//--> //--> //-->
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
~person:"Frittelli, Marco"
~person:"Henderson, Vicky"
~subject:"Arbitrage"
~subject:"Unvollkommener Markt"
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:"martingale measure"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Arbitrage
Unvollkommener Markt
Incomplete market
2
Martingal
2
Martingale
2
Arbitrage Pricing
1
Arbitrage pricing
1
Asset Pricing
1
CAPM
1
Certainty Equivalent
1
Decision under uncertainty
1
Duality methods
1
Entropie
1
Entropy
1
Entscheidung unter Unsicherheit
1
Equivalent Martingale Measure
1
Feasible market
1
First fundamental theorem of asset pricing
1
Full support martingale measure
1
Hedging
1
Incomplete Market
1
Model uncertainty
1
No Arbitrage
1
Non locally bounded semimartingale
1
Open arbitrage
1
Optimal wealth process
1
Option pricing theory
1
Optionspreistheorie
1
Risiko
1
Risk
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Utility maximization
1
Volatility
1
Volatilität
1
incomplete markets
1
mean-variance hedging
1
minimal martingale measure
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Frittelli, Marco
Henderson, Vicky
Berti, Patrizia
3
Jouini, Elyès
3
Kallal, Hedi
3
Napp, Clotilde
3
Pratelli, Luca
3
Rigo, Pietro
3
Criens, David
2
Becchere, Giovanni
1
Bermin, Hans-Peter
1
Brown, Martin
1
Burzoni, Matteo
1
Callegaro, Giorgia
1
Campi, Luciano
1
Devolder, Pierre
1
Dhaene, Jan
1
Fouque, Jean-Pierre
1
Giusto, Valeria
1
Heath, David
1
Holm, Magnus
1
Imkeller, Peter
1
Jacod, J.
1
Kardaras, Constantinos
1
Ku, Hyejin
1
Maggis, Marco
1
Mataramvura, Sure
1
Mulinacci, Sabrina
1
Perkowski, Nicolas
1
Rola, Przemysław
1
Salhi, Khaled
1
Sandmann, K.
1
Schürger, Klaus
1
Shiryaev, A.N.
1
Sondermann, D.
1
Stassen, Ben
1
Strong, Winslow
1
Trivellato, Barbara
1
Vargiolu, Tiziano
1
Vellekoop, Michel
1
more ...
less ...
Published in...
All
Finance and stochastics
1
Mathematical finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Analytical comparisons of option prices in stochastic volatility models
Henderson, Vicky
-
2002
Persistent link: https://www.econbiz.de/10009581661
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->