//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and stochastics"
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
BOOK REVIEWS - Arbitrage Theor...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
10
Theory
10
Stochastic process
6
Stochastischer Prozess
6
Option pricing theory
4
Optionspreistheorie
4
Portfolio selection
3
Portfolio-Management
3
Bellman equation
2
CAPM
2
Control theory
2
Discounting
2
Diskontierung
2
Dynamic programming
2
Dynamische Optimierung
2
Economy of time
2
Financial economics
2
Hyperbolic discounting
2
Interest rate derivative
2
Intertemporal choice
2
Intertemporale Entscheidung
2
Kapitalmarkttheorie
2
Kontrolltheorie
2
Stochastic control
2
Time consistency
2
Time inconsistency
2
Volatility
2
Volatilität
2
Zeitkonsistenz
2
Zeitökonomie
2
Zinsderivat
2
Anleihe
1
Arbitrage Pricing
1
Arbitrage pricing
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond
1
Credit risk
1
Equilibrium
1
Finanzmathematik
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
21
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Aufsatzsammlung
1
Nachruf
1
Language
All
English
13
Undetermined
9
Author
All
Björk, Tomas
10
Protter, Philip
8
Jarrow, Robert A.
5
Protter, Philip E.
4
Clément, Emmanuelle
2
Dritschel, Michael
2
Gombani, Andrea
2
Hult, Henrik
2
Jacod, Jean
2
Kchia, Younes
2
Lamberton, Damien
2
Landén, Camilla
2
Larsson, Martin
2
Murgoci, Agatha
2
Çetin, Umut
2
Jarrow, Robert
1
Khapko, Mariana
1
Sezer, A. Deniz
1
Sezer, A.Deniz
1
more ...
less ...
Published in...
All
Finance and stochastics
SSE/EFI Working Paper Series in Economics and Finance
31
SSE EFI working paper series in economics and finance
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Finance and Stochastics
10
Johnson School Research Paper Series
9
International journal of theoretical and applied finance
7
International Journal of Theoretical and Applied Finance (IJTAF)
6
Mathematical Finance
6
Working paper series in economics and finance
6
Stochastic Processes and their Applications
5
Annals of finance
4
Papers / arXiv.org
4
Financial engineering
3
Applied mathematical finance
2
International Review of Finance
2
Journal of banking & finance
2
Journal of housing economics
2
Mathematical methods of operations research
2
Mathematics and financial economics
2
Review of finance : journal of the European Finance Association
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of portfolio management : a publication of Institutional Investor
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Annals of Applied Probability, Forthcoming
1
Annals of Finance
1
Computational Statistics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
European finance review : the official journal of the European Finance Association
1
Finance Research Letters
1
Finance research letters
1
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
1
Frontiers of mathematical finance : FMF
1
Handbook of financial time series
1
Insurance / Mathematics & economics
1
Journal of Banking & Finance
1
Journal of Multivariate Analysis
1
Mathematical Methods of Operations Research
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
OLC EcoSci
9
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Complete markets with discontinuous security price
Dritschel, Michael
;
Protter, Philip
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 203-214
Persistent link: https://www.econbiz.de/10001367323
Saved in:
2
Liquidity risk and arbitrage pricing theory
Çetin, Umut
;
Jarrow, Robert A.
;
Protter, Philip
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 311-342
Persistent link: https://www.econbiz.de/10008214763
Saved in:
3
An analysis of a least squares regression method for American option pricing
Clément, Emmanuelle
;
Lamberton, Damien
;
Protter, Philip
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 449-472
Persistent link: https://www.econbiz.de/10008216166
Saved in:
4
Complete markets with discontinuous security price
Dritschel, Michael
;
Protter, Philip
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 203-214
Persistent link: https://www.econbiz.de/10008218076
Saved in:
5
Information reduction via level crossings in a credit risk model
Jarrow, Robert A.
;
Protter, Philip
;
Sezer, A.Deniz
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10008222021
Saved in:
6
Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert
;
Kchia, Younes
;
Larsson, Martin
; …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10010091556
Saved in:
7
From implied to spot volatilities
Jacod, Jean
;
Protter, Philip
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 157-178
Persistent link: https://www.econbiz.de/10008392533
Saved in:
8
An analysis of a least squares regression method for American option pricing
Clément, Emmanuelle
;
Lamberton, Damien
;
Protter, Philip
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 449-471
Persistent link: https://www.econbiz.de/10001702781
Saved in:
9
Liquidity risk and arbitrage pricing theory
Çetin, Umut
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 311-341
Persistent link: https://www.econbiz.de/10002130310
Saved in:
10
Risk-neutral compatibility with option prices
Jacod, Jean
;
Protter, Philip E.
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 285-315
Persistent link: https://www.econbiz.de/10003951511
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->