//--> //--> //-->
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:"Incomplete market"
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: person:"Choulli, Tahir"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Incomplete market
Martingal
11
Martingale
11
Theorie
11
Theory
11
Portfolio selection
6
Portfolio-Management
6
CAPM
4
Stochastic process
4
Stochastischer Prozess
4
Deflators
3
Progressive enlargement of filtration
3
Arbitrage
2
Entropie
2
Entropy
2
Informational arbitrage
2
No arbitrage
2
No unbounded profit with bounded risk
2
Numéraire portfolio
2
Quasi-left-continuous semimartingales
2
Random horizon
2
Stochastic calculus
2
Unvollkommener Markt
2
Utility maximization
2
equivalent martingale measures
2
Asymmetric information
1
Asymmetrische Information
1
Control theory
1
Dividend
1
Dividende
1
Eigeninteresse
1
Finanzmathematik
1
Finanzwissenschaft
1
Fixed costs
1
Fixkosten
1
Honest time
1
Informational risks
1
Insurance
1
Jacod decomposition
1
Kontrolltheorie
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Choulli, Tahir
2
Stricker, Christophe
2
Li, Jai
1
Published in...
All
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Minimal Hellinger martingale measures of order q
Choulli, Tahir
;
Stricker, Christophe
;
Li, Jai
- In:
Finance and stochastics
11
(
2007
)
3
,
pp. 399-427
Persistent link: https://www.econbiz.de/10003485815
Saved in:
2
Minimal entropy-Hellinger martingale measure in incomplete markets
Choulli, Tahir
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 465-490
Persistent link: https://www.econbiz.de/10002983174
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->