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:"Martingal"
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
Recent Advances in Backward St...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Martingal
Theorie
35
Stochastischer Prozess
30
Theory
26
Hedging
22
Stochastic process
22
Kontrolltheorie
20
Optionspreistheorie
19
Analysis
16
Control theory
14
Option pricing theory
14
Black-Scholes-Modell
11
Mathematical analysis
11
Black-Scholes model
8
Portfolio-Management
7
backward stochastic differential equation
6
Portfolio selection
5
Risiko
4
mean-variance hedging
4
Börsenkurs
3
Informationsökonomik
3
Marktmikrostruktur
3
Martingale
3
Risk
3
Suchtheorie
3
backward stochastic Riccati equation
3
stochastic linear-quadratic control problem
3
CAPM
2
Compatible bond-stock market
2
Derivat <Wertpapier>
2
Economics of information
2
Finanzmathematik
2
Kongress
2
Market microstructure
2
Monte Carlo simulation
2
Search theory
2
Share price
2
Stochastische Differenzengleichung
2
Stochastische Kontrolltheorie
2
backward semimartingale equations
2
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Kohlmann, Michael
3
Xiong, Dewen
3
Ye, Zhongxing
1
Published in...
All
International journal of theoretical and applied finance
2
Applied mathematical finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mean variance hedging in a general jump model
Kohlmann, Michael
;
Xiong, Dewen
;
Ye, Zhongxing
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 29-57
Persistent link: https://www.econbiz.de/10003975266
Saved in:
2
Mean variance hedging in a general jump market
Xiong, Dewen
;
Kohlmann, Michael
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 789-820
Persistent link: https://www.econbiz.de/10008904324
Saved in:
3
The compatible bond-stock market with jumps
Xiong, Dewen
;
Kohlmann, Michael
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 723-755
Persistent link: https://www.econbiz.de/10009298440
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
