//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Annals of finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A new characterization of the...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Martingal
16
Martingale
16
Theorie
11
Theory
11
Portfolio selection
6
Portfolio-Management
6
Arbitrage Pricing
5
Arbitrage pricing
5
CAPM
5
Arbitrage
4
Derivat
3
Derivative
3
Hedging
3
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Eigeninteresse
2
Markov chain
2
Markov-Kette
2
Mathematical programming
2
Mathematische Optimierung
2
Self-interest
2
Transaction costs
2
Transaktionskosten
2
Volatility
2
Volatilität
2
Admissibility
1
Altersgrenze
1
Basis risk
1
Bid-ask martingale measure
1
Bid-ask spread
1
Bid-ask spreads
1
Binomial tree
1
Central bank
1
Consistent price system
1
Consumption-Leisure
1
Contingent claim
1
Control theory
1
Duality method
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Carassus, Laurence
2
Rásonyi, Miklós
2
Banner, Adrian D.
1
Bayraktar, Erhan
1
Brown, Martin
1
Fard, Farzad Alavi
1
Fernholz, Daniel
1
Fouque, Jean-Pierre
1
Gagnon, Gregory
1
Guasoni, Paolo
1
Kardaras, Constantinos
1
Larsen, Kasper
1
Perera, Ryle S.
1
Podolskij, Mark
1
Rola, Przemysław
1
Rosenbaum, Mathieu
1
Ruf, Johannes
1
Sayit, Hasanjan
1
Schachermayer, Walter
1
Siu, Tak Kuen
1
Strong, Winslow
1
Temam, E.
1
Xu, Mingxin
1
Zastawniak, Tomasz
1
Žitković, Gordan
1
more ...
less ...
Published in...
All
Annals of finance
Finance and stochastics
92
IMF Working Papers
51
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
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Swiss Finance Institute Research Paper
19
IMF Staff Country Reports
16
Mathematics and financial economics
16
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
Working Paper
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
7
The journal of futures markets
7
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
6
Econometric reviews
6
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Balance, growth and diversity of financial markets
Kardaras, Constantinos
- In:
Annals of finance
4
(
2008
)
3
,
pp. 369-397
Persistent link: https://www.econbiz.de/10003714675
Saved in:
2
On the semimartingale property via bounded logarithmic utility
Larsen, Kasper
;
Žitković, Gordan
- In:
Annals of finance
4
(
2008
)
2
,
pp. 255-268
Persistent link: https://www.econbiz.de/10003645478
Saved in:
3
No arbitrage conditions for simple trading strategies
Bayraktar, Erhan
;
Sayit, Hasanjan
- In:
Annals of finance
6
(
2010
)
1
,
pp. 147-156
Persistent link: https://www.econbiz.de/10003939576
Saved in:
4
The fundamental theorem of asset pricing for continuous processes under small transaction costs
Guasoni, Paolo
;
Rásonyi, Miklós
;
Schachermayer, Walter
- In:
Annals of finance
6
(
2010
)
2
,
pp. 157-191
Persistent link: https://www.econbiz.de/10003941214
Saved in:
5
Testing the local volatility assumption : a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
- In:
Annals of finance
8
(
2012
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10009510584
Saved in:
6
Risk-averse asymptotics for reservation prices
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Annals of finance
7
(
2011
)
3
,
pp. 375-387
Persistent link: https://www.econbiz.de/10009248120
Saved in:
7
Diversity and arbitrage in a regulatory breakup model
Strong, Winslow
;
Fouque, Jean-Pierre
- In:
Annals of finance
7
(
2011
)
3
,
pp. 349-374
Persistent link: https://www.econbiz.de/10009248122
Saved in:
8
Pricing and hedging basis risk under no good deal assumption
Carassus, Laurence
;
Temam, E.
- In:
Annals of finance
10
(
2014
)
1
,
pp. 127-170
Persistent link: https://www.econbiz.de/10010244570
Saved in:
9
Negative call prices
Ruf, Johannes
- In:
Annals of finance
9
(
2013
)
4
,
pp. 787-794
Persistent link: https://www.econbiz.de/10010196568
Saved in:
10
Optimal investment, consumption-leisure, insurance and retirement choice
Perera, Ryle S.
- In:
Annals of finance
9
(
2013
)
4
,
pp. 689-723
Persistent link: https://www.econbiz.de/10010196588
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->