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Search: subject:"martingale measures"
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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
Stochastischer Prozess
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
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Online availability
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Undetermined
21
Free
14
Type of publication
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Article
31
Book / Working Paper
22
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Article in journal
10
Aufsatz in Zeitschrift
10
Working Paper
6
Graue Literatur
3
Non-commercial literature
3
Arbeitspapier
2
Konferenzschrift
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Undetermined
30
English
23
Author
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Schweizer, Martin
6
Beißner, Patrick
3
Jarrow, Robert
3
Jarrow, Robert A.
3
Biagini, Francesca
2
Choulli, Tahir
2
Flåm, Sjur
2
Föllmer, Hans
2
Jacod, Jean
2
Li, Hao
2
Nedelcu, Sorin
2
Owari, Keita
2
Protter, Philip
2
Protter, Philip E.
2
Rásonyi, Miklós
2
(*), S. G. Kou
1
Azevedo, N.
1
Bartl, Daniel
1
Becherer, Dirk
1
Bellamy, N.
1
Benth, Fred Espen
1
Cardaliaguet, Pierre
1
Christopeit, Norbert
1
Dolinsky, Yan
1
Eberlein, Ernst
1
Fajardo, José
1
Florio, Silvia
1
Flåm, Sjur Didrik
1
Hofmann, N.
1
Hubalek, Friedrich
1
JARROW, ROBERT
1
JARROW, ROBERT A.
1
JEANBLANC, MONIQUE
1
Jeanblanc, M.
1
Jeanblanc, Monique
1
Karatzas, Ioannis
1
Kassberger, Stefan
1
Kupper, Michael
1
LENIEC, MARTA
1
Leniec, Marta
1
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Institution
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University of Bonn, Germany
5
Graduate School of Economics, Hitotsubashi University
1
IBMEC Business School - Rio de Janeiro
1
Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
1
Institute of Economic Research, Hitotsubashi University
1
Institutt for Økonomi, Universitetet i Bergen
1
London School of Economics (LSE)
1
Nationalekonomiska Institutionen, Ekonomihögskolan
1
School of Economics and Management, University of Aarhus
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
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Published in...
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Finance and Stochastics
9
Discussion Paper Serie B
5
International journal of theoretical and applied finance
3
Finance and stochastics
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Research paper series / Swiss Finance Institute
2
Swiss Finance Institute Research Paper
2
Annals of Financial Economics (AFE)
1
Applied Mathematical Finance
1
Asia-Pacific Financial Markets
1
CREATES Research Papers
1
Computational Statistics
1
Discussion Papers / Graduate School of Economics, Hitotsubashi University
1
Dynamic Games and Applications
1
Economic Theory
1
Global COE Hi-Stat Discussion Paper Series
1
IBMEC RJ Economics Discussion Papers
1
International journal of financial engineering
1
LSE Research Online Documents on Economics
1
Mathematical Methods of Operations Research
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative Finance
1
Quarterly Journal of Finance (QJF)
1
Queen's Economics Department Working Paper
1
Review of Derivatives Research
1
Review of derivatives research
1
SFB 373 Discussion Paper
1
SFB 373 Discussion Papers
1
The quarterly journal of finance
1
Working Paper
1
Working Papers
1
Working Papers / Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
1
Working Papers / Nationalekonomiska Institutionen, Ekonomihögskolan
1
Working Papers in Economics
1
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Source
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RePEc
35
ECONIS (ZBW)
13
EconStor
4
BASE
1
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51
Variance optimal hedging in discrete time
Schweizer, Martin
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028373
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52
On the existence and characterization of arbitrage-free measures in contingent claim valuation
Christopeit, Norbert
;
Musiela, Marek
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028382
Saved in:
53
An intertemporal interest rate market model: Complete markets
Sandmann, Klaus
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005032144
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