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subject:"martingale"
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martingale
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Martingal
9
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3
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fundamental theorem of asset pricing
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Bensoussan, Alain
1
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1
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1
Goldberg, David Alan
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Mathematics of operations research
Finance and stochastics
59
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
IMF Working Papers
21
International journal of theoretical and applied finance
17
Journal of econometrics
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
Research paper series / Swiss Finance Institute
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11
CREATES research paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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8
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European journal of operational research : EJOR
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5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
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5
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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Asia-Pacific financial markets
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Contemporary quantitative finance : essays in honour of Eckhard Platen
4
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Distributionally robust inventory control when demand is a martingale
Xin, Linwei
;
Goldberg, David Alan
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2387-2414
Persistent link: https://www.econbiz.de/10013375068
Saved in:
2
Power forward performance in semimartingale markets with stochastic integrated factors
Bo, Lijun
;
Capponi, Agostino
;
Zhou, Chao
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 288-312
Persistent link: https://www.econbiz.de/10014312552
Saved in:
3
Forbidden transactions and black markets
Gu, Chenlin
;
Roth, Alvin E.
;
Wu, Qingyun
- In:
Mathematics of operations research
47
(
2022
)
4
,
pp. 3084-3109
Persistent link: https://www.econbiz.de/10014311399
Saved in:
4
Pointwise arbitrage pricing theory in discrete time
Burzoni, Matteo
;
Frittelli, Marco
;
Hou, Zhaoxu
;
Maggis, …
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 1034-1057
Persistent link: https://www.econbiz.de/10012105893
Saved in:
5
Entrepreneurial decisions on effort and project with a nonconcave objective function
Bensoussan, Alain
;
Cadenillas, Abel
;
Koo, Hyeng-keun
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 902-914
Persistent link: https://www.econbiz.de/10011408979
Saved in:
6
Optimal investment for worst-case crash scenarios : a martingale approach
Seifried, Frank Thomas
- In:
Mathematics of operations research
35
(
2010
)
3
,
pp. 559-579
Persistent link: https://www.econbiz.de/10008660777
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