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:"Probability theory"
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
Optimal investment in incomple...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Probability theory
Theorie
32
Theory
32
Optionspreistheorie
15
Option pricing theory
14
Transaction costs
13
Transaktionskosten
12
Portfolio selection
11
Portfolio-Management
11
Unvollkommener Markt
9
CAPM
8
Arbitrage Pricing
7
Arbitrage pricing
7
Incomplete market
7
Martingal
7
Martingale
7
Capital-Asset-Pricing-Modell
6
Arbitrage
5
Proportional transaction costs
5
Stochastic process
5
Stochastischer Prozess
5
risk measures
5
Finanzmathematik
4
Mathematical programming
4
Mathematische Optimierung
4
Risk
4
Semimartingal
4
Super-replication theorem
4
Arbitrage-Pricing-Theorie
3
Black-Scholes model
3
Black-Scholes-Modell
3
Efficient friction
3
Fatou property
3
Foreign exchange markets
3
Martingales
3
Mathematical finance
3
Nutzenfunktion
3
Opportunity cost
3
Opportunitätskosten
3
Risiko
3
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Schachermayer, Walter
3
Delbaen, Freddy
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Oberwolfach
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A counterexample to several problems in the theory of asset pricing
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 217-229
Persistent link: https://www.econbiz.de/10001333343
Saved in:
2
Arbitrage and free lunch with bounded risk for unbounded continuous processes
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 343-348
Persistent link: https://www.econbiz.de/10001185071
Saved in:
3
Martingale measures for discrete-time processes with infinite horizon
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
4
(
1994
)
1
,
pp. 25-55
Persistent link: https://www.econbiz.de/10001185116
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
