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~subject:"Kapitalmarkttheorie"
~subject:"Martingal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Semimartingale"
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Kapitalmarkttheorie
Martingal
Martingale
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Option pricing theory
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Term structure modeling with overnight rates beyond stochastic continuity
Fontana, Claudio
;
Grbac, Zorana
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 151-189
Persistent link: https://www.econbiz.de/10014471210
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2
Risk analysis of annuity conversion options with a special focus on decomposing risk
Schilling, Katja
-
2017
Persistent link: https://www.econbiz.de/10011898170
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
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:
6
Essays on the mathematics of market efficiency
Larsson, Martin
-
2012
Persistent link: https://www.econbiz.de/10011819071
Saved in:
7
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2008
-
Corrected 2. printing
Persistent link: https://www.econbiz.de/10003896513
Saved in:
8
Understanding mathematical models of bubbles in financial markets
Shimbo, Kazuhiro
-
2007
Persistent link: https://www.econbiz.de/10009689757
Saved in:
9
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2006
Persistent link: https://www.econbiz.de/10002123958
Saved in:
10
Three essays on macroeconometrics
Pincheira, Pablo
-
2006
Persistent link: https://www.econbiz.de/10003973296
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