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subject:"martingale"
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Cuoco, Domenico
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The review of financial studies
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
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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European journal of operational research : EJOR
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Journal of economic dynamics & control
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Annals of the Institute of Statistical Mathematics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Econometric reviews
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Journal of mathematical finance
5
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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Studi e quaderni
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Asia-Pacific financial markets
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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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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A recovery that we can trust? : deducing and testing the restrictions of the recovery theorem
Bakshi, Gurdip S.
;
Chabi-Yo, Fousseni
;
Gao, Xiaohui
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 532-555
Persistent link: https://www.econbiz.de/10011925241
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2
Statistical arbitrage and securities prices
Bondarenko, Oleg
- In:
The review of financial studies
16
(
2003
)
3
,
pp. 875-919
Persistent link: https://www.econbiz.de/10001794939
Saved in:
3
On the recoverability of preferences and beliefs
Cuoco, Domenico
;
Zapatero, Fernando
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 417-431
Persistent link: https://www.econbiz.de/10001485510
Saved in:
4
Changes of numeraire for pricing futures, forwards, and options
Schroder, Mark D.
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 1143-1163
Persistent link: https://www.econbiz.de/10001434633
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