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
~subject:"Finanzmathematik"
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 super-replication theorem...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Finanzmathematik
Theorie
32
Theory
32
Optionspreistheorie
15
Option pricing theory
14
Transaction costs
13
Transaktionskosten
12
Portfolio selection
10
Portfolio-Management
10
Unvollkommener Markt
8
CAPM
7
Martingal
7
Martingale
7
Arbitrage Pricing
6
Arbitrage pricing
6
Incomplete market
6
Arbitrage
5
Capital-Asset-Pricing-Modell
5
Proportional transaction costs
5
risk measures
5
Black-Scholes model
4
Black-Scholes-Modell
4
Mathematical programming
4
Mathematische Optimierung
4
Probability theory
4
Semimartingal
4
Stochastic process
4
Stochastischer Prozess
4
Super-replication theorem
4
Wahrscheinlichkeitsrechnung
4
Arbitrage-Pricing-Theorie
3
Efficient friction
3
Fatou property
3
Foreign exchange markets
3
Martingales
3
Mathematical finance
3
Opportunity cost
3
Opportunitätskosten
3
Risk
3
Stochastisches Modell
3
more ...
less ...
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Aufsatz im Buch
1
Book section
1
Collection of articles written by one author
1
Sammlung
1
Language
All
English
4
Author
All
Schachermayer, Walter
4
Cvitanić, Jakša
1
Delbaen, Freddy
1
Wang, Hui
1
Published in...
All
Aspects of mathematical finance
1
Finance and stochastics
1
Mathematics and financial economics
1
Springer finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The super-replication theorem under proportional transaction costs revisited
Schachermayer, Walter
- In:
Mathematics and financial economics
8
(
2014
)
4
,
pp. 383-398
Persistent link: https://www.econbiz.de/10010490973
Saved in:
2
The notion of arbitrage and free lunch in mathematical finance
Schachermayer, Walter
- In:
Aspects of mathematical finance
,
(pp. 15-22)
.
2008
Persistent link: https://www.econbiz.de/10003653091
Saved in:
3
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2006
Persistent link: https://www.econbiz.de/10002123958
Saved in:
4
Utility maximization in incomplete markets with random endowment
Cvitanić, Jakša
;
Schachermayer, Walter
;
Wang, Hui
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 259-272
Persistent link: https://www.econbiz.de/10001571508
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
