Mathematics of financial markets.
2nd ed. Zbl 1140.91032
Elliott, Robert J.; Kopp, P. Ekkehard |
|
2005
|
Some applications of a Galerkin-Collocation method for boundary integral equations of the first kind. Zbl 0546.65091
Hsiao, G. C.; Kopp, P.; Wendland, W. L. |
|
1984
|
Mathematics of financial markets. Zbl 0943.91035
Elliott, Robert J.; Kopp, P. Ekkehard |
|
1999
|
A Galerkin collocation method for some integral equations of the first kind. Zbl 0419.65088
Hsiao, G. C.; Kopp, P.; Wendland, W. L. |
|
1980
|
Martingales and stochastic integrals. Zbl 0537.60047
Kopp, P. E. |
|
1984
|
Stock price returns and the Joseph effect: a fractional version of the Black-Scholes model. Zbl 0827.60021
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter |
|
1995
|
On Cauchy’s notion of infinitesimal. Zbl 0661.26010
Cutland, Nigel; Kessler, Christoph; Kopp, P. Ekkehard; Ross, David |
|
1988
|
A nonstandard approach to option pricing. Zbl 0900.90104
Cutland, Nigel; Kopp, P. Ekkehard; Willinger, Walter |
|
1991
|
Martingale representation and hedging policies. Zbl 0737.60044
Colwell, David B.; Elliott, Robert J.; Kopp, P. Ekkehard |
|
1991
|
Measure, integral and probability.
2nd ed. Zbl 1103.28001
Capiński, Marek; Kopp, Peter Ekkehard |
|
2004
|
Option pricing and hedge portfolios for Poisson processes. Zbl 0697.90007
Elliott, Robert J.; Kopp, P. Ekkehard |
|
1990
|
From discrete to continuous financial models: new convergence results for option pricing. Zbl 0884.90022
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter |
|
1993
|
Equivalent martingale measures for bridge processes. Zbl 0744.60048
Elliott, Robert J.; Kopp, P. Ekkehard |
|
1991
|
Direct solutions of Kolmogorov’s equations by stochastic flows. Zbl 0678.60045
Elliott, Robert J.; Kopp, P. Ekkehard |
|
1989
|
Convergence of Snell envelopes and critical prices in the American put. Zbl 0921.90016
Cutland, N. J.; Kopp, P. E.; Willinger, W.; Wyman, M. C. |
|
1997
|
From discrete to continuous stochastic calculus. Zbl 0864.60039
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter |
|
1995
|
A nonstandard treatment of options driven by Poisson processes. Zbl 0808.90018
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter |
|
1993
|
Measure, integral and probability. Zbl 1068.28500
Capiński, Marek; Kopp, