//--> //--> //-->
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:"olc"
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
Special issue on the foundatio...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
10
Language
All
Undetermined
9
English
1
Author
All
Frittelli, Marco
10
Biagini, Sara
3
Rosazza Gianin, Emanuela
2
Bellini, Fabio
1
Grasselli, Matheus
1
Scandolo, Giacomo
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and stochastics
3
Advances in mathematical economics
1
Journal of banking & finance
1
Source
All
OLC EcoSci
ECONIS (ZBW)
29
RePEc
19
Other ZBW resources
2
EconStor
1
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Putting order in risk measures
Frittelli, Marco
;
Rosazza Gianin, Emanuela
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1473-1486
Persistent link: https://www.econbiz.de/10005889430
Saved in:
2
Utility maximization in incomplete markets for unbounded processes
Biagini, Sara
;
Frittelli, Marco
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10008214152
Saved in:
3
SOME REMARKS ON ARBITRAGE AND PREFERENCES IN SECURITIES MARKET MODELS
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 351-358
Persistent link: https://www.econbiz.de/10008214629
Saved in:
4
ARTICLES - On the Existence of Minimax Martingale Measures
Bellini, Fabio
;
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10008216483
Saved in:
5
Introduction to a theory of value coherent with the no-arbitrage principle
Frittelli, Marco
- In:
Finance and stochastics
4
(
2000
)
3
,
pp. 275-298
Persistent link: https://www.econbiz.de/10008217578
Saved in:
6
ARTICLES - The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10008217919
Saved in:
7
The supermartingale property of the optimal wealth process for general semimartingales
Biagini, Sara
;
Frittelli, Marco
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 253-266
Persistent link: https://www.econbiz.de/10008222018
Saved in:
8
RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
Frittelli, Marco
;
Scandolo, Giacomo
- In:
Mathematical finance : an international journal of …
16
(
2006
)
4
,
pp. 589-612
Persistent link: https://www.econbiz.de/10008222418
Saved in:
9
Law invariant convex risk measures
Frittelli, Marco
;
Rosazza Gianin, Emanuela
- In:
Advances in mathematical economics
7
(
2005
),
pp. 33-46
Persistent link: https://www.econbiz.de/10009902266
Saved in:
10
INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES
Biagini, Sara
;
Frittelli, Marco
;
Grasselli, Matheus
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 423-447
Persistent link: https://www.econbiz.de/10009014893
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->