//--> //--> //-->
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
The super-replication theorem...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Martingale
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
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
Finanzmathematik
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 ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
5
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Collection of articles written by one author
2
Sammlung
2
Language
All
English
7
Author
All
Schachermayer, Walter
7
Delbaen, Freddy
2
Beiglböck, Mathias
1
Czichowsky, Christoph
1
Guasoni, Paolo
1
Hugonnier, Julien
1
Kramkov, Dmitry
1
Pammer, Gudmund
1
Rásonyi, Miklós
1
Yang, Junjian
1
more ...
less ...
Published in...
All
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Springer finance
2
Annals of finance
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A super-martingale property of the optimal portfolio process
Schachermayer, Walter
- In:
Finance and stochastics
7
(
2003
)
4
,
pp. 433-456
Persistent link: https://www.econbiz.de/10001800676
Saved in:
2
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2008
-
Corrected 2. printing
Persistent link: https://www.econbiz.de/10003896513
Saved in:
3
The fundamental theorem of asset pricing for continuous processes under small transaction costs
Guasoni, Paolo
;
Rásonyi, Miklós
;
Schachermayer, Walter
- In:
Annals of finance
6
(
2010
)
2
,
pp. 157-191
Persistent link: https://www.econbiz.de/10003941214
Saved in:
4
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2006
Persistent link: https://www.econbiz.de/10002123958
Saved in:
5
On utility-based pricing of contingent claims in incomplete markets
Hugonnier, Julien
;
Kramkov, Dmitry
;
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 203-212
Persistent link: https://www.econbiz.de/10002725392
Saved in:
6
From Bachelier to Dupire via optimal transport
Beiglböck, Mathias
;
Pammer, Gudmund
;
Schachermayer, Walter
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 59-84
Persistent link: https://www.econbiz.de/10012796471
Saved in:
7
Shadow prices for continuous processes
Czichowsky, Christoph
;
Schachermayer, Walter
;
Yang, Junjian
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 623-658
Persistent link: https://www.econbiz.de/10011764961
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->