//--> //--> //-->
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
~subject:"CAPM"
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
CAPM
minimal martingale measure
22
Minimal martingale measure
14
Incomplete market
6
Martingal
5
Martingale
5
incomplete markets
5
variance-optimal martingale measure
5
Föllmer-Schweizer decomposition
4
Filtering
3
Hedging
3
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Unvollkommener Markt
3
Weak convergence
3
marked point process
3
mean-variance hedging
3
option pricing
3
relative entropy
3
stochastic integrals
3
CO2 emission allowances
2
Derivat
2
Derivative
2
EU ETS
2
Electricity spot and forward prices
2
Financial bubble
2
Itô process
2
Kunita-Watanabe projection
2
L2-projection
2
Local risk minimization
2
Local risk-minimization
2
Markovian models
2
No arbitrage
2
Partial information
2
Portfolio optimisation
2
Stochastic exponential
2
Switching diffusion
2
Theorie
2
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Bermin, Hans-Peter
1
Ceci, Claudia
1
Colaneri, Katia
1
Cretarola, Alessandra
1
Holm, Magnus
1
Published in...
All
Insurance / Mathematics & economics
1
Knut Wicksell working paper : working papers
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Kelly trading and option Pricing
Bermin, Hans-Peter
;
Holm, Magnus
-
2019
Persistent link: https://www.econbiz.de/10012289531
Saved in:
2
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 47-60
Persistent link: https://www.econbiz.de/10010484834
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->