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~subject:"Entropy"
~subject:"Kapitalmarkttheorie"
~subject:"Optionspreistheorie"
~subject:"Volatilität"
~type_genre:"Book section"
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Search: subject_exact:"Semimartingale"
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Entropy
Kapitalmarkttheorie
Optionspreistheorie
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Martingal
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Martingale
33
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23
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23
Option pricing theory
8
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Dedu, Silvia
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Dhar, Subhra Sankar
1
Dupire, Bruno
1
Dutta, Debajit
1
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1
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1
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Sheraz, Muhammad
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Economic dynamics and sustainable development ; Part 1
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Mathematical modeling and numerical methods in finance : special volume
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
1
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
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Trends in mathematical economics : dialogues between Southern Europe and Latin America
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On quantile estimator in volatility model with non-negative error density and Bayesian perspective
Dutta, Debajit
;
Dhar, Subhra Sankar
;
Mitra, Amit
-
2019
Persistent link: https://www.econbiz.de/10012244179
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2
The minimal weighted Kaniadakis entropy martingale measure for valuation problems in financial markets
Sheraz, Muhammad
;
Preda, Vasile
;
Dedu, Silvia
-
2016
Persistent link: https://www.econbiz.de/10013161615
Saved in:
3
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
4
Relative entropy criterion and CAPM-like pricing
Xanthopoulos, Stylianos Z.
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 369-379)
.
2016
Persistent link: https://www.econbiz.de/10011800875
Saved in:
5
Estimating functions for discretely sampled diffusion-type models
Bibby, Bo Martin
;
Jacobsen, Martin
;
Sørensen, Michael
-
2010
Persistent link: https://www.econbiz.de/10003900641
Saved in:
6
The economic plausibility of strict local martingales in financial modelling
Hulley, Hardy
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 53-75)
.
2010
Persistent link: https://www.econbiz.de/10008749312
Saved in:
7
Option pricing based on geometric stable processes and minimal entropy martingale measures
Miyahara, Yoshio
;
Moriwaki, Naruhiko
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 119-133)
.
2009
Persistent link: https://www.econbiz.de/10003871176
Saved in:
8
Exponential utility indifference valuation in a general semimartingale model
Frei, Christoph
;
Schweizer, Martin
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 49-86)
.
2009
Persistent link: https://www.econbiz.de/10003948452
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9
On certain distributions associated with the range of Martingales
Cherny, Alexander
;
Dupire, Bruno
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 29-38)
.
2009
Persistent link: https://www.econbiz.de/10003948468
Saved in:
10
Asymmetric variance reduction for pricing american options
Han, Chuan-Hsiang
;
Fouque, Jean-Pierre
-
2009
Persistent link: https://www.econbiz.de/10003826937
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