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ECONIS (ZBW)
601
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561
A semimartingale BSDE related to the minimal entropy martingale measure
Mania, Michael
;
Santacroce, Marina
;
Tevzadze, Revaz
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 385-402
Persistent link: https://www.econbiz.de/10001771742
Saved in:
562
The cumulant process and Esscherś change of measure
Kallsen, Jan
;
Širjaev, Alʹbert N.
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 397-428
Persistent link: https://www.econbiz.de/10001702776
Saved in:
563
Projective system approach to the martingale characterization of the absence of arbitrage
Balbás de la Corte, Alejandro
;
Mirás, Miguel Ángel
; …
- In:
Journal of mathematical economics
37
(
2002
)
4
,
pp. 311-323
Persistent link: https://www.econbiz.de/10001703425
Saved in:
564
On the existence of minimax martingale measures
Bellini, Fabio
;
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001686149
Saved in:
565
Hedging under transaction costs in currency markets: a continuous-time model
Kabanov, Jurij M.
;
Last, Günter
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 63-70
Persistent link: https://www.econbiz.de/10001686166
Saved in:
566
Equilibrium in a reinsurance market with short sale constraints
Bernis, Guillaume
- In:
Economic theory : official journal of the Society for …
20
(
2002
)
2
,
pp. 295-320
Persistent link: https://www.econbiz.de/10001694776
Saved in:
567
Fourier series method for measurement of multivariate volatilities
Malliavin, Paul
;
Mancino, Maria Elvira
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10001643748
Saved in:
568
Passport options
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 299-328
Persistent link: https://www.econbiz.de/10001741937
Saved in:
569
Rational infinitely lived asset prices must be non-stationary
Roll, Richard
- In:
Journal of banking & finance
26
(
2002
)
6
,
pp. 1093-1097
Persistent link: https://www.econbiz.de/10001670758
Saved in:
570
La hipótesis de martingala en el mercado bursátil mexicano
Uz, Nadiezhda de la
- In:
Estudios económicos
17
(
2002
)
1
,
pp. 91-127
Persistent link: https://www.econbiz.de/10001677044
Saved in:
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