//--> //--> //--> //-->
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
~source:"econis"
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
Pricing Without Martingale Mea...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Messung
25,885
Measurement
25,669
Theorie
21,265
Theory
21,263
CAPM
19,611
Optionspreistheorie
15,266
Option pricing theory
15,201
Portfolio selection
6,859
Portfolio-Management
6,859
Capital income
6,186
Kapitaleinkommen
6,186
Volatilität
6,068
Volatility
6,061
Risiko
5,360
Risk
5,343
Börsenkurs
5,240
Share price
5,233
Estimation
4,990
Schätzung
4,987
Stochastischer Prozess
4,622
Stochastic process
4,617
Optionsgeschäft
4,102
Option trading
4,092
USA
3,901
United States
3,867
Risikoprämie
3,747
Risk premium
3,743
Derivat
3,363
Derivative
3,363
Armut
3,185
Poverty
3,179
Welt
3,041
World
3,041
Aktienmarkt
1,864
Stock market
1,843
Schätztheorie
1,785
Zinsstruktur
1,785
Yield curve
1,783
Estimation theory
1,782
Risikomaß
1,762
more ...
less ...
Online availability
All
Free
21,330
Undetermined
12,230
CC license
838
Type of publication
All
Article
31,100
Book / Working Paper
29,258
Journal
39
Type of publication (narrower categories)
All
Article in journal
27,259
Aufsatz in Zeitschrift
27,259
Graue Literatur
10,008
Non-commercial literature
10,008
Arbeitspapier
9,170
Working Paper
9,170
Aufsatz im Buch
3,195
Book section
3,195
Hochschulschrift
1,902
Thesis
1,457
Collection of articles of several authors
546
Sammelwerk
546
Aufsatzsammlung
303
Collection of articles written by one author
301
Sammlung
301
Lehrbuch
282
Bibliografie enthalten
255
Bibliography included
255
Textbook
254
Conference paper
215
Konferenzbeitrag
215
Konferenzschrift
212
Amtsdruckschrift
182
Government document
182
Systematic review
126
Übersichtsarbeit
126
Case study
108
Conference proceedings
108
Fallstudie
108
Forschungsbericht
99
Handbook
64
Handbuch
64
Reprint
64
Glossar enthalten
51
Glossary included
51
Rezension
49
Bibliografie
40
Mikroform
40
Statistik
37
Amtliche Publikation
24
more ...
less ...
Language
All
English
57,057
German
2,681
French
260
Spanish
159
Italian
88
Russian
52
Polish
49
Portuguese
32
Danish
10
Czech
9
Dutch
9
Swedish
9
Bulgarian
6
Croatian
6
Hungarian
5
Norwegian
5
Slovenian
4
Serbian
4
Undetermined
3
Slovak
2
Afrikaans
1
Finnish
1
Lithuanian
1
Turkish
1
Chinese
1
more ...
less ...
Author
All
Fabozzi, Frank J.
152
Madan, Dilip B.
133
Ravallion, Martin
115
Jarrow, Robert A.
103
Härdle, Wolfgang
102
Alkire, Sabina
99
Chiarella, Carl
89
Diewert, Walter E.
86
Campbell, John Y.
82
Zaremba, Adam
82
Zhang, Lu
77
Cui, Zhenyu
74
Schoutens, Wim
74
Carr, Peter
71
Jacobs, Kris
71
Silber, Jacques
70
Harvey, Campbell R.
69
Lee, Cheng F.
69
Takahashi, Akihiko
69
Bali, Turan G.
68
Christoffersen, Peter F.
68
Platen, Eckhard
68
Ferson, Wayne E.
66
Joshi, Mark S.
66
Engle, Robert F.
63
Hansen, Lars Peter
63
Prokopczuk, Marcel
63
Bekaert, Geert
62
Lo, Andrew W.
59
Stambaugh, Robert F.
59
Cochrane, John H.
58
Foster, James E.
58
Stentoft, Lars
58
Elliott, Robert J.
57
Hull, John
57
Jagannathan, Ravi
56
Kelly, Bryan T.
56
Dang, Hai-Anh
55
Jolliffe, Dean
55
Klasen, Stephan
55
more ...
less ...
