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
Existence of shadow prices in...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
10
Theory
10
Transaction costs
7
Transaktionskosten
7
Option pricing theory
5
Optionspreistheorie
5
Portfolio selection
4
Portfolio-Management
4
Asymptotics
3
Derivat
3
Derivative
3
Incomplete market
3
Risiko
3
Risk
3
Stochastic process
3
Stochastischer Prozess
3
Unvollkommener Markt
3
CAPM
2
Decision under uncertainty
2
Entscheidung unter Unsicherheit
2
Equilibrium
2
Hedging
2
Option trading
2
Optionsgeschäft
2
Radner equilibrium
2
Risikoaversion
2
Risk aversion
2
Volatility
2
Volatilität
2
Aktienoption
1
Allgemeines Gleichgewicht
1
Ambiguity aversion
1
Asset pricing
1
Asymptotic expansions
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bubbles
1
Börsenkurs
1
Delta-vega hedging
1
Derivative price bubble
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Undetermined
5
Author
All
Muhle-Karbe, Johannes
13
Kallsen, Jan
9
Herdegen, Martin
3
Benedetti, Giuseppe
2
Campi, Luciano
2
Gerhold, Stefan
2
Herrmann, Sebastian
2
Keller-Ressel, Martin
2
Kühn, Christoph
2
Schachermayer, Walter
2
Altarovici, Albert Michael
1
Bouchard, Bruno
1
Fukasawa, Masaaki
1
Guasoni, Paolo
1
Krühner, Paul
1
Nutz, Marcel
1
Possamaï, Dylan
1
Seifried, Frank Thomas
1
Shiryaev, Albert N.
1
Soner, Halil Mete
1
Širjaev, Alʹbert N.
1
more ...
less ...
Published in...
All
Finance and stochastics
Papers / arXiv.org
30
Research paper series / Swiss Finance Institute
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Swiss Finance Institute Research Paper
14
Finance and Stochastics
7
Mathematical Finance
7
Mathematical methods of operations research
6
Stochastic Processes and their Applications
5
Applied mathematical finance
4
FINRISK Working Paper Series
4
Mathematics and financial economics
4
Boston U. School of Management Research Paper
3
Mathematical Methods of Operations Research
3
Mathematics of operations research
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Applied Mathematical Finance
2
Computational Statistics
2
Market microstructure and liquidity
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Preprint / Albert-Ludwigs-Universität Freiburg, Mathematische Fakultät
2
Review of derivatives research
2
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Annual review of financial economics
1
CAMA Working Paper
1
CAMA working paper series
1
Economics Papers from University Paris Dauphine
1
Economics letters
1
Handbook of financial time series
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of theoretical and applied finance
1
Journal of Multivariate Analysis
1
Mathematical Finance, 2008, 18(2), 305-316
1
Mathematical Finance, 2008, 18(3), 473-492
1
Mathematical Finance, 2009, 19(4), 591-617
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
Operations research
1
Quantitative Finance
1
Quantitative finance
1
Review of Derivatives Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
OLC EcoSci
5
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the existence of shadow prices
Benedetti, Giuseppe
;
Campi, Luciano
;
Kallsen, Jan
; …
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 801-818
Persistent link: https://www.econbiz.de/10010183831
Saved in:
2
On the existence of shadow prices
Benedetti, Giuseppe
;
Campi, Luciano
;
Kallsen, Jan
; …
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 801-818
Persistent link: https://www.econbiz.de/10010190874
Saved in:
3
Derivative pricing based on local utility maximization
Kallsen, Jan
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 115-140
Persistent link: https://www.econbiz.de/10001643758
Saved in:
4
Pricing derivatives of American and game type in incomplete markets
Kallsen, Jan
;
Kühn, Christoph
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10008214883
Saved in:
5
The cumulant process and Esscher's change of measure
Kallsen, Jan
;
Shiryaev, Albert N.
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 397-428
Persistent link: https://www.econbiz.de/10008216168
Saved in:
6
Derivative pricing based on local utility maximization
Kallsen, Jan
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 115
Persistent link: https://www.econbiz.de/10008216496
Saved in:
7
The cumulant process and Esscherś change of measure
Kallsen, Jan
;
Širjaev, Alʹbert N.
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 397-428
Persistent link: https://www.econbiz.de/10001702776
Saved in:
8
Pricing derivatives of American and game type in incomplete markets
Kallsen, Jan
;
Kühn, Christoph
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10002012597
Saved in:
9
On a Heath-Jarrow-Morton approach for stock options
Kallsen, Jan
;
Krühner, Paul
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 583-615
Persistent link: https://www.econbiz.de/10011418308
Saved in:
10
Asymptotic and exact pricing of options on variance
Keller-Ressel, Martin
;
Muhle-Karbe, Johannes
- In:
Finance and stochastics
17
(
2012
)
1
,
pp. 107-133
Persistent link: https://www.econbiz.de/10010057621
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
