//--> //--> //-->
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
~subject:"Arbitrage"
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
Almost-sure hedging with perma...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Arbitrage
Theorie
26
Theory
26
Transaction costs
18
Portfolio selection
14
Portfolio-Management
14
Transaktionskosten
13
Stochastic process
12
Stochastischer Prozess
12
Option pricing theory
10
Optionspreistheorie
10
Hedging
9
viscosity solutions
9
Mathematical Finance
7
Mathematical programming
5
Mathematische Optimierung
5
Risiko
5
Risk
5
hedging
4
Arbitrage Pricing
3
Arbitrage pricing
3
CAPM
3
Eigeninteresse
3
Martingal
3
Martingale
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Option trading
3
Optionsgeschäft
3
Proportional transaction costs
3
Self-interest
3
Super-replication
3
Utility maximization
3
Volatility
3
Volatilität
3
convex duality
3
hedging options
3
incomplete markets
3
option pricing
3
portfolio constraints
3
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Bouchard, Bruno
2
Biagini, Sara
1
Huu, Adrien Nguyen
1
Kardaras, Constantinos
1
Nutz, Marcel
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
No marginal arbitrage of the second kind for high production regimes in discrete time production-investment models with proportional transaction costs
Bouchard, Bruno
;
Huu, Adrien Nguyen
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 366-386
Persistent link: https://www.econbiz.de/10009722532
Saved in:
2
Robust fundamental theorem for continuous processes
Biagini, Sara
;
Bouchard, Bruno
;
Kardaras, Constantinos
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 963-987
Persistent link: https://www.econbiz.de/10011764999
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->