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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Swiss Finance Institute Research Paper"
~person:"Frittelli, Marco"
~subject:"Martingal"
~subject:"Mathematische Optimierung"
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Frittelli, Marco
Schweizer, Martin
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Swiss Finance Institute Research Paper
Finance and stochastics
3
Mathematics of operations research
1
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ECONIS (ZBW)
4
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1
Indifference price with general seminartingales
Biagini, Sara
;
Frittelli, Marco
;
Grasselli, Matheus
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 423-446
Persistent link: https://www.econbiz.de/10009155204
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2
Some remarks on arbitrage and preferences in securities markt models
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 351-357
Persistent link: https://www.econbiz.de/10002125515
Saved in:
3
On the existence of minimax martingale measures
Bellini, Fabio
;
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001686149
Saved in:
4
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/10002177131
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