing
9
Arbitrage pricing
8
Martingale
7
Theorie
7
Theory
6
Option pricing theory
4
Optionspreistheorie
4
Arbitrage
3
Arbitrage-Pricing-Theorie
3
Capital-Asset-Pricing-Modell
3
Kontrolltheorie
3
Portfolio-Management
3
Semimartingal
3
Stochastisches Modell
3
CAPM
2
Control theory
2
Information value
2
Informationswert
2
Portfolio selection
2
Black-Scholes model
1
Black-Scholes-Modell
1
Capital Asset Pricing Model
1
Enlargement of filtration
1
Finanzmathematik
1
Indifference price
1
Martingale representation
1
Mathematisches Modell
1
Value of information
1
bang-bang control
1
no arbitrage criteria
1
portfolio constraints
1
supermartingale measures
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English
6
Author
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Cosso, Andrea
Delbaen, Freddy
Taksar, Michael I.
Cassese, Gianluca
4
Kabanov, Jurij M.
4
Kardaras, Constantinos
3
Schachermayer, Walter
3
Schürger, Klaus
3
Beißner, Patrick
2
Burzoni, Matteo
2
Criens, David
2
Evstigneev, Igor V.
2
Fontana, Claudio
2
Frittelli, Marco
2
Guasoni, Paolo
2
Leitner, Johannes
2
Lepinette, Emmanuel
2
Maggis, Marco
2
Obłój, Jan
2
Rásonyi, Miklós
2
Sayit, Hasanjan
2
Valkeila, Esko
2
Bayraktar, Erhan
1
Bender, Christian
1
Biagini, Sara
1
Bin Li
1
Bouchard, Bruno
1
Brunner, Bernhard
1
Carr, Peter
1
Chau, Huy N.
1
Clark, Stephen A.
1
Clayton, Aubrey
1
Coffey, Brian
1
Dare, Wale
1
Davis, Mark H. A.
1
Denis, Emmanuel
1
Epps, Thomas W.
1
Fouque, Jean-Pierre
1
Heath, David
1
Hou, Zhaoxu
1
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Bonn Graduate School of Economics
1
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Springer finance
2
Asia-Pacific financial markets
1
Bonn Econ Discussion Papers / BGSE
1
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
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1
The value of informational arbitrage
Chau, Huy N.
;
Cosso, Andrea
;
Fontana, Claudio
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 277-307
Persistent link: https://www.econbiz.de/10012253351
Saved in:
2
On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825768
Saved in:
3
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2008
-
Corrected 2. printing
Persistent link: https://www.econbiz.de/10003896513
Saved in:
4
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2006
Persistent link: https://www.econbiz.de/10002123958
Saved in:
5
On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
;
Schürger, Klaus
;
Taksar, Michael I.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
Saved in:
6
No arbitrage condition for positive diffusion price processes
Delbaen, Freddy
;
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
9
(
2002
)
3/4
,
pp. 159-168
Persistent link: https://www.econbiz.de/10001769311
Saved in:
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