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Martingale
1,138
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584
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573
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286
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283
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102
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56
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Schweizer, Martin
29
Jacod, Jean
19
Podolskij, Mark
19
Platen, Eckhard
16
Phillips, Peter C. B.
15
Jarrow, Robert A.
14
Jeanblanc, Monique
14
Kardaras, Constantinos
14
Barndorff-Nielsen, Ole E.
13
Karantounias, Anastasios G.
12
Choulli, Tahir
11
Li, Jia
11
Linton, Oliver
11
Todorov, Viktor
11
Bayraktar, Erhan
10
Hulley, Hardy
10
Hobson, David G.
9
Prigent, Jean-Luc
9
Biagini, Francesca
8
Cassese, Gianluca
8
Fontana, Claudio
8
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8
Kabanov, Jurij M.
8
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8
Osȩkowski, Adam
8
Scaillet, Olivier
8
Shephard, Neil G.
8
Tauchen, George Eugene
8
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7
Graversen, Svend Erik
7
Ibragimov, Rustam
7
Kallsen, Jan
7
McCauley, Joseph L.
7
Protter, Philip E.
7
Renault, Olivier
7
Schachermayer, Walter
7
Siu, Tak Kuen
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Vetter, Mathias
7
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6
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International Monetary Fund (IMF)
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Cowles Foundation for Research in Economics, Yale University
4
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EconWPA
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
University of Bonn, Germany
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Berkeley Electronic Press
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Bonn Graduate School of Economics
2
Center for Agricultural and Rural Development (CARD), Iowa State University
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Centre for Analytical Finance <Århus>
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School of Economics and Management, University of Aarhus
2
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1
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1
Rheinische Friedrich-Wilhelms-Universität Bonn
1
Robert Schuman Centre for Advanced Studies
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Finance and stochastics
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
41
Journal of econometrics
38
Research paper series / Swiss Finance Institute
24
IMF Working Papers
21
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Swiss Finance Institute Research Paper
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Annals of finance
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Mathematics and financial economics
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Applied mathematical finance
15
CREATES research paper
15
Journal of mathematical finance
13
Mathematical methods of operations research
13
Asia-Pacific financial markets
11
Statistics & Probability Letters
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Mathematics of operations research
10
Annals of the Institute of Statistical Mathematics
9
European journal of operational research : EJOR
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Cowles Foundation discussion paper
8
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Insurance / Mathematics & economics
8
Journal of economic dynamics & control
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
Quantitative finance
8
Econometric theory
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Economics letters
7
International review of financial analysis
7
Risks : open access journal
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The journal of futures markets
7
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / B
6
Discussion papers of interdisciplinary research project 373
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Econometric reviews
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ECONIS (ZBW)
1,065
RePEc
128
EconStor
28
USB Cologne (business full texts)
5
BASE
3
ArchiDok
1
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131
Successful trader's guide to money management : proven strategies, applications, and management techniques
Unger, Andrea
-
2021
Persistent link: https://www.econbiz.de/10012508815
Saved in:
132
Dynamics of state-wise prospective reserves in the presence of non-monotone information
Christiansen, Marcus C.
;
Furrer, Christian
- In:
Insurance / Mathematics & economics
97
(
2021
),
pp. 81-98
Persistent link: https://www.econbiz.de/10012491966
Saved in:
133
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
Junca, Mauricio
;
Serrano, Rafael
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 775-809
Persistent link: https://www.econbiz.de/10012616858
Saved in:
134
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
135
Survival investment strategies in a continuous-time market model with competition
Zhitlukhin, M. V.
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012650248
Saved in:
136
Consistent upper price bounds for exotic options
Bäuerle, Nicole
;
Schmithals, Daniel Matthias
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012650310
Saved in:
137
Spatial dynamic panel data models with correlated random effects
Li, Liyao
;
Yang, Zhenlin
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 424-454
Persistent link: https://www.econbiz.de/10012619244
Saved in:
138
Explicit representations for utility indifference prices
Hess, Markus
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10012625986
Saved in:
139
Adaptive risk hedging for call options under Cox-Ingersoll-Ross interest rates
Ghorbani, Niloofar
;
Korzeniowski, Andrzej
- In:
Inventi impact: microfinance & banking
(
2021
)
2
,
pp. 83-90
Persistent link: https://www.econbiz.de/10012816013
Saved in:
140
Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes
Strub, Moris S.
;
Zhou, Xun Yu
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 331-358
Persistent link: https://www.econbiz.de/10012499731
Saved in:
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