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~isPartOf:"Contemporary quantitative finance : essays in honour of Eckhard Platen"
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Contemporary quantitative finance : essays in honour of Eckhard Platen
Finance and stochastics
93
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
42
Journal of econometrics
41
Research paper series / Swiss Finance Institute
24
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Swiss Finance Institute Research Paper
19
Annals of finance
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Applied mathematical finance
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CREATES research paper
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Mathematics and financial economics
15
Journal of mathematical finance
13
Mathematical methods of operations research
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Asia-Pacific financial markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Cowles Foundation discussion paper
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European journal of operational research : EJOR
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Mathematics of operations research
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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
Econometric theory
7
Economics Series Working Papers / Department of Economics, Oxford University
7
Economics letters
7
International review of financial analysis
7
Journal of mathematical economics
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
Quantitative finance
7
Risks : open access journal
7
The journal of futures markets
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
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Discussion papers of interdisciplinary research project 373
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Econometric reviews
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Finance research letters
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International journal of financial engineering
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Constructing random times with given survival processes and applications to valuation of credit derivatives
Gapeev, Pavel V.
;
Jeanblanc, Monique
;
Li, Libo
; …
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 255-280)
.
2010
Persistent link: https://www.econbiz.de/10008749243
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2
A remarkable [sigma]-finite measure associated with last passage times and penalisation problems
Najnudel, Joseph
;
Nikeghbali, Ashkan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 77-97)
.
2010
Persistent link: https://www.econbiz.de/10008749310
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3
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:
4
M6-on minimal market models and minimal martingale measures
Hulley, Hardy
;
Schweizer, Martin
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 35-51)
.
2010
Persistent link: https://www.econbiz.de/10008749314
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