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Search: subject:"Martingale"
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Martingale
1,091
Martingal
1,002
Theorie
654
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638
Stochastic process
301
Stochastischer Prozess
299
Optionspreistheorie
248
Option pricing theory
242
Portfolio-Management
206
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203
CAPM
160
Volatilität
131
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127
Schätztheorie
120
Estimation theory
116
martingale
103
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98
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95
Time series analysis
95
Incomplete market
92
Unvollkommener Markt
83
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77
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72
Börsenkurs
71
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71
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70
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69
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68
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63
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63
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62
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59
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59
Bubbles
55
Spekulationsblase
51
Efficient market hypothesis
50
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50
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50
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49
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Schweizer, Martin
45
Jacod, Jean
22
Podolskij, Mark
19
Kardaras, Constantinos
18
Platen, Eckhard
18
Jeanblanc, Monique
16
Barndorff-Nielsen, Ole E.
15
Jarrow, Robert A.
15
Li, Jia
14
Phillips, Peter C. B.
14
Karantounias, Anastasios G.
13
Linton, Oliver
13
Biagini, Francesca
12
Choulli, Tahir
12
Darné, Olivier
11
Kim, Jae H.
11
Bayraktar, Erhan
10
Charles, Amélie
10
Frittelli, Marco
10
Hulley, Hardy
10
Prigent, Jean-Luc
10
Shephard, Neil G.
10
Sørensen, Michael
10
Todorov, Viktor
10
Chiarella, Carl
9
Christensen, Bent Jesper
9
Fontana, Claudio
9
Hobson, David G.
9
Honda, Toshio
9
Ielpo, Florian
9
Kabanov, Jurij M.
9
Korn, Ralf
9
Protter, Philip
9
Scaillet, Olivier
9
Siu, Tak Kuen
9
Föllmer, Hans
8
Ibragimov, Rustam
8
Imkeller, Peter
8
Kallsen, Jan
8
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8
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International Monetary Fund (IMF)
21
University of Bonn, Germany
21
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18
HAL
16
Cowles Foundation for Research in Economics, Yale University
11
London School of Economics (LSE)
10
School of Economics and Management, University of Aarhus
10
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
9
Finance Discipline Group, Business School
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Université Paris-Dauphine (Paris IX)
8
EconWPA
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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National Bureau of Economic Research
5
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
4
Graduate School of Economics, Hitotsubashi University
4
Deutsche Forschungsgemeinschaft
3
Econometric Society
3
Economics Group, Nuffield College, University of Oxford
3
Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
3
National Centre of Competence in Research - Financial Valuation and Risk Management
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
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3
Berkeley Electronic Press
2
Bonn Graduate School of Economics
2
Center for Agricultural and Rural Development (CARD), Iowa State University
2
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2
Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF), University of St. Andrews
2
Department of Economics and Business, Universitat Pompeu Fabra
2
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2
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2
Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze
2
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
European Central Bank
2
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
2
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
2
Institute of Economic Research, Hitotsubashi University
2
Lusk Center for Real Estate, Marshall School of Business
2
Society for Computational Economics - SCE
2
Statistisk Sentralbyrå, Government of Norway
2
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
2
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Finance and stochastics
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
48
Finance and Stochastics
47
Statistics & Probability Letters
38
International journal of theoretical and applied finance
37
Journal of econometrics
35
Stochastic Processes and their Applications
27
Research paper series / Swiss Finance Institute
23
IMF Working Papers
21
International Journal of Theoretical and Applied Finance (IJTAF)
20
Mathematics and financial economics
19
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Insurance / Mathematics & economics
18
MPRA Paper
18
Swiss Finance Institute Research Paper
18
Annals of finance
17
Annals of the Institute of Statistical Mathematics
17
Discussion Paper Serie B
17
CREATES research paper
14
Computational Statistics
14
Journal of mathematical finance
14
Mathematical methods of operations research
14
Mathematical Methods of Operations Research
13
Working Paper
12
Asia-Pacific financial markets
11
Cowles Foundation Discussion Papers
11
Applied mathematical finance
10
CREATES Research Papers
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
LSE Research Online Documents on Economics
10
Quantitative finance
10
Working Papers / HAL
10
European journal of operational research : EJOR
9
Mathematics of operations research
9
SFB 373 Discussion Paper
9
SFB 373 Discussion Papers
9
Econometric theory
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Economics Papers from University Paris Dauphine
8
Economics letters
8
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Source
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ECONIS (ZBW)
1,096
RePEc
567
EconStor
69
BASE
11
Other ZBW resources
6
USB Cologne (business full texts)
5
ArchiDok
1
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71
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71
Drift burst test statistic in the presence of infinite variation jumps
Mancini, Cecilia
-
2022
Persistent link: https://www.econbiz.de/10013535744
Saved in:
72
Martingale
effect of conventional vs. Islamic stock indices : evidence from the UAE
Marashdeh, Hazem
;
Ashraf, Sania
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
3
,
pp. 279-290
Persistent link: https://www.econbiz.de/10013326345
Saved in:
73
Unified M-estimation of matrix exponential spatial dynamic panel specification
Yang, Ye
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 729-748
Persistent link: https://www.econbiz.de/10013364904
Saved in:
74
A generalized Esscher transform for option valuation with regime switching risk
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 691-705
Persistent link: https://www.econbiz.de/10013367853
Saved in:
75
Distributionally robust inventory control when demand is a
martingale
Xin, Linwei
;
Goldberg, David Alan
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2387-2414
Persistent link: https://www.econbiz.de/10013375068
Saved in:
76
A continuous-time asset market game with short-lived assets
Zhitlukhin, M. V.
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 587-630
Persistent link: https://www.econbiz.de/10013440236
Saved in:
77
Girsanov, numeraires, and all that
Hagan, Patrick S.
;
Lesniewski, Andrew
-
2022
In this Element the authors review the technique of the change of numeraire in the
martingale
approach to option …
Persistent link: https://www.econbiz.de/10013451100
Saved in:
78
Forbidden transactions and black markets
Gu, Chenlin
;
Roth, Alvin E.
;
Wu, Qingyun
- In:
Mathematics of operations research
47
(
2022
)
4
,
pp. 3084-3109
Persistent link: https://www.econbiz.de/10014311399
Saved in:
79
Evolution of the housing market under the framework of adaptive market hypothesis and
martingale
difference hypothesis : a case of India
Pandey, Richa
;
Jessica, V. Mary
- In:
Property management
40
(
2022
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10013169931
Saved in:
80
Robust analysis of the
Martingale
Hypothesis
Gouriéroux, Christian
;
Jasiak, Joann
-
2016
Persistent link: https://www.econbiz.de/10011855294
Saved in:
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