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~subject:"Kapitalmarkttheorie"
~subject:"Martingal"
~subject:"Optionspreistheorie"
~type_genre:"Book section"
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Kapitalmarkttheorie
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
5
Contemporary quantitative finance : essays in honour of Eckhard Platen
4
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
2
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
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Thought-leadership in supply chain finance and risk management
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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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Joint normality test for the returns on the futures and spot
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
-
2024
Persistent link: https://www.econbiz.de/10015046717
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2
Operations revenue insurance
Guiotto, Paolo
;
Roncoroni, Andrea
;
Tédongap, Roméo
- In:
Thought-leadership in supply chain finance and risk …
,
(pp. 27-52)
.
2022
Persistent link: https://www.econbiz.de/10013334716
Saved in:
3
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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4
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
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5
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:
6
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
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7
Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times
Fei, Jun
;
Feinberg, Eugene A.
-
2013
Persistent link: https://www.econbiz.de/10010192736
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8
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
- In:
Advanced mathematical methods for finance
,
(pp. 35-74)
.
2011
Persistent link: https://www.econbiz.de/10008991339
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9
Martingales and wide band exchange rate regimes : the tenge-dollar case since the February 2009 devaluation
Gissy, William Gerard
- In:
Consumer issues in global economics, finance and business
,
(pp. 9-15)
.
2011
Persistent link: https://www.econbiz.de/10009427474
Saved in:
10
Estimating functions for discretely sampled diffusion-type models
Bibby, Bo Martin
;
Jacobsen, Martin
;
Sørensen, Michael
-
2010
Persistent link: https://www.econbiz.de/10003900641
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