//--> //--> //--> //-->
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:"Journal of mathematical 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
Pricing Without Martingale Mea...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
107
Optionspreistheorie
107
Stochastic process
50
Stochastischer Prozess
50
Volatility
37
Volatilität
37
CAPM
36
Derivat
30
Derivative
30
Option trading
26
Optionsgeschäft
26
Portfolio selection
21
Portfolio-Management
21
Black-Scholes model
20
Black-Scholes-Modell
20
Theorie
17
Theory
17
Option Pricing
15
Martingal
13
Martingale
13
Börsenkurs
10
Risiko
10
Risk
10
Share price
10
Capital income
9
Kapitaleinkommen
9
Statistical distribution
9
Statistische Verteilung
9
Experiment
8
Risikoprämie
7
Risk premium
7
Simulation
7
Analysis
6
Asset Pricing
6
Credit risk
6
Jump Diffusion
6
Kreditrisiko
6
Mathematical analysis
6
Yield curve
6
Zinsstruktur
6
more ...
less ...
Online availability
All
Undetermined
71
Type of publication
All
Article
133
Type of publication (narrower categories)
All
Article in journal
133
Aufsatz in Zeitschrift
133
Language
All
English
133
Author
All
Mataramvura, Sure
4
Ezepue, Patrick Oseloka
3
Fadugba, Sunday Emmanuel
3
Iwaki, Hideki
3
Ngare, Philip
3
Nwozo, Chuma Raphael
3
Urama, Thomas Chinwe
3
Zhang, Liangliang
3
Appadoo, Srimantoorao S.
2
Atta-Mensah, Joseph
2
Gao, Min
2
Gu, Guiding
2
Hao, Ruili
2
Hsiao, Yi-long
2
Jagannathan, Raj
2
Moore, David J.
2
Mukupa, George M.
2
Ochiai, Natsumi
2
Offen, Elias R.
2
Ohnishi, Masamitsu
2
Pairote Sattayatham
2
Pellegrino, Tommaso
2
Proske, Frank
2
Sviščuk, Anatolij
2
Thaaneswaran, Aerambamoorthy
2
Thavaneswaran, Aerambamoorthy
2
Zhao, Qiang
2
Abergel, Frédéric
1
Abramov, Anatoly Markovich
1
Ackora-Prah, Joseph
1
AlMahdi, Saud
1
Alim, Md. Abdul
1
An, Yunbi
1
Andallah, Laek Sazzad
1
Andam, Perpetual Saah
1
Anwar, Md. Nurul
1
Bagheri, Neda
1
Balyeat, Brian
1
Bankole, Philip Ajibola
1
Baraedi, Onthusitse
1
more ...
less ...
Published in...
All
Journal of mathematical finance
International journal of theoretical and applied finance
533
Journal of banking & finance
475
NBER working paper series
438
Journal of financial economics
388
Working paper / National Bureau of Economic Research, Inc.
373
Mathematical finance : an international journal of mathematics, statistics and financial theory
345
The journal of futures markets
334
Finance and stochastics
325
NBER Working Paper
310
Finance research letters
305
Journal of economic dynamics & control
296
The journal of finance : the journal of the American Finance Association
296
The review of financial studies
275
Applied mathematical finance
267
The journal of computational finance
258
Quantitative finance
240
The journal of derivatives : the official publication of the International Association of Financial Engineers
219
Journal of empirical finance
201
Research paper series / Swiss Finance Institute
188
International review of financial analysis
182
Review of derivatives research
181
Journal of financial and quantitative analysis : JFQA
178
European journal of operational research : EJOR
176
Journal of econometrics
175
Insurance / Mathematics & economics
165
The North American journal of economics and finance : a journal of financial economics studies
163
Management science : journal of the Institute for Operations Research and the Management Sciences
160
The European journal of finance
158
International review of economics & finance : IREF
144
Economics letters
138
Economic modelling
137
Review of quantitative finance and accounting
136
Applied economics
134
Computational economics
134
International journal of financial engineering
133
Discussion paper / Centre for Economic Policy Research
125
Risks : open access journal
123
Pacific-Basin finance journal
120
Applied financial economics
117
more ...
less ...
Source
All
ECONIS (ZBW)
133
Showing
1
-
10
of
133
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Equivalent
martingale
measure in Asian geometric average option pricing
Zhu, Yonggang
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 304-308
Persistent link: https://www.econbiz.de/10011312412
Saved in:
2
Contingent claims in incomplete markets : a case study
Mataramvura, Sure
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 426-430
Persistent link: https://www.econbiz.de/10010239520
Saved in:
3
Pricing a European option in a black-scholes quanto market when stock price is a semimartingale
Offen, E. R.
;
Lungu, E. M.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 286-303
Persistent link: https://www.econbiz.de/10011438535
Saved in:
4
Equilibrium equity premium in a semi
martingale
market when jump amplitudes follow a binomial distribution
Mukupa, George M.
;
Offen, Elias R.
- In:
Journal of mathematical finance
8
(
2018
)
3
,
pp. 599-612
Persistent link: https://www.econbiz.de/10011968727
Saved in:
5
On asymptotic behaviors of exponential hedging in the basis-risk model
Takino, Kazuhiro
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
Saved in:
6
On local times : application to pricing using bid-ask
Kettler, Paul C.
;
Menoukeu-Pamen, Olivier
;
Proske, Frank
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 84-94
Persistent link: https://www.econbiz.de/10010380910
Saved in:
7
About stochastic calculus in presence of jumps at predictable stopping times
Galtchouk, Leonid
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 443-456
Persistent link: https://www.econbiz.de/10011583560
Saved in:
8
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
9
Intrinsic prices of risk
Le, Truc
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 318-327
Persistent link: https://www.econbiz.de/10011312410
Saved in:
10
Some properties for the American option-pricing model
Yin, Hong-ming
- In:
Journal of mathematical finance
2
(
2012
)
3
,
pp. 243-250
Persistent link: https://www.econbiz.de/10009711974
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->