//--> //--> //-->
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:"Martingal"
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:"change of numeraire"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Martingal
change of numeraire
11
Option pricing theory
6
Optionspreistheorie
6
Change of numeraire
5
Change of numéraire
4
Option trading
4
Optionsgeschäft
4
Heston model
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Asia
2
Asian options
2
Asien
2
Foreign exchange
2
Fourier transform
2
Föllmer measure
2
Hedging
2
Hyperinflation
2
Martingale
2
Power option
2
Pricing operator
2
Put-call parity
2
Stochastic volatility
2
Strict local martingales
2
convexity
2
exchange rate risk
2
floating strike Asian options
2
interest rate options
2
interest rate risk
2
put call symmetry
2
quanto adjustment
2
Antithetic Technique
1
Arbitrage
1
BSDE
1
Barrier options
1
Bond bubbles
1
Brownian motion
1
more ...
less ...
Online availability
All
Undetermined
1
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
Campi, Luciano
1
Carr, Peter
1
Fisher, Travis
1
Laachir, Ismail
1
Martini, Claude
1
Ruf, Johannes
1
Published in...
All
Finance and stochastics
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Change
of
numeraire
in the two-marginals martingale transport problem
Campi, Luciano
;
Laachir, Ismail
;
Martini, Claude
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 471-486
Persistent link: https://www.econbiz.de/10011944399
Saved in:
2
On the hedging of options on exploding exchange rates
Carr, Peter
;
Fisher, Travis
;
Ruf, Johannes
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->