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Search: subject_exact:"Semimartingale"
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Martingal
591
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ECONIS (ZBW)
599
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581
Optimal portfolios for exponential Lévy processes
Kallsen, Jan
- In:
Mathematical methods of operations research
51
(
2000
)
3
,
pp. 357-374
Persistent link: https://www.econbiz.de/10001519649
Saved in:
582
Price systems constructed by optimal dynamic portfolios
Schäl, Manfred
- In:
Mathematical methods of operations research
51
(
2000
)
3
,
pp. 375-397
Persistent link: https://www.econbiz.de/10001519650
Saved in:
583
Rational equilibrium asset-pricing bubbles in continuous trading models
Loewenstein, Mark A.
;
Willard, Gregory A.
- In:
Journal of economic theory
91
(
2000
)
1
,
pp. 17-58
Persistent link: https://www.econbiz.de/10001466767
Saved in:
584
On the recoverability of preferences and beliefs
Cuoco, Domenico
;
Zapatero, Fernando
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 417-431
Persistent link: https://www.econbiz.de/10001485510
Saved in:
585
The minimal entropy martingale measure and the valuation problem in incomplete markets
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10002177131
Saved in:
586
Value preserving strategies and a general framework for local approaches to optimal portfolios
Korn, Ralf
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 227-241
Persistent link: https://www.econbiz.de/10002177631
Saved in:
587
Portfolio optimization and martingale measures
Schäl, Manfred
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 289-303
Persistent link: https://www.econbiz.de/10002177751
Saved in:
588
A martingale characterization of consumption choices and hedging costs with margin requirements
Cuoco, Domenico
;
Hong, Lu
- In:
Mathematical finance : an international journal of …
10
(
2000
)
3
,
pp. 355-385
Persistent link: https://www.econbiz.de/10002177966
Saved in:
589
Generic existence and robust nonexistence of numéraires in finite dimensional securities markets
Girotto, Bruno
;
Ortu, Fulvio
- In:
Mathematical finance : an international journal of …
10
(
2000
)
4
,
pp. 429-442
Persistent link: https://www.econbiz.de/10002179036
Saved in:
590
A fundamental theorem of asset pricing for large financial markets
Klein, Irene
- In:
Mathematical finance : an international journal of …
10
(
2000
)
4
,
pp. 443-458
Persistent link: https://www.econbiz.de/10002179054
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