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~subject:"Theory"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Martingal"
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Theory
Martingal
32
Martingale
32
Theorie
22
Option pricing theory
8
Optionspreistheorie
8
Stochastic process
7
Stochastischer Prozess
7
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4
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2001-2008
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Jeanblanc, Monique
3
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2
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2
Schweizer, Martin
2
Barndorff-Nielsen, Ole E.
1
Benth, Fred Espen
1
Bibby, Bo Martin
1
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1
Cam, Yann Le
1
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1
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Fei, Jun
1
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1
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1
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1
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1
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1
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1
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1
McCracken, Michael W.
1
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1
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1
Nikeghbali, Ashkan
1
Prigent, Jean-Luc
1
Renault, Olivier
1
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1
Sonin, Isaac M.
1
Sørensen, Michael
1
Valkeila, Esko
1
Veraart, Almut E. D.
1
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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
Advanced mathematical methods for finance
1
Advances in mathematical economics
1
Applying Kernel and nonparametric estimation to economic topics
1
Aspects of mathematical finance
1
Indifference pricing : theory and applications
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Mathematical modeling and numerical methods in finance : special volume
1
Nonlinear models in mathematical finance : new research trends in option pricing
1
Optimization under uncertainty ; Vol. 1
1
Pension fund risk management : financial and actuarial modeling
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
1
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ECONIS (ZBW)
22
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1
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
Saved in:
2
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
Saved in:
3
Pension funds under inflation risk
Zhang, Aihua
- In:
Pension fund risk management : financial and actuarial …
,
(pp. 85-101)
.
2010
Persistent link: https://www.econbiz.de/10003938145
Saved in:
4
Estimating functions for discretely sampled diffusion-type models
Bibby, Bo Martin
;
Jacobsen, Martin
;
Sørensen, Michael
-
2010
Persistent link: https://www.econbiz.de/10003900641
Saved in:
5
Constructing random times with given survival processes and applications to valuation of credit derivatives
Gapeev, Pavel V.
;
Jeanblanc, Monique
;
Li, Libo
; …
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 255-280)
.
2010
Persistent link: https://www.econbiz.de/10008749243
Saved in:
6
A remarkable [sigma]-finite measure associated with last passage times and penalisation problems
Najnudel, Joseph
;
Nikeghbali, Ashkan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 77-97)
.
2010
Persistent link: https://www.econbiz.de/10008749310
Saved in:
7
The economic plausibility of strict local martingales in financial modelling
Hulley, Hardy
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 53-75)
.
2010
Persistent link: https://www.econbiz.de/10008749312
Saved in:
8
M6-on minimal market models and minimal martingale measures
Hulley, Hardy
;
Schweizer, Martin
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 35-51)
.
2010
Persistent link: https://www.econbiz.de/10008749314
Saved in:
9
Asymmetric variance reduction for pricing american options
Han, Chuan-Hsiang
;
Fouque, Jean-Pierre
-
2009
Persistent link: https://www.econbiz.de/10003826937
Saved in:
10
Mean square error for the Leland-Lott hedging strategy
Gamys, Moussa
;
Kabanov, Jurij M.
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 1-25)
.
2009
Persistent link: https://www.econbiz.de/10003871153
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