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~source:"econis"
~subject:"Arbitrage"
~subject:"Mathematische Optimierung"
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Arbitrage
Mathematische Optimierung
Martingale
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Martingal
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573
Optionspreistheorie
284
Option pricing theory
283
Stochastischer Prozess
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Jarrow, Robert A.
5
Fontana, Claudio
4
Frittelli, Marco
4
Jeanblanc, Monique
4
Obłój, Jan
4
Schweizer, Martin
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Bayraktar, Erhan
3
Choulli, Tahir
3
Criens, David
3
Larsson, Martin
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Soner, Halil Mete
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Aksamit, Anna
2
Alfonsi, Aurélien
2
Biagini, Sara
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Burzoni, Matteo
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Bäuerle, Nicole
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Chau, Huy N.
2
Corbetta, Jacopo
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Deng, Jun
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Hou, Zhaoxu
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Kiatsupaibul, Seksan
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Platen, Eckhard
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Rásonyi, Miklós
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Santacroce, Marina
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Schachermayer, Walter
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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Stochastic modeling in economics and finance
Dupačová, Jitka
-
2002
Persistent link: https://www.econbiz.de/10013420454
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112
Arbitrage, linear programming and martingales in securities markets with bid-ask spreads
Ortu, Fulvio
- In:
Decisions in economics and finance : DEF ; a journal of …
24
(
2001
)
2
,
pp. 79-105
Persistent link: https://www.econbiz.de/10001683838
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113
Martingales and arbitrage in securities markets with transaction costs
Jouini, Elyès
;
Kallal, Hédi D.
-
1993
Persistent link: https://www.econbiz.de/10000908840
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