P. Ekkehard Kopp

Available identifiers

zbMath Open kopp.peter-ekkehardWikidataQ102260992 ScholiaQ102260992MaRDI QIDQ703589

List of research outcomes

Publication	Date of Publication	Type
Martingales and Stochastic Integrals	2009-01-13	Paper
Mathematics of financial markets.	2005-01-11	Paper
https://portal.mardi4nfdi.de/entity/Q4821061	2004-10-07	Paper
Convergence in incomplete market models	2001-01-09	Paper
https://portal.mardi4nfdi.de/entity/Q4394935	2001-01-08	Paper
https://portal.mardi4nfdi.de/entity/Q4218377	1998-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q4216777	1998-11-03	Paper
Mathematics of financial markets	1998-08-31	Paper
From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing	1998-04-05	Paper
A Nonstandard Approach to Option Pricing	1997-08-31	Paper
From discrete to continuous stochastic calculus	1997-06-03	Paper
https://portal.mardi4nfdi.de/entity/Q4848525	1995-12-04	Paper
A nonstandard treatment of options driven by poisson processes	1994-11-22	Paper
Equivalent martingale measures for bridge processes	1992-06-27	Paper
Martingale representation and hedging policies	1992-06-26	Paper
Option pricing and hedge portfolios for poisson progresses	1990-01-01	Paper
Direct solutions of Kolmogorov's equations by stochastic flows	1989-01-01	Paper
On Cauchy's Notion of Infinitesimal	1988-01-01	Paper
Martingales and Stochastic Integrals	1984-01-01	Paper
Inequalities for Non-Commutative L^p -Spaces and an Application	1979-01-01	Paper
An Abstract Version of a Result of Fong and Sucheston	1978-01-01	Paper
Construction of dilations of positive \(L_p\) contractions	1977-01-01	Paper
Abelian ergodic theorems for vector-valued functions	1975-01-01	Paper
A Pointwise Ergodic Theorem for Pseudo-Resolvents	1974-01-01	Paper
Positive Reynolds operators on Lebesgue spaces	1973-01-01	Paper
A ratio limit theorem for contraction projections and applications	1973-01-01	Paper
Almost Everywhere Convergence for Abel Means of Dunford-Schwartz Operators	1973-01-01	Paper

Research outcomes over time

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