//--> //--> //--> //-->
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
Benchmarked Risk Minimization...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Martingale
Theorie
122
Theory
122
Portfolio selection
90
Portfolio-Management
90
growth optimal portfolio
61
Stochastischer Prozess
55
Stochastic process
53
Benchmarking
35
Volatility
35
Volatilität
35
benchmark approach
33
Option pricing theory
31
Optionspreistheorie
31
Hedging
28
Börsenkurs
25
Derivat
25
Derivative
25
Share price
25
CAPM
22
Aktienindex
21
Stock index
21
Yield curve
21
Zinsstruktur
21
fair pricing
21
minimal market model
21
Bewertung
18
Evaluation
18
Arbitrage Pricing
16
Arbitrage pricing
16
Benchmark approach
16
Martingal
16
Risikoprämie
16
Risk premium
16
stochastic volatility
16
benchmark model
15
Analysis
14
Mathematical analysis
14
Financial economics
13
Simulation
13
more ...
less ...
Online availability
All
Free
12
Undetermined
1
Type of publication
All
Book / Working Paper
12
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
16
Author
All
Platen, Eckhard
16
Hulley, Hardy
5
Kardaras, Constantinos
4
Baldeaux, Jan
3
Biagini, Francesca
2
Cretarola, Alessandra
2
Ignatieva, Ekaterina
2
Fontana, Claudio
1
Grasselli, Martino
1
Nikeghbali, Ashkan
1
Pelger, Markus
1
Schweizer, Martin
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 263
1
Research Paper Number: 238, Quantitative Finance Research Centre, University of Technology, Sydney
1
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
2
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
3
Sure profits via flash strategies and the impossibility of predictable jumps
Fontana, Claudio
;
Pelger, Markus
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778192
Saved in:
4
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
5
On financial markets where only buy-and-hold trading is possible
Kardaras, Constantinos
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856783
Saved in:
6
On honest times in financial modeling
Nikeghbali, Ashkan
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857128
Saved in:
7
Minimizing the expected market time to reach a certain wealth level
Kardaras, Constantinos
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857129
Saved in:
8
A visual classification of local martingales
Hulley, Hardy
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857178
Saved in:
9
Multiplicative approximation of wealth processes involving no-short-sale strategies
Kardaras, Constantinos
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857179
Saved in:
10
A visual criterion for identifying Itô diffusions as martingalesor strict local martingales
Hulley, Hardy
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662355
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->