//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Markov chain"
~isPartOf:"Mathematics of operations research"
~subject:"Demand"
~subject:"Option pricing 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
Search: subject_exact:"Semimartingale"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
Demand
Option pricing theory
Martingal
9
Martingale
9
Portfolio selection
5
Portfolio-Management
5
Theorie
5
Theory
5
CAPM
3
Optionspreistheorie
3
fundamental theorem of asset pricing
3
Decision under uncertainty
2
Dynamic programming
2
Dynamische Optimierung
2
Entscheidung unter Unsicherheit
2
Mathematical programming
2
Mathematische Optimierung
2
Transaction costs
2
Transaktionskosten
2
dynamic programming
2
transaction costs
2
Arbitrage
1
Arbitrage Pricing
1
Arbitrage pricing
1
Auction theory
1
Auktionstheorie
1
Decision
1
Dual optimization problem
1
Duales Optimierungsproblem
1
Entscheidung
1
Financial crisis
1
Finanzkrise
1
Forecasting model
1
Hedging
1
Inventory model
1
Knightian uncertainty
1
Lagerhaltungsmodell
1
Markov-Kette
1
Nachfrage
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Bayraktar, Erhan
2
Deng, Shuoqing
1
Goldberg, David Alan
1
Tan, Xiaolu
1
Xin, Linwei
1
Yu, Xiang
1
Zhang, Yuchong
1
Zhou, Zhou
1
more ...
less ...
Published in...
All
Mathematics of operations research
Finance and stochastics
34
International journal of theoretical and applied finance
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Applied mathematical finance
10
Research paper series / Swiss Finance Institute
9
Journal of mathematical finance
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Risks : open access journal
6
Swiss Finance Institute Research Paper
6
Asia-Pacific financial markets
5
Mathematical methods of operations research
5
Quantitative finance
5
The journal of futures markets
5
Annals of finance
4
International journal of financial engineering
4
Mathematics and financial economics
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Review of derivatives research
4
Journal of economic dynamics & control
3
Journal of risk and financial management : JRFM
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Discussion paper / B
2
Discussion paper series / LSE Financial Markets Group
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
European journal of operational research : EJOR
2
Insurance / Mathematics & economics
2
Journal of banking & finance
2
Journal of econometrics
2
Mathematical finance
2
Operations research letters
2
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
2
Probability and its applications
2
SFB 649 discussion paper
2
Scandinavian actuarial journal
2
Springer finance
2
The journal of computational finance
2
The review of financial studies
2
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Distributionally robust inventory control when demand is a martingale
Xin, Linwei
;
Goldberg, David Alan
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2387-2414
Persistent link: https://www.econbiz.de/10013375068
Saved in:
2
Utility maximization with proportional transaction costs under model uncertainty
Deng, Shuoqing
;
Tan, Xiaolu
;
Yu, Xiang
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1210-1236
Persistent link: https://www.econbiz.de/10012319659
Saved in:
3
No-arbitrage and hedging with liquid American options
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematics of operations research
44
(
2019
)
2
,
pp. 468-486
Persistent link: https://www.econbiz.de/10012028629
Saved in:
4
Fundamental theorem of asset pricing under transaction costs and model uncertainty
Bayraktar, Erhan
;
Zhang, Yuchong
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10011520813
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->