//--> //--> //-->
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
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Hedging"
~subject:"Schätzung"
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:"Martingal"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Hedging
Schätzung
Martingal
50
Martingale
50
Theorie
40
Theory
40
Portfolio selection
20
Portfolio-Management
20
CAPM
16
Option pricing theory
16
Optionspreistheorie
16
Incomplete market
13
Unvollkommener Markt
13
Stochastic process
8
Stochastischer Prozess
8
Arbitrage
5
Entropie
4
Entropy
4
Transaction costs
4
Transaktionskosten
4
Arbitrage Pricing
3
Arbitrage pricing
3
Börsenkurs
3
Derivat
3
Derivative
3
Eigeninteresse
3
Erwartungsnutzen
3
Expected utility
3
Financial market
3
Finanzmarkt
3
Risikoaversion
3
Risk aversion
3
Self-interest
3
Share price
3
Volatility
3
Volatilität
3
Black-Scholes model
2
Black-Scholes-Modell
2
Bubbles
2
Control theory
2
Credit risk
2
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
Dolinsky, Yan
1
Kabanov, Jurij M.
1
Kallsen, Jan
1
Last, Günter
1
Muhle-Karbe, Johannes
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance and stochastics
13
Journal of econometrics
12
International journal of theoretical and applied finance
9
Research paper series / Swiss Finance Institute
7
Swiss Finance Institute Research Paper
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Applied mathematical finance
4
Annals of finance
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Energy economics
3
Mathematics and financial economics
3
ERID working paper
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
International review of financial analysis
2
Journal of mathematical finance
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Review of derivatives research
2
Risks : open access journal
2
Advanced Series on Statistical Science and Applied Probability Ser.
1
Advanced series on statistical science & applied probability
1
Advanced series on statistical science and applied probability
1
Advances in investment analysis and portfolio management : a research annual
1
Annals of economics and statistics
1
Applied economics letters
1
Asia Pacific financial markets
1
Asia-Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
Bank i kredyt
1
CESifo working papers
1
CREATES Research Paper
1
CREATES research paper
1
Decision
1
Discussion paper / B
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper series / IZA
1
Econometrics : open access journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European journal of operational research : EJOR
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing and hedging with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
2
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
3
Hedging under transaction costs in currency markets: a continuous-time model
Kabanov, Jurij M.
;
Last, Günter
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 63-70
Persistent link: https://www.econbiz.de/10001686166
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->