//--> //--> //-->
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:"Stochastischer Prozess"
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:"martingale measures"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Martingale
15
Martingale measures
14
martingale measures
14
Martingal
13
equivalent martingale measures
11
Optionspreistheorie
8
CAPM
7
Option pricing theory
7
arbitrage
7
Arbitrage
6
Theorie
6
Theory
5
Volatilität
5
incomplete market
5
Equivalent martingale measures
4
Incomplete market
4
Volatility
4
relative entropy
4
Bubbles
3
Contingent claim valuation
3
Contingent claims
3
Girsanov for G-Brownian motion
3
Stochastic process
3
Stochastic volatility
3
Unvollkommener Markt
3
asset pricing
3
bid-ask intervals
3
combinatorial optimization
3
equivalent symmetric martingale measures set (EsMM set)
3
finite sample space
3
incomplete markets
3
linear programming
3
mutually singular priors
3
options
3
pricing
3
scenario tree
3
stochastic volatility
3
sublinear expectation
3
symmetric martingales
3
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Biagini, Francesca
1
Dolinsky, Yan
1
Föllmer, Hans
1
Nedelcu, Sorin
1
Neufeld, Ariel
1
SenGupta, Indranil
1
Published in...
All
Finance and stochastics
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Super-replication in fully incomplete markets
Dolinsky, Yan
;
Neufeld, Ariel
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 483-515
Persistent link: https://www.econbiz.de/10011969096
Saved in:
2
Generalized BN-S stochastic volatility model for option pricing
SenGupta, Indranil
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011455400
Saved in:
3
Shifting
martingale
measures
and the birth of a bubble as a submartingale
Biagini, Francesca
;
Föllmer, Hans
;
Nedelcu, Sorin
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10010340747
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->