Institution
All
National Bureau of Economic Research
870
OECD
156
European Commission / Joint Research Centre
113
European Institute for Gender Equality
69
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
35
World Bank
34
Centre for Analytical Finance <Århus>
31
Springer Fachmedien Wiesbaden
26
Organisation for Economic Co-operation and Development
21
Ekonomiska forskningsinstitutet <Stockholm>
19
Basel Committee on Banking Supervision
17
Edward Elgar Publishing
17
Oxford Poverty & Human Development Initiative
17
Europäische Kommission / Gemeinsame Forschungsstelle
16
Center for Economic Research <Tilburg>
15
Centre for Economic Policy Research
14
Chambre de commerce et d'industrie de Paris
14
Svenska Handelshögskolan <Helsinki>
14
Federal Reserve Bank of St. Louis
13
Verlag Dr. Kovač
13
Weltbank
13
Deutsche Forschungsgemeinschaft
12
European Commission / Statistical Office of the European Union
12
Europäische Kommission / Statistisches Amt
12
Institute of Finance and Accounting <London>
12
Erasmus Research Institute of Management
11
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
11
Vereinte Nationen / Wirtschaftskommission für Europa
11
European Commission / Directorate-General for Research
10
Federal Reserve Bank of San Francisco
10
Universitat Pompeu Fabra / Departament d'Economia i Empresa
10
Vereinte Nationen / Economic Commission for Latin America and the Caribbean
10
Conference on Research in Income and Wealth
9
European Commission / Directorate-General for Employment, Social Affairs and Inclusion
9
Federal Reserve System / Division of Research and Statistics
9
Friedrich-Schiller-Universität Jena
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
IGI Global
8
University of Chicago / Center for Research in Security Prices
8
World Bank Group
8
more ...
less ...
Published in...
All
NBER working paper series
844
Working paper / National Bureau of Economic Research, Inc.
691
NBER Working Paper
671
International journal of theoretical and applied finance
566
Journal of banking & finance
543
Journal of financial economics
394
Finance research letters
382
Finance and stochastics
373
Mathematical finance : an international journal of mathematics, statistics and financial theory
364
The journal of futures markets
357
The journal of finance : the journal of the American Finance Association
313
Journal of economic dynamics & control
302
Insurance / Mathematics & economics
299
Quantitative finance
295
The review of financial studies
295
European journal of operational research : EJOR
294
Applied mathematical finance
278
The journal of computational finance
260
Economics letters
251
Journal of empirical finance
238
The journal of derivatives : the official publication of the International Association of Financial Engineers
233
Working paper
232
Journal of econometrics
220
Research paper series / Swiss Finance Institute
217
Management science : journal of the Institute for Operations Research and the Management Sciences
213
Applied economics
207
Discussion paper / Centre for Economic Policy Research
199
International review of financial analysis
196
Journal of financial and quantitative analysis : JFQA
196
Review of derivatives research
192
Discussion paper series / IZA
187
International review of economics & finance : IREF
185
Economic modelling
176
Risks : open access journal
176
The European journal of finance
176
The North American journal of economics and finance : a journal of financial economics studies
171
Computational economics
165
Applied economics letters
163
IZA Discussion Paper
159
Journal of mathematical finance
155
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
1,330
EconStor
977
USB Cologne (EcoSocSci)
719
Other ZBW resources
516
USB Cologne (business full texts)
111
BASE
55
OLC EcoSci
17
ArchiDok
2
more ...
less ...
Showing
1
-
10
of
60,397
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The minimal weighted Kaniadakis entropy
martingale
measure for valuation problems in financial markets
Sheraz, Muhammad
;
Preda, Vasile
;
Dedu, Silvia
-
2016
Persistent link: https://www.econbiz.de/10013161615
Saved in:
2
Contingent claims in incomplete markets : a case study
Mataramvura, Sure
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 426-430
Persistent link: https://www.econbiz.de/10010239520
Saved in:
3
Essays on incomplete financial markets
Ebmeyer, Dirk
-
2002
Persistent link: https://www.econbiz.de/10001656705
Saved in:
4
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:
5
The economics of options-implied inflation probability density functions
Kitsul, Yuriy
;
Wright, Jonathan H.
- In:
Journal of financial economics
110
(
2013
)
3
,
pp. 696-711
Persistent link: https://www.econbiz.de/10010255707
Saved in:
6
Hedge portfolios in markets with price discontinuities
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003856801
Saved in:
7
A note on a new weighted idiosyncratic risk measure
Jan, Yin-Ching
- In:
International journal of financial research
5
(
2014
)
3
,
pp. 194-198
Persistent link: https://www.econbiz.de/10010458525
Saved in:
8
State prices implicit in valuation formulae for derivative securities : a
martingale
approach
Rady, Sven
-
1994
Persistent link: https://www.econbiz.de/10000881659
Saved in:
9
Martingale
densities for general asset prices
Schweizer, Martin
-
1991
Persistent link: https://www.econbiz.de/10000825147
Saved in:
10
Modeling and valuation of credit risk
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Stochastic methods in finance : lectures given at the …
,
(pp. 27-126)
.
2004
Persistent link: https://www.econbiz.de/10002526431
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->