//--> //--> //-->
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:"Finance and stochastics"
~person:"Jeanblanc, Monique"
~person:"Obłój, Jan"
~subject:"Decision under uncertainty"
~subject:"Dynamic programming"
~subject:"Progressive enlargement of filtration"
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
EMU and Portfolio Diversificat...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Decision under uncertainty
Dynamic programming
Progressive enlargement of filtration
Portfolio selection
7
Portfolio-Management
7
Theorie
6
Theory
6
Martingal
4
Martingale
4
Arbitrage
2
Deflators
2
Hedging
2
Informational arbitrage
2
No arbitrage
2
No unbounded profit with bounded risk
2
Quasi-left-continuous semimartingales
2
Robust statistics
2
Robustes Verfahren
2
Stochastic calculus
2
Stochastic process
2
Stochastischer Prozess
2
Ambiguity aversion
1
Azéma-Yor processes
1
Consumption theory
1
Duality theory
1
Dynamic consistency
1
Dynamic programming principle
1
Dynamische Optimierung
1
Entscheidung unter Unsicherheit
1
Financial market
1
Finanzmarkt
1
Honest time
1
Intertemporal choice
1
Intertemporale Entscheidung
1
Konsumtheorie
1
Lohn
1
Mathematical programming
1
Mathematische Optimierung
1
Model uncertainty
1
Model-independent arbitrage
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Jeanblanc, Monique
Obłój, Jan
Choulli, Tahir
3
Aksamit, Anna
2
Björk, Tomas
2
Deng, Jun
2
Jiao, Ying
2
Källblad, Sigrid
2
Murgoci, Agatha
2
Pham, Huyên
2
Browne, Sid
1
Egorov, Sergei
1
Han, Bingyan
1
Herrmann, Sebastian
1
Hillairet, Caroline
1
Khapko, Mariana
1
Klopfenstein, Olivier
1
Laurent, Jean Paul
1
Muhle-Karbe, Johannes
1
Pergamenchtchikov, Serguei
1
Pun, Chi Seng
1
Riedel, Frank
1
Seifried, Frank Thomas
1
Su, Xia
1
Tankov, Peter
1
Wiesel, Johannes
1
Wong, Hoi Ying
1
Yansori, Sina
1
Zariphopoulou-Souganidis, Thaleia
1
more ...
less ...
Published in...
All
Finance and stochastics
Mathematics of operations research
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
No-arbitrage up to random horizon for quasi-left-continuous models
Aksamit, Anna
;
Choulli, Tahir
;
Deng, Jun
;
Jeanblanc, Monique
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 1103-1139
Persistent link: https://www.econbiz.de/10011944480
Saved in:
2
No-arbitrage under a class of honest times
Aksamit, Anna
;
Choulli, Tahir
;
Deng, Jun
;
Jeanblanc, Monique
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 127-159
Persistent link: https://www.econbiz.de/10011945638
Saved in:
3
Dynamically consistent investment under model uncertainty : the robust forward criteria
Källblad, Sigrid
;
Obłój, Jan
; …
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 879-918
Persistent link: https://www.econbiz.de/10011946570
Saved in:
4
A unified framework for robust modelling of financial markets in discrete time
Obłój, Jan
;
Wiesel, Johannes
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 427-468
Persistent link: https://www.econbiz.de/10012585981
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->