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~person:"Frittelli, Marco"
~subject:"Kapitalmarkttheorie"
~subject:"Theorie"
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Search: subject_exact:"Semimartingale"
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Kapitalmarkttheorie
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Frittelli, Marco
Schweizer, Martin
22
Platen, Eckhard
12
Jeanblanc, Monique
11
Kardaras, Constantinos
11
Choulli, Tahir
9
Hulley, Hardy
9
Jarrow, Robert A.
9
Barndorff-Nielsen, Ole E.
8
Kabanov, Jurij M.
8
Podolskij, Mark
8
Prigent, Jean-Luc
8
Cassese, Gianluca
7
Jacod, Jean
7
Li, Jia
7
Phillips, Peter C. B.
7
Renault, Olivier
7
Scaillet, Olivier
7
Todorov, Viktor
7
Bollerslev, Tim
6
Hobson, David G.
6
Laeven, Roger J. A.
6
Protter, Philip E.
6
Einmahl, John H. J.
5
Herdegen, Martin
5
Kallsen, Jan
5
Schachermayer, Walter
5
Schilling, Linda
5
Uhlig, Harald
5
Benth, Fred Espen
4
Biagini, Sara
4
Bouchard, Bruno
4
Henry-Labordere, Pierre
4
Larsen, Kasper
4
Leitner, Johannes
4
Linton, Oliver
4
Nutz, Marcel
4
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4
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Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Finance and stochastics
2
Mathematics of operations research
1
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ECONIS (ZBW)
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1
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:
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
Indifference price with general seminartingales
Biagini, Sara
;
Frittelli, Marco
;
Grasselli, Matheus
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 423-446
Persistent link: https://www.econbiz.de/10009155204
Saved in:
4
Utility maximization in incomplete markets for unbounded processes
Biagini, Sara
;
Frittelli, Marco
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 493-517
Persistent link: https://www.econbiz.de/10003123213
Saved in:
5
Some remarks on arbitrage and preferences in securities markt models
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 351-357
Persistent link: https://www.econbiz.de/10002125515
Saved in:
6
On the existence of minimax martingale measures
Bellini, Fabio
;
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001686149
Saved in:
7
The minimal entropy martingale measure and the valuation problem in incomplete markets
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10002177131
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