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subject:"Stochastischer Prozess"
~isPartOf:"Finance and stochastics"
~subject:"Martingal"
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Search: subject_exact:"Arbitrage pricing"
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Stochastischer Prozess
Martingal
Arbitrage Pricing
33
Arbitrage pricing
33
Theorie
27
Theory
27
Martingale
10
Transaction costs
10
Transaktionskosten
10
Option pricing theory
9
Optionspreistheorie
9
Arbitrage
7
Portfolio selection
7
Portfolio-Management
7
CAPM
6
Yield curve
5
Zinsstruktur
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Financial economics
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Kapitalmarkttheorie
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Stochastic process
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Hedging
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Incomplete market
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Mathematical programming
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Mathematische Optimierung
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Unvollkommener Markt
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Black-Scholes model
2
Black-Scholes-Modell
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Bubbles
2
Fundamental theorem of asset pricing
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Interest rate derivative
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2
Risk
2
Spekulationsblase
2
Zinsderivat
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Arbitrage-free approximations
1
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1
Asymptotic arbitrage
1
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English
14
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Kabanov, Jurij M.
3
Appleby, John A. D.
1
Bender, Christian
1
Björk, Tomas
1
Burzoni, Matteo
1
Chau, Huy N.
1
Cosso, Andrea
1
Denis, Emmanuel
1
Fontana, Claudio
1
Frittelli, Marco
1
Guasoni, Paolo
1
Heath, David
1
Hult, Henrik
1
Kardaras, Constantinos
1
Klein, Irene
1
Ku, Hyejin
1
Larsen, Kasper
1
Lépinette, Emmanuel
1
Maggis, Marco
1
Perez-Ostafe, Lavinia
1
Peskir, Goran
1
Riedle, Markus
1
Rochlin, Dmitri B.
1
Rásonyi, Miklós
1
Song, Shiqi
1
Sottinen, Tommi
1
Swords, Catherine
1
Valkeila, Esko
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Finance and stochastics
International journal of theoretical and applied finance
7
Annals of finance
5
Mathematics and financial economics
5
Springer finance
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Studi e quaderni
3
Bonn Econ Discussion Papers / BGSE
2
Gabler Edition Wissenschaft
2
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
2
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
Asia-Pacific financial markets
1
Banque de France Working Paper
1
CoFE discussion papers
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Documents de travail / Banque de France
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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
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Finance research letters
1
Friedberger Hochschulschriften / Fachhochschule Gießen, Friedberg
1
Gabler Research
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Institute of Mathematical Economics Working Paper
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Insurance / Mathematics & economics
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Journal of economic dynamics & control
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
Journal of mathematical economics
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Journal of mathematical finance
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Journal of risk
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Market risk and financial markets modeling
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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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
Universal arbitrage aggregator in discrete-time markets under uncertainty
Burzoni, Matteo
;
Frittelli, Marco
;
Maggis, Marco
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
Saved in:
3
No arbitrage of the first kind and local martingale numéraires
Kabanov, Jurij M.
;
Kardaras, Constantinos
;
Song, Shiqi
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 1097-1108
Persistent link: https://www.econbiz.de/10011570475
Saved in:
4
Fragility of arbitrage and bubbles in local martingale diffusion models
Guasoni, Paolo
;
Rásonyi, Miklós
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 215-231
Persistent link: https://www.econbiz.de/10011417713
Saved in:
5
Asymptotic arbitrage with small transaction costs
Klein, Irene
;
Lépinette, Emmanuel
;
Perez-Ostafe, Lavinia
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 917-939
Persistent link: https://www.econbiz.de/10010416822
Saved in:
6
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:
7
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs
Denis, Emmanuel
;
Kabanov, Jurij M.
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10009423233
Saved in:
8
A note on the existence of the power investor's optimizer
Larsen, Kasper
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 183-190
Persistent link: https://www.econbiz.de/10008824128
Saved in:
9
In discrete time a local martingale is a martingale under an equivalent probability measure
Kabanov, Jurij M.
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 293-297
Persistent link: https://www.econbiz.de/10003899176
Saved in:
10
Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10003899260
Saved in:
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