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~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Martingal"
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Martingal
32
Martingale
32
Theorie
22
Theory
22
Option pricing theory
8
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Stochastic process
7
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2001-2008
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Aufsatz im Buch
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216
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216
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Jeanblanc, Monique
3
Hulley, Hardy
2
Rutkowski, Marek
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Schweizer, Martin
2
Barndorff-Nielsen, Ole E.
1
Benth, Fred Espen
1
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1
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1
Cam, Yann Le
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1
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Dedu, Silvia
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
5
Contemporary quantitative finance : essays in honour of Eckhard Platen
4
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
2
2006 Business & Economics Society International Conference ; Vol. 1
1
Advanced mathematical methods for finance
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in mathematical economics
1
Applying Kernel and nonparametric estimation to economic topics
1
Aspects of mathematical finance
1
Consumer issues in global economics, finance and business
1
Economic dynamics and sustainable development ; Part 1
1
Financial derivatives : pricing and risk management
1
Indifference pricing : theory and applications
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
Nonlinear models in mathematical finance : new research trends in option pricing
1
Optimization under uncertainty ; Vol. 1
1
Pension fund risk management : financial and actuarial modeling
1
Probability and statistical decision theory
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
Thought-leadership in supply chain finance and risk management
1
Tools and techniques
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
1
Trends in mathematical economics : dialogues between Southern Europe and Latin America
1
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ECONIS (ZBW)
32
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Operations revenue insurance
Guiotto, Paolo
;
Roncoroni, Andrea
;
Tédongap, Roméo
- In:
Thought-leadership in supply chain finance and risk …
,
(pp. 27-52)
.
2022
Persistent link: https://www.econbiz.de/10013334716
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2
On quantile estimator in volatility model with non-negative error density and Bayesian perspective
Dutta, Debajit
;
Dhar, Subhra Sankar
;
Mitra, Amit
-
2019
Persistent link: https://www.econbiz.de/10012244179
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3
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
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4
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
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5
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:
6
Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times
Fei, Jun
;
Feinberg, Eugene A.
-
2013
Persistent link: https://www.econbiz.de/10010192736
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7
Martingales and wide band exchange rate regimes : the tenge-dollar case since the February 2009 devaluation
Gissy, William Gerard
- In:
Consumer issues in global economics, finance and business
,
(pp. 9-15)
.
2011
Persistent link: https://www.econbiz.de/10009427474
Saved in:
8
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
- In:
Advanced mathematical methods for finance
,
(pp. 35-74)
.
2011
Persistent link: https://www.econbiz.de/10008991339
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9
Pension funds under inflation risk
Zhang, Aihua
- In:
Pension fund risk management : financial and actuarial …
,
(pp. 85-101)
.
2010
Persistent link: https://www.econbiz.de/10003938145
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10
Estimating functions for discretely sampled diffusion-type models
Bibby, Bo Martin
;
Jacobsen, Martin
;
Sørensen, Michael
-
2010
Persistent link: https://www.econbiz.de/10003900641
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