//--> //--> //-->
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:"Applied mathematical finance"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Martingal
15
Martingale
15
Option pricing theory
10
Optionspreistheorie
10
Stochastic process
8
Stochastischer Prozess
8
Theorie
6
Theory
6
Hedging
4
Incomplete market
4
Unvollkommener Markt
4
CAPM
3
Finanzmathematik
3
Mathematical finance
3
Portfolio selection
3
Portfolio-Management
3
Black-Scholes model
2
Black-Scholes-Modell
2
Control theory
2
Derivat
2
Derivative
2
Kontrolltheorie
2
Nutzen
2
Risikoaversion
2
Risk aversion
2
Utility
2
utility indifference price
2
Analysis
1
Brownian motion
1
Capital income
1
Entropie
1
Entropy
1
Experiment
1
Exponential semimartingale
1
Financial investment
1
Incomplete markets
1
Interest rate risk
1
Intertemporal choice
1
Intertemporale Entscheidung
1
Investitionsrisiko
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Albrecher, H.
1
Bacinello, Anna Rita
1
Bouzianis, George
1
Cheang, Gerald H. L.
1
Chernih, Andrew
1
Chevalier, Etienne
1
Chiarella, Carl
1
Criens, David
1
Florio, Silvia
1
Fouque, Jean-Pierre
1
Glau, Kathrin
1
Grbac, Zorana
1
Hess, Markus
1
Hu, Ruimeng
1
Hughston, Lane P.
1
Kohlmann, Michael
1
Konlack, Virginie S.
1
Lim, Thomas
1
Madan, Dilip B.
1
Maj, Matheusz
1
Mayer, Philipp
1
Mwaniki, Ivivi Joseph
1
Ménassé, Clément
1
Ortu, Fulvio
1
Pirvu, Traian A.
1
Romero, Ricardo Romo
1
Runggaldier, Wolfgang J.
1
Schoutens, W.
1
Schoutens, Wim
1
Ssebugenyi, Cyrus Seera
1
Tankov, Peter
1
Vanduffel, Steven
1
Xiong, Dewen
1
Ye, Zhongxing
1
Zhang, Huayue
1
more ...
less ...
Published in...
All
Applied mathematical finance
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
16
CREATES research paper
15
Mathematics and financial economics
15
Journal of mathematical finance
13
Mathematical methods of operations research
13
Asia-Pacific financial markets
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Cowles Foundation discussion paper
9
European journal of operational research : EJOR
9
Mathematics of operations research
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
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
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
Quantitative finance
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
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
6
Discussion papers of interdisciplinary research project 373
6
Econometric reviews
6
Finance research letters
6
International journal of financial engineering
6
NBER Working Paper
6
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
15
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Explicit representations for utility indifference prices
Hess, Markus
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10012625986
Saved in:
2
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
3
Portfolio optimization under fast mean-reverting and rough fractional stochastic environment
Fouque, Jean-Pierre
;
Hu, Ruimeng
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 361-388
Persistent link: https://www.econbiz.de/10012129167
Saved in:
4
Financial jeopardy
Madan, Dilip B.
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10011746988
Saved in:
5
Martingale property of exponential semimartingales : a note on explicit conditions and applications to asset price and Libor models
Criens, David
;
Glau, Kathrin
;
Grbac, Zorana
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 23-37
Persistent link: https://www.econbiz.de/10011746992
Saved in:
6
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément
;
Tankov, Peter
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 197-235
Persistent link: https://www.econbiz.de/10011704228
Saved in:
7
Indifference fee rate for variable annuities
Chevalier, Etienne
;
Lim, Thomas
;
Romero, Ricardo Romo
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 278-308
Persistent link: https://www.econbiz.de/10011704242
Saved in:
8
On the minimal entropy martingale measure and multinomial lattices with cumulants
Ssebugenyi, Cyrus Seera
;
Mwaniki, Ivivi Joseph
; …
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 359-379
Persistent link: https://www.econbiz.de/10010187658
Saved in:
9
Utility indifference pricing : a time consistent approach
Pirvu, Traian A.
;
Zhang, Huayue
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 304-326
Persistent link: https://www.econbiz.de/10010187662
Saved in:
10
Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
Applied mathematical finance
18
(
2011
)
3/4
,
pp. 245-276
Persistent link: https://www.econbiz.de/10009381930
Saved in:
11
Mean variance hedging in a general jump model
Kohlmann, Michael
;
Xiong, Dewen
;
Ye, Zhongxing
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 29-57
Persistent link: https://www.econbiz.de/10003975266
Saved in:
12
A note on the suboptimality of path-dependent pay-offs in Lévy markets
Vanduffel, Steven
;
Chernih, Andrew
;
Maj, Matheusz
; …
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 315-330
Persistent link: https://www.econbiz.de/10003916188
Saved in:
13
General lower bounds for arithmetic Asian option prices
Albrecher, H.
;
Mayer, Philipp
;
Schoutens, W.
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 123-149
Persistent link: https://www.econbiz.de/10003751123
Saved in:
14
On hedging in finite security markets
Florio, Silvia
;
Runggaldier, Wolfgang J.
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 159-176
Persistent link: https://www.econbiz.de/10001490688
Saved in:
15
Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates
Bacinello, Anna Rita
;
Ortu, Fulvio
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 293-312
Persistent link: https://www.econbiz.de/10001517818
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->