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Theorie
53
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53
Transaction costs
36
Transaktionskosten
24
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22
Stochastischer Prozess
16
Option pricing theory
15
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15
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arbitrage
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Kabanov, Jurij M.
39
Kabanov, Yuri
39
Stoyanov, Jordan
29
Širjaev, Alʹbert N.
20
Stricker, Christophe
14
Kabanov, Youri
13
Shiryaev, Albert
10
Delbaen, Freddy
9
Shiryaev, A.N.
9
Shiryaev, Albert N.
8
Björk, Tomas
7
Föllmer, Hans
7
Lepinette, Emmanuel
7
Lépinette-Denis, Emmanuel
7
Courtault, Jean-Michel
6
Denis, Emmanuel
6
Kabanov, Yuri M.
6
Lépinette, Emmanuel
5
Novikov, Alexander
5
Pergamenshchikov, Serguei
5
Ziemba, William T.
5
Bru, Bernard
4
Eberlein, Ernst
4
Grépat, Julien
4
Kabanov, Y.
4
Lebon, Isabelle
4
Papapantoleon, Antonis
4
Runggaldier, Wolfgang
4
Safarian, Mher M.
4
Crépel, Pierre
3
Embrechts, Paul
3
Frolova, Anna
3
Grossinho, Maria do Rosário
3
Kallsen, Jan
3
Klüppelberg, Claudia
3
Marchand, Arnaud Le
3
Runggaldier, Wolfgang J.
3
Touzi, Nizar
3
Zhitlukhin, M. V.
3
Širjaev, A. N.
3
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Université Paris-Dauphine (Paris IX)
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm
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2
Finance Discipline Group, Business School
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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HAL
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International Conference on Stochastic Finance <2004, Lissabon>
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Steklov Mathematical Institute <Moscow>
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Finance and stochastics
41
Finance and Stochastics
17
Journal of the Royal Statistical Society Series A
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Statistics & Probability Letters
7
Economics Papers from University Paris Dauphine
6
Mathematical Finance
5
Advanced series on statistical science & applied probability
3
Journal of Mathematical Economics
3
Journal of mathematical economics
3
Quantitative Finance
3
The statistician : journal of the Institute of Statisticians
3
Advances in finance and stochastics : essays in honour of Dieter Sondermann
2
Applied mathematical finance
2
Astin bulletin : the journal of the International Actuarial Association
2
Journal of economic dynamics & control
2
LSE Research Online Documents on Economics
2
Open Access publications from Université Paris-Dauphine
2
Research Paper Series / Finance Discipline Group, Business School
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
SSE/EFI Working Paper Series in Economics and Finance
2
Statistics & Decisions
2
Working paper series in economics and finance
2
ASTIN Bulletin ; Vol. 28 - No. 2 - 1998, 171- 181
1
Annals of the Institute of Statistical Mathematics
1
Annals of the Institute of Statistical Mathematics : AISM
1
Casualty Actuarial Society - Publications
1
Decisions in Economics and Finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion papers of interdisciplinary research project 373
1
Economics discussion paper series : EDP
1
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
1
Graduate texts in mathematics
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of Economic Dynamics and Control
1
Journal of Multivariate Analysis
1
Mathematical control theory and 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
Mathematics of operations research
1
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
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ECONIS (ZBW)
78
RePEc
74
OLC EcoSci
28
USB Cologne (EcoSocSci)
5
Other ZBW resources
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USB Cologne (business full texts)
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BASE
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EconStor
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1
Generalized Bayesian nonlinear quickest detection problems : on Markov family of sufficient statistics
Širjaev, Alʹbert N.
- In:
Mathematical control theory and finance
,
(pp. 377-386)
.
2008
Persistent link: https://www.econbiz.de/10003755896
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2
Essentials of stochastic finance : facts, models, theory
Širjaev, Alʹbert N.
-
1999
Persistent link: https://www.econbiz.de/10001375629
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3
Quickest detection problems in the technical analysis of the financial data
Širjaev, Alʹbert N.
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 487-521)
.
2002
Persistent link: https://www.econbiz.de/10001679466
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4
Contiguity and the statistical invariance principle
Greenwood, Priscilla E.
-
1985
Persistent link: https://www.econbiz.de/10000732431
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5
Mathematical control theory and finance
Sarychev, Andrey
(
contributor
);
Sarychev, Andrej
(
ed.
); …
-
2008
Persistent link: https://www.econbiz.de/10003712384
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6
On the duality principle in option pricing : semimartingale setting
Eberlein, Ernst
;
Papapantoleon, Antonis
;
Širjaev, …
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 265-292
Persistent link: https://www.econbiz.de/10003716266
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7
On the linear and nonlinear generalized Bayesian disorder problem (discrete time case)
Širjaev, Alʹbert N.
;
Zryumov, Pavel Y.
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 227-235)
.
2009
Persistent link: https://www.econbiz.de/10003948906
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8
Disorder detection problems with applications in finance
Širjaev, Alʹbert N.
;
Zhitlukhin, M. V.
-
2012
Persistent link: https://www.econbiz.de/10009725328
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9
When to sell Apple and the NASDAQ? : trading bubbles with a stochastic disorder model
Širjaev, Alʹbert N.
;
Zhitlukhin, M. V.
;
Ziemba, William T.
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
2
,
pp. 54-63
Persistent link: https://www.econbiz.de/10010365108
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10
Change of time and change of measure
Barndorff-Nielsen, Ole E.
;
Širjaev, Alʹbert N.
-
2010
Persistent link: https://www.econbiz.de/10009237173
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