//--> //--> //-->
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
~person:"Jeanblanc, M."
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:"martingale measures"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Black and Scholes function
1
Contingent claim valuation
1
incomplete model
1
martingale measures
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Jeanblanc, M.
Schweizer, Martin
6
Beißner, Patrick
3
Jarrow, Robert
3
Jarrow, Robert A.
3
Biagini, Francesca
2
Choulli, Tahir
2
Flåm, Sjur
2
Föllmer, Hans
2
Jacod, Jean
2
Li, Hao
2
Nedelcu, Sorin
2
Owari, Keita
2
Protter, Philip
2
Protter, Philip E.
2
Rásonyi, Miklós
2
(*), S. G. Kou
1
Azevedo, N.
1
Bartl, Daniel
1
Becherer, Dirk
1
Bellamy, N.
1
Benth, Fred Espen
1
Cardaliaguet, Pierre
1
Christopeit, Norbert
1
Dolinsky, Yan
1
Eberlein, Ernst
1
Fajardo, José
1
Florio, Silvia
1
Flåm, Sjur Didrik
1
Hofmann, N.
1
Hubalek, Friedrich
1
JARROW, ROBERT
1
JARROW, ROBERT A.
1
JEANBLANC, MONIQUE
1
Jeanblanc, Monique
1
Karatzas, Ioannis
1
Kassberger, Stefan
1
Kupper, Michael
1
LENIEC, MARTA
1
Leniec, Marta
1
more ...
less ...
Published in...
All
Finance and Stochastics
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Incompleteness of markets driven by a mixed diffusion
Bellamy, N.
;
Jeanblanc, M.
- In:
Finance and Stochastics
4
(
2000
)
2
,
pp. 209-222
An incomplete market driven by a pair of Wiener and Poisson processes is considered. The range of European and American claim prices is determined.
Persistent link: https://www.econbiz.de/10005390732
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->