//--> //--> //-->
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:"Martingale"
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
CPPI Method with a Conditional...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Martingale
Theorie
54
Theory
54
Portfolio-Management
50
Portfolio selection
49
Risikomanagement
19
Optionspreistheorie
17
Option pricing theory
16
Risk management
16
Volatility
16
Volatilität
16
Hedging
14
Estimation
12
Financial market
12
Finanzmarkt
12
Schätzung
12
CPPI
11
Unvollkommener Markt
10
ARCH model
9
ARCH-Modell
9
Martingal
9
Börsenkurs
8
Capital income
8
Kapitaleinkommen
8
Share price
8
Stochastic process
8
Stochastischer Prozess
8
Aktienmarkt
7
Derivat
7
Derivative
7
Incomplete market
7
Portfolio insurance
7
Risikoprämie
7
Risk
7
Risk aversion
7
Risk premium
7
Stock market
7
Time series analysis
7
VaR
7
Welt
7
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
7
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Amtsdruckschrift
2
Government document
2
Article in journal
1
Aufsatz im Buch
1
Aufsatz in Zeitschrift
1
Book section
1
more ...
less ...
Language
All
English
9
Author
All
Prigent, Jean-Luc
9
Scaillet, Olivier
8
Renault, Olivier
7
Published in...
All
Research paper / International Center for Financial Asset Management and Engineering
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Discussion paper
1
Discussion paper series / LSE Financial Markets Group
1
Journal of empirical finance
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Springer Finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Weak convergence of financial markets
Prigent, Jean-Luc
-
2003
Persistent link: https://www.econbiz.de/10001704709
Saved in:
2
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758936
Saved in:
3
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758937
Saved in:
4
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001707061
Saved in:
5
Weak convergence of hedging strategies of contingent claims
Prigent, Jean-Luc
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001655839
Saved in:
6
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001430979
Saved in:
7
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of empirical finance
11
(
2004
)
1
,
pp. 133-161
Persistent link: https://www.econbiz.de/10001881022
Saved in:
8
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533318
Saved in:
9
An autoregressive conditional binominal option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 353-373)
.
2002
Persistent link: https://www.econbiz.de/10001679460
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->