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isPartOf:"Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift"
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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
Applied mathematical finance
15
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
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
6
Econometric reviews
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Finance research letters
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International journal of financial engineering
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NBER Working Paper
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Immersion property and credit risk modelling
Jeanblanc, Monique
;
Cam, Yann Le
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 99-131)
.
2009
Persistent link: https://www.econbiz.de/10003948445
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2
The expected number of intersections of a four valued bounded martingale with any level may be infinite
Gordon, Alexander
;
Sonin, Isaac M.
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 87-98)
.
2009
Persistent link: https://www.econbiz.de/10003948448
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3
Exponential utility indifference valuation in a general semimartingale model
Frei, Christoph
;
Schweizer, Martin
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 49-86)
.
2009
Persistent link: https://www.econbiz.de/10003948452
Saved in:
4
On certain distributions associated with the range of Martingales
Cherny, Alexander
;
Dupire, Bruno
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 29-38)
.
2009
Persistent link: https://www.econbiz.de/10003948468
Saved in:
5
On the approximation of geometric fractional Brownian motion
Valkeila, Esko
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 251-266)
.
2009
Persistent link: https://www.econbiz.de/10003948911
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