//--> //--> //--> //-->
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:"Mathematics and financial economics"
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
Statistical Analysis of a Spat...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Martingale
16
Martingal
15
Portfolio selection
9
Portfolio-Management
9
Theorie
8
Theory
8
Option pricing theory
4
Optionspreistheorie
4
Arbitrage
3
Hedging
3
Incomplete market
3
Incomplete markets
3
Mathematical programming
3
Mathematische Optimierung
3
Risiko
3
Risk
3
Semimartingale characteristics
3
Unvollkommener Markt
3
Arbitrage Pricing
2
Arbitrage pricing
2
Bubbles
2
Derivat
2
Derivative
2
Financial economics
2
Financial market
2
Finanzmarkt
2
Kapitalmarkttheorie
2
Nichtlineare Regression
2
Nonlinear regression
2
Spekulationsblase
2
Stochastic process
2
Stochastischer Prozess
2
Utility maximization
2
(Conditional) nonlinear expectation
1
Absence of arbitrage
1
Affine mortality structure
1
Arbitrage Riemann-Stieltjes integral
1
Basis risk
1
Benchmark approach
1
Benchmarking
1
more ...
less ...
Online availability
All
Undetermined
11
Free
1
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
Biagini, Francesca
2
Criens, David
2
Aïd, René
1
Benth, Fred Espen
1
Bálint, Dániel
1
Callegaro, Giorgia
1
Campi, Luciano
1
Cetin, Coskun
1
Chau, Huy N.
1
Cretarola, Alessandra
1
Guo, Xin
1
Junca, Mauricio
1
Kallsen, Jan
1
Lukkarinen, Jani
1
Muhle-Karbe, Johannes
1
Niemann, Lars
1
Nutz, Marcel
1
Obayashi, Yoshiki
1
Pakkanen, Mikko S.
1
Pan, Chen
1
Pedersen, Jesper Lund
1
Peng, Shige
1
Peskir, Goran
1
Piccirilli, Marco
1
Platen, Eckhard
1
Protter, Philip E.
1
Rheinländer, Thorsten
1
Runggaldier, Wolfgang J.
1
Schreiber, Irene
1
Schweizer, Martin
1
Serrano, Rafael
1
Tankov, Peter
1
Vargiolu, Tiziano
1
Vierthauer, Richard
1
Yang, Shihao
1
Zapatero, Fernando
1
more ...
less ...
Published in...
All
Mathematics and financial economics
Finance and stochastics
93
IMF Working Papers
88
Annals of the Institute of Statistical Mathematics
63
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
Journal of econometrics
49
Statistics & Probability Letters
46
Physica A: Statistical Mechanics and its Applications
44
International journal of theoretical and applied finance
41
Energy
39
Statistical Inference for Stochastic Processes
33
Renewable Energy
26
Research paper series / Swiss Finance Institute
26
Applied Energy
25
Stochastic Processes and their Applications
21
CREATES Research Papers
20
Mathematics and Computers in Simulation (MATCOM)
20
Swiss Finance Institute Research Paper
20
Cowles Foundation Discussion Papers
19
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Journal of Multivariate Analysis
18
Statistical Papers / Springer
18
Annals of finance
16
Computational Statistics
16
MPRA Paper
16
Natural Hazards
16
Applied mathematical finance
15
CEMMAP working papers / Centre for Microdata Methods and Practice
15
CREATES research paper
15
Computational Statistics & Data Analysis
15
Journal of mathematical finance
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Mathematical methods of operations research
13
Asia-Pacific financial markets
12
Mathematics of operations research
12
Economics letters
11
European journal of operational research : EJOR
11
Insurance / Mathematics & economics
11
Metrika
11
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
11
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The opportunity process for optimal consumption and investment with power utility
Nutz, Marcel
- In:
Mathematics and financial economics
3
(
2010
)
3/4
,
pp. 139-159
Persistent link: https://www.econbiz.de/10008659799
Saved in:
2
Optimal acquisition of a partially hedgeable house
Cetin, Coskun
;
Zapatero, Fernando
- In:
Mathematics and financial economics
9
(
2015
)
2
,
pp. 123-147
Persistent link: https://www.econbiz.de/10011349449
Saved in:
3
Asymptotic power utility-based pricing and hedging
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Vierthauer, Richard
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010235420
Saved in:
4
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
Saved in:
5
Risk-minimization for life insurance liabilities with basis risk
Biagini, Francesca
;
Rheinländer, Thorsten
;
Schreiber, Irene
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 151-178
Persistent link: https://www.econbiz.de/10011485900
Saved in:
6
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:
7
Properly discounted asset prices are semimartingales
Bálint, Dániel
;
Schweizer, Martin
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 661-674
Persistent link: https://www.econbiz.de/10012321854
Saved in:
8
No arbitrage in continuous financial markets
Criens, David
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 461-506
Persistent link: https://www.econbiz.de/10012240304
Saved in:
9
No-arbitrage commodity option pricing with market manipulation
Aïd, René
;
Callegaro, Giorgia
;
Campi, Luciano
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 577-603
Persistent link: https://www.econbiz.de/10012240320
Saved in:
10
Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework
Benth, Fred Espen
;
Piccirilli, Marco
;
Vargiolu, Tiziano
- In:
Mathematics and financial economics
13
(
2019
)
4
,
pp. 543-577
Persistent link: https://www.econbiz.de/10012055877
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->