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subject:"Börsenkurs"
subject:"Estimation theory"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"CAPM"
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Börsenkurs
Estimation theory
CAPM
Theorie
556
Theory
556
Option pricing theory
185
Optionspreistheorie
185
Portfolio selection
154
Portfolio-Management
154
Stochastic process
81
Stochastischer Prozess
81
Volatility
72
Volatilität
72
Yield curve
61
Zinsstruktur
61
Incomplete market
60
Unvollkommener Markt
60
Hedging
58
Martingal
40
Martingale
40
Risiko
39
Risk
39
Transaction costs
35
Transaktionskosten
35
Option trading
34
Optionsgeschäft
34
Black-Scholes model
33
Black-Scholes-Modell
33
Derivat
28
Derivative
28
Share price
27
Arbitrage
26
Risikomaß
22
Risk measure
22
Probability theory
21
Wahrscheinlichkeitsrechnung
21
Credit risk
19
Kreditrisiko
19
Markov chain
18
Markov-Kette
18
Measurement
18
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Article
104
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1
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Article in journal
105
Aufsatz in Zeitschrift
105
Collection of articles of several authors
3
Sammelwerk
3
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English
105
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Schachermayer, Walter
6
Delbaen, Freddy
4
Schweizer, Martin
4
Aase, Knut K.
3
Frittelli, Marco
3
Jarrow, Robert A.
3
Kardaras, Constantinos
3
Madan, Dilip B.
3
Platen, Eckhard
3
Böhm, Volker
2
Dai, Min
2
Elliott, Robert J.
2
Kallsen, Jan
2
Kijima, Masaaki
2
Klein, Irene
2
Rogers, Leonard C. G.
2
Yor, Marc
2
Zhang, Jin E.
2
Černý, Aleš
2
Acciaio, B.
1
Ahn, Chang-mo
1
Aquilina, J.
1
Artzner, Philippe
1
Bank, Peter
1
Barski, Michał
1
Barucci, Emilio
1
Basak, Suleyman
1
Baum, Dietmar
1
Beiglböck, M.
1
Bellini, Fabio
1
Benhamou, Eric
1
Biagini, Francesca
1
Biagini, Sara
1
Bielecki, Tomasz R.
1
Bossaerts, Peter L.
1
Bouchard, Bruno
1
Boyle, Phelim P.
1
Bäuerle, Nicole
1
Bélanger, Alain
1
Carassus, Laurence
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Economics letters
500
Journal of econometrics
441
Working paper / National Bureau of Economic Research, Inc.
438
NBER working paper series
390
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
294
NBER Working Paper
292
Econometric theory
289
The journal of finance : the journal of the American Finance Association
287
The review of financial studies
268
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
241
Journal of financial economics
236
Journal of banking & finance
216
Journal of economic dynamics & control
200
Série des documents de travail / Centre de Recherche en Économie et Statistique
174
Discussion paper / Centre for Economic Policy Research
168
Finance research letters
158
Journal of applied econometrics
154
Journal of empirical finance
154
Econometric reviews
150
Journal of quantitative economics : official journal of the Indian Econometric Society
142
The review of economics and statistics
139
Discussion paper / Tinbergen Institute
127
Applied economics
122
Journal of financial and quantitative analysis : JFQA
118
International review of financial analysis
114
International review of economics & finance : IREF
107
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
105
Oxford bulletin of economics and statistics
104
Discussion paper / Center for Economic Research, Tilburg University
103
Management science : journal of the Institute for Operations Research and the Management Sciences
102
Economic modelling
99
CORE discussion paper : DP
98
Journal of monetary economics
93
Research paper series / Swiss Finance Institute
93
Working paper
93
Europäische Hochschulschriften / 5
90
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
90
Journal of international money and finance
88
The review of economic studies
87
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ECONIS (ZBW)
105
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1
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:
2
No-arbitrage in a numéraire-independent modeling framework
Herdegen, Martin
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 568-603
Persistent link: https://www.econbiz.de/10011752535
Saved in:
3
A model-free version of the fundamental theorem of asset pricing and the super-replication theorem
Acciaio, B.
;
Beiglböck, M.
;
Penkner, Friedrich
; …
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 233-251
Persistent link: https://www.econbiz.de/10011577133
Saved in:
4
Do arbitrage-free prices come from utility maximization?
Siorpaes, Pietro
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 602-616
Persistent link: https://www.econbiz.de/10011583781
Saved in:
5
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
6
Price-admissibility conditions for arbitrage-free linear price function models for the term structure of interest rates
Siegel, Andrew F.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 919-938
Persistent link: https://www.econbiz.de/10011583812
Saved in:
7
Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
Saved in:
8
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
9
The effect of trading futures on short sale constraints
Jarrow, Robert A.
;
Protter, Philip E.
;
Pulido, Sergio
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 311-338
Persistent link: https://www.econbiz.de/10011350630
Saved in:
10
Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
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