//--> //--> //-->
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:"Obłój, Jan"
~source:"econis"
~subject:"Arbitrage"
~subject:"Mathematische Optimierung"
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:"Martingale"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Arbitrage
Mathematische Optimierung
Martingal
6
Martingale
6
Mathematical programming
3
Portfolio selection
3
Portfolio-Management
3
Theorie
3
Theory
3
Arbitrage Pricing
2
Arbitrage pricing
2
CAPM
2
Hedging
2
Martingale optimal transport
2
Option pricing theory
2
Optionspreistheorie
2
Pricing-hedging duality
2
Robust pricing and hedging
2
fundamental theorem of asset pricing
2
Azéma-Yor processes
1
Decision under uncertainty
1
Dual optimization problem
1
Duales Optimierungsproblem
1
Entscheidung unter Unsicherheit
1
Estimation theory
1
Financial bubble
1
Knightian uncertainty
1
Local martingale models
1
Path space restrictions
1
Pathwise modelling
1
Robust statistics
1
Robustes Verfahren
1
Schätztheorie
1
Short selling constraint
1
Swap
1
Trading restrictions
1
arbitrage conditions
1
arbitrage pricing theory
1
asymptotic growth rate
1
drawdown constraint
1
more ...
less ...
Online availability
All
Undetermined
2
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
Obłój, Jan
Jarrow, Robert A.
5
Fontana, Claudio
4
Frittelli, Marco
4
Jeanblanc, Monique
4
Schweizer, Martin
4
Bayraktar, Erhan
3
Choulli, Tahir
3
Criens, David
3
Larsson, Martin
3
Soner, Halil Mete
3
Aksamit, Anna
2
Alfonsi, Aurélien
2
Biagini, Sara
2
Burzoni, Matteo
2
Bäuerle, Nicole
2
Chau, Huy N.
2
Corbetta, Jacopo
2
Deng, Jun
2
Dolinsky, Yan
2
Guasoni, Paolo
2
Henry-Labordere, Pierre
2
Hobson, David G.
2
Hou, Zhaoxu
2
Jourdain, Benjamin
2
Kabanov, Jurij M.
2
Kardaras, Constantinos
2
Kiatsupaibul, Seksan
2
Klein, Irene
2
Lepinette, Emmanuel
2
Maggis, Marco
2
Mania, Michael
2
Nutz, Marcel
2
Platen, Eckhard
2
Protter, Philip E.
2
Rásonyi, Miklós
2
Santacroce, Marina
2
Schachermayer, Walter
2
Schmithals, Daniel Matthias
2
Sester, Julian
2
more ...
less ...
Published in...
All
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics of operations research
1
Source
All
ECONIS (ZBW)
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pointwise arbitrage pricing theory in discrete time
Burzoni, Matteo
;
Frittelli, Marco
;
Hou, Zhaoxu
;
Maggis, …
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 1034-1057
Persistent link: https://www.econbiz.de/10012105893
Saved in:
2
Robust pricing-hedging dualities in continuous time
Hou, Zhaoxu
;
Obłój, Jan
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 511-567
Persistent link: https://www.econbiz.de/10011945812
Saved in:
3
Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
Saved in:
4
Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model
Cherny, Vladimir
;
Obłój, Jan
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 771-800
Persistent link: https://www.econbiz.de/10010190877
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->