| Publication | Date of Publication | Type |
|---|
Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure
Stochastic Processes and their Applications | 2009-05-06 | Paper |
Minimal Hellinger martingale measures of order \(q\)
Finance and Stochastics | 2009-02-28 | Paper |
On martingale selectors of cone-valued processes
| 2008-09-25 | Paper |
No-arbitrage criteria for financial markets with transaction costs and incomplete information
Finance and Stochastics | 2007-12-16 | Paper |
The Dalang-Morton-Willinger theorem under delayed and restricted information
| 2007-07-24 | Paper |
MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE
Mathematical Finance | 2006-06-12 | Paper |
MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS
Mathematical Finance | 2005-09-28 | Paper |
On the closedness of sums of convex cones in \(L^0\) and the robust no-arbitrage property
Finance and Stochastics | 2005-05-20 | Paper |
On the law of one price
Finance and Stochastics | 2005-05-20 | Paper |
Séminaire de Probabilités XXXVIII
Lecture Notes in Mathematics | 2005-03-30 | Paper |
scientific article; zbMATH DE number 2127977 (Why is no real title available?)
| 2005-01-14 | Paper |
scientific article; zbMATH DE number 2046394 (Why is no real title available?)
| 2004-02-23 | Paper |
scientific article; zbMATH DE number 2046393 (Why is no real title available?)
| 2004-02-23 | Paper |
Non-arbitrage criteria for financial markets with efficient friction
Finance and Stochastics | 2003-10-22 | Paper |
Exponential Hedging and Entropic Penalties
Mathematical Finance | 2002-10-28 | Paper |
On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Mathematical Finance | 2002-10-28 | Paper |
scientific article; zbMATH DE number 1795848 (Why is no real title available?)
| 2002-09-04 | Paper |
scientific article; zbMATH DE number 1619455 (Why is no real title available?)
| 2002-03-25 | Paper |
scientific article; zbMATH DE number 1619454 (Why is no real title available?)
| 2002-02-24 | Paper |
The Harrison-Pliska arbitrage pricing theorem under transaction costs
Journal of Mathematical Economics | 2001-07-29 | Paper |
Implied savings accounts are unique
Finance and Stochastics | 2001-03-01 | Paper |
\(\mathcal E\)-martingales and their applications in mathematical finance
The Annals of Probability | 2000-06-05 | Paper |
On Fefferman and Burkholder-Davis-Gundy inequalities for \({\mathcal E}\)-martingales
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1999-10-05 | Paper |
Weighted norm inequalities and hedging in incomplete markets
Finance and Stochastics | 1999-07-06 | Paper |
scientific article; zbMATH DE number 1210396 (Why is no real title available?)
| 1999-05-18 | Paper |
scientific article; zbMATH DE number 1210395 (Why is no real title available?)
| 1999-02-02 | Paper |
ON COMPONENTWISE and VECTOR STOCHASTIC INTEGRATION
Mathematical Finance | 1998-07-22 | Paper |
scientific article; zbMATH DE number 926726 (Why is no real title available?)
| 1997-11-06 | Paper |
scientific article; zbMATH DE number 953308 (Why is no real title available?)
| 1997-01-07 | Paper |
scientific article; zbMATH DE number 797364 (Why is no real title available?)
| 1996-03-05 | Paper |
Föllmer-Schweizer decomposition and mean-variance hedging for general claims
The Annals of Probability | 1996-01-15 | Paper |
scientific article; zbMATH DE number 775010 (Why is no real title available?)
| 1995-10-08 | Paper |
scientific article; zbMATH DE number 679796 (Why is no real title available?)
| 1995-02-28 | Paper |
scientific article; zbMATH DE number 708768 (Why is no real title available?)
| 1995-02-16 | Paper |
scientific article; zbMATH DE number 599148 (Why is no real title available?)
| 1994-10-17 | Paper |
Hedging of contingent claims and maximum price
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1994-09-20 | Paper |
scientific article; zbMATH DE number 503133 (Why is no real title available?)
| 1994-06-01 | Paper |
scientific article; zbMATH DE number 503132 (Why is no real title available?)
| 1994-03-07 | Paper |
Martingale laws, densities and decomposition of Föllmer-Schweizer
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1993-01-17 | Paper |
Arbitrage et lois de martingale. (Arbitrage and martingale laws)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1990-01-01 | Paper |
Valeurs prises par les martingales locales positives continues a un instant donné. (Values taken by continuous, positive local martingales at a given instant)
The Annals of Probability | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4149273 (Why is no real title available?)
| 1990-01-01 | Paper |
Variation conditionelle des processus stochastiques. (Conditional variation of random processes)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4067971 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 4069940 (Why is no real title available?)
| 1987-01-01 | Paper |
Représentation prévisible et changement de temps. (Previsible representation and change of time)
The Annals of Probability | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3982176 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 3890417 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3911420 (Why is no real title available?)
| 1985-01-01 | Paper |
Integral representation in the theory of continuous trading
Stochastics | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3870327 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3858091 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3858092 (Why is no real title available?)
| 1984-01-01 | Paper |
Valeurs prises par les martingales locales continues à un instant donne
The Annals of Probability | 1983-01-01 | Paper |
Semimartingales gaussiennes — application au probleme de l'innovation
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1983-01-01 | Paper |
Fonctions convexes et semimartingales
Stochastics | 1983-01-01 | Paper |
scientific article; zbMATH DE number 3835054 (Why is no real title available?)
| 1983-01-01 | Paper |
scientific article; zbMATH DE number 3796920 (Why is no real title available?)
| 1983-01-01 | Paper |
scientific article; zbMATH DE number 3762986 (Why is no real title available?)
| 1982-01-01 | Paper |
scientific article; zbMATH DE number 3762965 (Why is no real title available?)
| 1982-01-01 | Paper |
scientific article; zbMATH DE number 3784024 (Why is no real title available?)
| 1982-01-01 | Paper |
scientific article; zbMATH DE number 3714683 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3738642 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3714684 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3714685 (Why is no real title available?)
| 1981-01-01 | Paper |
Sur un théorème de H.J. Engelbert et J. Hess
Stochastics | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3714682 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3772684 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3673311 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3667710 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3667732 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3635224 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3635216 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3646054 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3646055 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3624537 (Why is no real title available?)
| 1979-01-01 | Paper |
[https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1978-01-01 | Paper |
scientific article; zbMATH DE number 3584682 (Why is no real title available?)
| 1978-01-01 | Paper |
scientific article; zbMATH DE number 3587808 (Why is no real title available?)
| 1978-01-01 | Paper |
Quasimartingales, martingales locales, semimartingales et filtration naturelle
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1977-01-01 | Paper |
scientific article; zbMATH DE number 3576461 (Why is no real title available?)
| 1977-01-01 | Paper |
scientific article; zbMATH DE number 3532301 (Why is no real title available?)
| 1976-01-01 | Paper |
scientific article; zbMATH DE number 3502517 (Why is no real title available?)
| 1975-01-01 | Paper |
scientific article; zbMATH DE number 3502518 (Why is no real title available?)
| 1975-01-01 | Paper |
