//--> //--> //--> //-->
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"
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
Option pricing by large risk a...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
28
Theory
28
Transaction costs
14
Transaktionskosten
14
Portfolio selection
11
Portfolio-Management
11
Hedging
10
Option pricing theory
10
Optionspreistheorie
10
Arbitrage Pricing
8
Arbitrage pricing
8
Stochastic process
7
Stochastischer Prozess
7
Martingal
6
Martingale
6
Mathematical programming
5
Mathematische Optimierung
5
Probability theory
5
Wahrscheinlichkeitsrechnung
5
CAPM
3
Financial economics
3
Kapitalmarkttheorie
3
Risiko
3
Risk
3
Ruin probabilities
3
Autoregression with random coefficients
2
Decomposition method
2
Dekompositionsverfahren
2
Devisenmarkt
2
Dynamic programming
2
Dynamische Optimierung
2
Foreign exchange market
2
Lévy process
2
Option trading
2
Optionsgeschäft
2
Actuarial mathematics
1
Actuarial models with investments
1
Agency theory
1
Annuities
1
Arbitrage
1
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Language
All
English
35
Author
All
Kabanov, Jurij M.
20
Bouchard, Bruno
9
Touzi, Nizar
6
Pergamenshchikov, Serguei
3
Stricker, Christophe
3
Denis, Emmanuel
2
Grépat, Julien
2
Rásonyi, Miklós
2
Courtault, Jean-Michael
1
Cvitanić, Jakša
1
Dang, Ngoc-minh
1
De Vallière, D.
1
Delbaen, Freddy
1
Denis, E.
1
Ekeland, Ivar
1
Elie, Romuald
1
Frolova, Anna
1
Fukasawa, Masaaki
1
Föllmer, Hans
1
Henry-Labordère, Pierre
1
Herdegen, Martin
1
Jouini, Elyès
1
Kabanov, Yuri M.
1
Kardaras, Constantinos
1
Klüppelberg, Claudia
1
Kramkov, D. O.
1
Loeper, Grégoire
1
Lépinette, Emmanuel
1
Meddeb, Moncef
1
Muhle-Karbe, Johannes
1
Nutz, Marcel
1
Pergamenščikov, Sergej M.
1
Pham, Huyên
1
Possamaï, Dylan
1
Promyslov, Platon
1
Safarian, Mher M.
1
Soner, Halil Mete
1
Song, Shiqi
1
Tan, Xiaolu
1
Vallière, Dimitri De
1
more ...
less ...
Published in...
All
Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
Journal of mathematical economics
7
Papiers d'Economie Mathématique et Applications
5
Mathematics of operations research
3
Papers / arXiv.org
3
Research paper series / Swiss Finance Institute
3
Swiss Finance Institute Research Paper
3
Toulouse - GREMAQ
3
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematical methods of operations research
2
Mathematics and financial economics
2
SFB 649 discussion paper
2
Stochastic Processes and their Applications
2
Working paper series in economics and finance
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in mathematical economics
1
Applied mathematical finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers of interdisciplinary research project 373
1
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
1
International journal of theoretical and applied finance
1
Journal of Mathematical Economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Market microstructure and liquidity
1
Mathematical Finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Numerical methods in finance
1
Numerical methods in finance : Bordeaux, June 2010
1
Operations research
1
Paris Princeton lectures on mathematical finance
1
Quantitative finance
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Springer finance
1
The European Journal of Finance
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the Malliavin approach to Monte Carlo approximation of conditional expectations
Bouchard, Bruno
;
Ekeland, Ivar
;
Touzi, Nizar
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 45-71
Persistent link: https://www.econbiz.de/10001910692
Saved in:
2
No-arbitrage in discrete-time markets with proportional transaction costs and general information structure
Bouchard, Bruno
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 276-297
Persistent link: https://www.econbiz.de/10003334925
Saved in:
3
Almost-sure hedging with permanent price impact
Bouchard, Bruno
;
Loeper, Grégoire
;
Zou, Yiyi
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 741-771
Persistent link: https://www.econbiz.de/10011531441
Saved in:
4
Consistent price systems under model uncertainty
Bouchard, Bruno
;
Nutz, Marcel
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 83-98
Persistent link: https://www.econbiz.de/10011459977
Saved in:
5
Generalized stochastic target problems for pricing and partial hedging under loss constraints : application in optimal book liquidation
Bouchard, Bruno
;
Dang, Ngoc-minh
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 31-72
Persistent link: https://www.econbiz.de/10009682291
Saved in:
6
Wealth-path dependent utility maximization in incomplete markets
Bouchard, Bruno
;
Pham, Huyên
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 579-603
Persistent link: https://www.econbiz.de/10002261514
Saved in:
7
Utility maximization on the real line under proportional transaction costs
Bouchard, Bruno
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 495-516
Persistent link: https://www.econbiz.de/10001702785
Saved in:
8
A quasi-sure optional decomposition and super-hedging result on the Skorokhod space
Bouchard, Bruno
;
Tan, Xiaolu
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 505-528
Persistent link: https://www.econbiz.de/10012585984
Saved in:
9
Equilibrium returns with transaction costs
Bouchard, Bruno
;
Fukasawa, Masaaki
;
Herdegen, Martin
; …
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 569-601
Persistent link: https://www.econbiz.de/10011945871
Saved in:
10
In discrete time a local martingale is a martingale under an equivalent probability measure
Kabanov, Jurij M.
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 293-297
Persistent link: https://www.econbiz.de/10003899176
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->