//--> //--> //-->
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
~subject:"Kapitalmarkttheorie"
~subject:"Optionspreistheorie"
~type_genre:"Book section"
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_exact:"Semimartingale"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Kapitalmarkttheorie
Optionspreistheorie
Martingal
32
Martingale
32
Theorie
22
Theory
22
Option pricing theory
8
Stochastic process
7
Stochastischer Prozess
7
CAPM
4
Entropie
4
Entropy
4
Hedging
4
Incomplete market
4
Unvollkommener Markt
4
Credit risk
3
Derivat
3
Derivative
3
Financial market
3
Finanzmarkt
3
Kreditrisiko
3
Portfolio selection
3
Portfolio-Management
3
Black-Scholes model
2
Black-Scholes-Modell
2
Estimation theory
2
Measurement
2
Messung
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Option trading
2
Optionsgeschäft
2
Schätztheorie
2
USA
2
United States
2
Volatility
2
Volatilität
2
Yield curve
2
Zinsstruktur
2
2001-2008
1
Abwertung
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Book section
Article in journal
196
Aufsatz in Zeitschrift
196
Graue Literatur
49
Non-commercial literature
49
Arbeitspapier
45
Working Paper
45
Hochschulschrift
10
Aufsatz im Buch
9
Thesis
8
Collection of articles written by one author
4
Conference paper
4
Konferenzbeitrag
4
Sammlung
4
Amtsdruckschrift
3
Government document
3
Lehrbuch
3
Textbook
3
Einführung
2
Konferenzschrift
1
Mikroform
1
more ...
less ...
Language
All
English
9
Author
All
Bielecki, Tomasz R.
1
Cherny, Alexander
1
Dedu, Silvia
1
Dupire, Bruno
1
Fouque, Jean-Pierre
1
Glau, Kathrin
1
Grbac, Zorana
1
Han, Chuan-Hsiang
1
Hulley, Hardy
1
Jeanblanc, Monique
1
Miyahara, Yoshio
1
Moriwaki, Naruhiko
1
Papapantoleon, Antonis
1
Preda, Vasile
1
Prigent, Jean-Luc
1
Renault, Olivier
1
Rutkowski, Marek
1
Scaillet, Olivier
1
Sheraz, Muhammad
1
Xanthopoulos, Stylianos Z.
1
more ...
less ...
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Economic dynamics and sustainable development ; Part 1
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Mathematical modeling and numerical methods in finance : special volume
1
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
1
Trends in mathematical economics : dialogues between Southern Europe and Latin America
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
2
Relative entropy criterion and CAPM-like pricing
Xanthopoulos, Stylianos Z.
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 369-379)
.
2016
Persistent link: https://www.econbiz.de/10011800875
Saved in:
3
The minimal weighted Kaniadakis entropy martingale measure for valuation problems in financial markets
Sheraz, Muhammad
;
Preda, Vasile
;
Dedu, Silvia
-
2016
Persistent link: https://www.econbiz.de/10013161615
Saved in:
4
The economic plausibility of strict local martingales in financial modelling
Hulley, Hardy
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 53-75)
.
2010
Persistent link: https://www.econbiz.de/10008749312
Saved in:
5
Asymmetric variance reduction for pricing american options
Han, Chuan-Hsiang
;
Fouque, Jean-Pierre
-
2009
Persistent link: https://www.econbiz.de/10003826937
Saved in:
6
Option pricing based on geometric stable processes and minimal entropy martingale measures
Miyahara, Yoshio
;
Moriwaki, Naruhiko
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 119-133)
.
2009
Persistent link: https://www.econbiz.de/10003871176
Saved in:
7
On certain distributions associated with the range of Martingales
Cherny, Alexander
;
Dupire, Bruno
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 29-38)
.
2009
Persistent link: https://www.econbiz.de/10003948468
Saved in:
8
Modeling and valuation of credit risk
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Stochastic methods in finance : lectures given at the …
,
(pp. 27-126)
.
2004
Persistent link: https://www.econbiz.de/10002526431
Saved in:
9
An autoregressive conditional binominal option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 353-373)
.
2002
Persistent link: https://www.econbiz.de/10001679460
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->