//--> //--> //-->
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 of operations research"
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
The law of the iterated logari...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Martingal
9
Martingale
9
Theorie
6
Theory
6
Portfolio selection
5
Portfolio-Management
5
CAPM
3
Option pricing theory
3
Optionspreistheorie
3
fundamental theorem of asset pricing
3
Decision under uncertainty
2
Dynamic programming
2
Dynamische Optimierung
2
Entscheidung unter Unsicherheit
2
Mathematical programming
2
Mathematische Optimierung
2
Transaction costs
2
Transaktionskosten
2
dynamic programming
2
martingale
2
transaction costs
2
Arbitrage
1
Arbitrage Pricing
1
Arbitrage pricing
1
Auction theory
1
Auktionstheorie
1
Decision
1
Demand
1
Devisenmarkt
1
Dual optimization problem
1
Duales Optimierungsproblem
1
Entscheidung
1
Financial crisis
1
Finanzkrise
1
Forecasting model
1
Foreign exchange market
1
Hedging
1
Illegaler Handel
1
Illicit trade
1
Inventory model
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Bayraktar, Erhan
2
Akan, Mustafa
1
Ata, Barış
1
Bensoussan, Alain
1
Bo, Lijun
1
Burzoni, Matteo
1
Cadenillas, Abel
1
Capponi, Agostino
1
Deng, Shuoqing
1
Frittelli, Marco
1
Goldberg, David Alan
1
Gu, Chenlin
1
Hou, Zhaoxu
1
Koo, Hyeng-keun
1
Maggis, Marco
1
Obłój, Jan
1
Roth, Alvin E.
1
Seifried, Frank Thomas
1
Tan, Xiaolu
1
Wu, Qingyun
1
Xin, Linwei
1
Yu, Xiang
1
Zhang, Yuchong
1
Zhou, Chao
1
Zhou, Zhou
1
more ...
less ...
Published in...
All
Mathematics of operations research
Finance and stochastics
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
41
WPg : Kompetenz schafft Vertrauen
41
Journal of econometrics
38
ZRFC : risk, fraud & compliance ; Prävention und Aufdeckung in der Compliance-Organisation
34
Die Bank
29
Research paper series / Swiss Finance Institute
24
MPRA Paper
23
IMF Working Papers
21
Journal of securities operations & custody
21
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Swiss Finance Institute Research Paper
19
IZA Discussion Papers
18
CESifo Working Paper
17
Discussion paper series / IZA
17
Annals of finance
16
Journal of Business Ethics
16
Mathematics and financial economics
16
Applied mathematical finance
15
CESifo working papers
15
CREATES research paper
15
Working Papers
14
HMD : Praxis der Wirtschaftsinformatik
13
Journal of mathematical finance
13
Mathematical methods of operations research
13
Working paper
13
Environmental & Resource Economics
12
Statistics & Probability Letters
12
Asia-Pacific financial markets
11
Journal of Investment Compliance
11
Journal of economic behavior & organization : JEBO
11
Economics letters
10
Journal of Financial Crime
10
Journal of Financial Regulation and Compliance
10
Journal of Money Laundering Control
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
The journal of investment compliance
10
Annals of the Institute of Statistical Mathematics
9
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Distributionally robust inventory control when demand is a
martingale
Xin, Linwei
;
Goldberg, David Alan
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2387-2414
Persistent link: https://www.econbiz.de/10013375068
Saved in:
2
Bid-price controls for network revenue management :
martingale
characterization of optimal bid prices
Akan, Mustafa
;
Ata, Barış
- In:
Mathematics of operations research
34
(
2009
)
4
,
pp. 912-936
Persistent link: https://www.econbiz.de/10003919396
Saved in:
3
Fundamental theorem of asset pricing under transaction costs and model uncertainty
Bayraktar, Erhan
;
Zhang, Yuchong
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10011520813
Saved in:
4
Entrepreneurial decisions on effort and project with a nonconcave objective function
Bensoussan, Alain
;
Cadenillas, Abel
;
Koo, Hyeng-keun
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 902-914
Persistent link: https://www.econbiz.de/10011408979
Saved in:
5
Optimal investment for worst-case crash scenarios : a
martingale
approach
Seifried, Frank Thomas
- In:
Mathematics of operations research
35
(
2010
)
3
,
pp. 559-579
Persistent link: https://www.econbiz.de/10008660777
Saved in:
6
Pointwise arbitrage pricing theory in discrete time
Burzoni, Matteo
;
Frittelli, Marco
;
Hou, Zhaoxu
;
Maggis, …
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 1034-1057
Persistent link: https://www.econbiz.de/10012105893
Saved in:
7
No-arbitrage and hedging with liquid American options
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematics of operations research
44
(
2019
)
2
,
pp. 468-486
Persistent link: https://www.econbiz.de/10012028629
Saved in:
8
Utility maximization with proportional transaction costs under model uncertainty
Deng, Shuoqing
;
Tan, Xiaolu
;
Yu, Xiang
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1210-1236
Persistent link: https://www.econbiz.de/10012319659
Saved in:
9
Forbidden transactions and black markets
Gu, Chenlin
;
Roth, Alvin E.
;
Wu, Qingyun
- In:
Mathematics of operations research
47
(
2022
)
4
,
pp. 3084-3109
Persistent link: https://www.econbiz.de/10014311399
Saved in:
10
Power forward performance in semimartingale markets with stochastic integrated factors
Bo, Lijun
;
Capponi, Agostino
;
Zhou, Chao
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 288-312
Persistent link: https://www.econbiz.de/10014312552
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->