//--> //--> //-->
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
~isPartOf:"Mathematical methods of operations research"
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:"Martingale"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Martingal
13
Martingale
13
Theorie
10
Theory
10
Portfolio selection
7
Portfolio-Management
7
Option pricing theory
5
Optionspreistheorie
5
Stochastic process
4
Stochastischer Prozess
4
Dynamic programming
2
Dynamische Optimierung
2
Incomplete market
2
Unvollkommener Markt
2
Analysis
1
Black-Scholes model
1
Black-Scholes-Modell
1
Capital gains tax
1
Conjugate duality
1
Contract
1
Convex order
1
Cost function
1
Cost functionals
1
Derivat
1
Derivative
1
Dual optimization problem
1
Duales Optimierungsproblem
1
Energiemarkt
1
Energy market
1
Entropie
1
Entropy
1
Fluid process
1
HJB equations
1
Hedging
1
Hydropower
1
Hydropower management
1
Kostenfunktion
1
Kushner-Stratonovich equations
1
Left-monotone transport plan
1
Linear programming
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Schäl, Manfred
2
Abergel, Frédérik
1
Barron, Yonit
1
Bäuerle, Nicole
1
Callegaro, Giorgia
1
Campi, Luciano
1
Dahl, Kristina Rognlien
1
Gabih, Abdelali
1
Giusto, Valeria
1
Grecksch, Wilfried
1
Ibrahim, Dalia
1
Kallsen, Jan
1
Kim, Young Shin
1
Korn, Ralf
1
Lee, Jeong Hyun
1
Richter, Matthias
1
Schmithals, Daniel Matthias
1
Seifried, Frank Thomas
1
Temme, Johannes P.
1
Vargiolu, Tiziano
1
Wunderlich, R.
1
Yang, Hailiang
1
Zhang, Lihong
1
more ...
less ...
Published in...
All
Mathematical methods of operations research
Finance and stochastics
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
41
Journal of econometrics
38
Research paper series / Swiss Finance Institute
24
IMF Working Papers
21
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Swiss Finance Institute Research Paper
19
Annals of finance
16
Mathematics and financial economics
16
Applied mathematical finance
15
CREATES research paper
15
Journal of mathematical finance
13
Asia-Pacific financial markets
11
Statistics & Probability Letters
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Mathematics of operations research
10
Annals of the Institute of Statistical Mathematics
9
European journal of operational research : EJOR
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Cowles Foundation discussion paper
8
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Insurance / Mathematics & economics
8
Journal of economic dynamics & control
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
Quantitative finance
8
Econometric theory
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Economics letters
7
International review of financial analysis
7
Risks : open access journal
7
The journal of futures markets
7
Working Paper
7
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / B
6
Discussion papers of interdisciplinary research project 373
6
Econometric reviews
6
Finance research letters
6
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
13
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Management of a hydropower system via convex duality
Dahl, Kristina Rognlien
- In:
Mathematical methods of operations research
89
(
2019
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011991715
Saved in:
2
Martingale optimal transport in the discrete case via simple linear programming techniques
Bäuerle, Nicole
;
Schmithals, Daniel Matthias
- In:
Mathematical methods of operations research
90
(
2019
)
3
,
pp. 453-476
Persistent link: https://www.econbiz.de/10012153873
Saved in:
3
Non-linear filtering and optimal investment under partial information for stochastic volatility models
Ibrahim, Dalia
;
Abergel, Frédérik
- In:
Mathematical methods of operations research
87
(
2018
)
3
,
pp. 311-346
Persistent link: https://www.econbiz.de/10011874006
Saved in:
4
Utility indifference pricing and hedging for structured contracts in energy markets
Callegaro, Giorgia
;
Campi, Luciano
;
Giusto, Valeria
; …
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 265-303
Persistent link: https://www.econbiz.de/10011714437
Saved in:
5
Performance analysis of a reflected fluid production/inventory model
Barron, Yonit
- In:
Mathematical methods of operations research
83
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011446605
Saved in:
6
Power utility maximization in exponential Lévy models : convergence of discrete-time to continuous-time maximizers
Temme, Johannes P.
- In:
Mathematical methods of operations research
76
(
2012
)
1
,
pp. 21-41
Persistent link: https://www.econbiz.de/10009571220
Saved in:
7
Optimal investment with deferred capital gains taxes : a simple martingale method approach
Seifried, Frank Thomas
- In:
Mathematical methods of operations research
71
(
2010
)
1
,
pp. 181-199
Persistent link: https://www.econbiz.de/10003958350
Saved in:
8
The relative entropy in CGMY processes and its applications to finance
Kim, Young Shin
;
Lee, Jeong Hyun
- In:
Mathematical methods of operations research
66
(
2007
)
2
,
pp. 327-338
Persistent link: https://www.econbiz.de/10003564151
Saved in:
9
Ruin problems for a discrete time risk model with random interest rate
Yang, Hailiang
;
Zhang, Lihong
- In:
Mathematical methods of operations research
63
(
2006
)
2
,
pp. 287-299
Persistent link: https://www.econbiz.de/10003334096
Saved in:
10
Optimal portfolio strategies benchmarking the stock market
Gabih, Abdelali
;
Grecksch, Wilfried
;
Richter, Matthias
; …
- In:
Mathematical methods of operations research
64
(
2006
)
2
,
pp. 211-225
Persistent link: https://www.econbiz.de/10003380210
Saved in:
11
Optimal portfolios for exponential Lévy processes
Kallsen, Jan
- In:
Mathematical methods of operations research
51
(
2000
)
3
,
pp. 357-374
Persistent link: https://www.econbiz.de/10001519649
Saved in:
12
Price systems constructed by optimal dynamic portfolios
Schäl, Manfred
- In:
Mathematical methods of operations research
51
(
2000
)
3
,
pp. 375-397
Persistent link: https://www.econbiz.de/10001519650
Saved in:
13
On value preserving and growth optimal portfolios
Korn, Ralf
;
Schäl, Manfred
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10001428084
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->