//--> //--> //-->
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:"Stochastischer Prozess"
~isPartOf:"Finance and stochastics"
~isPartOf:"Studium und Praxis"
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:"Arbitrage pricing"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Arbitrage Pricing
34
Arbitrage pricing
34
Theorie
28
Theory
28
Martingal
10
Martingale
10
Option pricing theory
10
Optionspreistheorie
10
Transaction costs
10
Transaktionskosten
10
Portfolio selection
8
Portfolio-Management
8
Arbitrage
7
CAPM
6
Financial economics
5
Kapitalmarkttheorie
5
Stochastic process
5
Yield curve
5
Zinsstruktur
5
Hedging
4
Incomplete market
3
Mathematical programming
3
Mathematische Optimierung
3
Unvollkommener Markt
3
Volatility
3
Volatilität
3
Black-Scholes model
2
Black-Scholes-Modell
2
Bubbles
2
Derivat
2
Derivative
2
Fundamental theorem of asset pricing
2
Interest rate derivative
2
Risiko
2
Risk
2
Spekulationsblase
2
Zinsderivat
2
Arbitrage-free approximations
1
Arbitrage-free pricing
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Lehrbuch
1
Textbook
1
Language
All
English
4
German
1
Author
All
Appleby, John A. D.
1
Björk, Tomas
1
Diener, Kathrin
1
Hausmann, Wilfried
1
Hult, Henrik
1
Käsler, Joachim
1
Peskir, Goran
1
Riedle, Markus
1
Rochlin, Dmitri B.
1
Swords, Catherine
1
more ...
less ...
Published in...
All
Finance and stochastics
Studium und Praxis
International journal of theoretical and applied finance
4
Mathematics and financial economics
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
The journal of computational finance
2
Advanced mathematical methods for finance
1
Applied mathematical finance
1
Arbeitspapiere zur mathematischen Wirtschaftsforschung
1
Banque de France Working Paper
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Documents de travail / Banque de France
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European financial management : the journal of the European Financial Management Association
1
FEDS Working Paper
1
Finance and economics discussion series
1
Friedberger Hochschulschriften / Fachhochschule Gießen, Friedberg
1
Gabler Edition Wissenschaft
1
Gabler Research
1
Insurance / Mathematics & economics
1
Journal of economic dynamics & control
1
Journal of economics and finance
1
Journal of risk
1
Market risk and financial markets modeling
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
NBER working paper series
1
OR spectrum : quantitative approaches in management
1
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Reihe: Financial Research
1
SSE EFI working paper series in economics and finance
1
SSE/EFI Working Paper Series in Economics and Finance
1
Springer finance
1
SpringerLink / Bücher
1
Working papers / Innocenzo Gasparini Institute for Economic Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bubbles and crashes in a black-scholes model with delay
Appleby, John A. D.
;
Riedle, Markus
;
Swords, Catherine
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009682292
Saved in:
2
Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
Saved in:
3
A note on Wick products and the fractional Black-Scholes model
Björk, Tomas
;
Hult, Henrik
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 197-209
Persistent link: https://www.econbiz.de/10002747154
Saved in:
4
The Russian option : finite horizon
Peskir, Goran
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 251-267
Persistent link: https://www.econbiz.de/10002747193
Saved in:
5
Derivate, Arbitrage und Portfolio-Selection : stochastische Finanzmarktmodelle und ihre Anwendungen
Hausmann, Wilfried
;
Diener, Kathrin
;
Käsler, Joachim
-
2002
-
1. Auflage
Persistent link: https://www.econbiz.de/10014012257
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->