//--> //--> //-->
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:"Minozzo, Marco"
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:"minimal martingale measure"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Minimal martingale measure
2
Derivat
1
Derivative
1
Marked point process
1
Markov chain
1
Markov-Kette
1
Martingal
1
Martingale
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
News arrival
1
Nonlinear filtering
1
Option pricing theory
1
Optionspreistheorie
1
Reversible jump Markov chain Monte Carlo
1
Stochastic process
1
Stochastischer Prozess
1
Ultra high frequency data
1
marked point process
1
news arrival
1
nonlinear filtering
1
reversible jump Markov chain Monte Carlo
1
ultra-high frequency data
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Minozzo, Marco
Schweizer, Martin
7
Korn, Ralf
4
Campi, Luciano
2
Ceci, Claudia
2
Centanni, Silvia
2
Colaneri, Katia
2
Cretarola, Alessandra
2
Criens, David
2
Langrené, Nicolas
2
Pham, Huyên
2
Prigent, J.-L.
2
Scaillet, O.
2
Schäl, Manfred
2
(*), Thorsten RheinlÄnder
1
ALTMANN, TIMO
1
Aid, René
1
Aïd, René
1
Becchere, Giovanni
1
Bermin, Hans-Peter
1
CENTANNI, SILVIA
1
Cetin, Umut
1
Choulli, Tahir
1
Colwell, D.
1
El-Hassan, Nadima
1
Henderson, Vicky
1
Holm, Magnus
1
Hulley, Hardy
1
Karoui, Nicole El
1
Kwon, Oh-Kang
1
Lee, Kiseop
1
Lesne, J.-P.
1
Li, Jia
1
MINOZZO, MARCO
1
Mrad, Mohamed
1
Mulinacci, Sabrina
1
Møller, Thomas
1
PRIGENT, Jean-Luc
1
Pansera, Jérôme
1
Pham, HuyËn
1
more ...
less ...
Institution
All
Dipartimento di Scienze Economiche, Facoltà di Economia
1
Published in...
All
International journal of theoretical and applied finance
1
Working Papers / Dipartimento di Scienze Economiche, Facoltà di Economia
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks
Centanni, Silvia
;
Minozzo, Marco
-
Dipartimento di Scienze Economiche, Facoltà di Economia
-
2010
martingale measure. In particular, conditions for the existence of the
minimal
martingale
measure
Q are derived, and properties …
Persistent link: https://www.econbiz.de/10008765705
Saved in:
2
Monte Carlo derivative pricing with partial information in a class of doubly stochastic poisson processes with marks
Centanni, Silvia
;
Minozzo, Marco
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009624500
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->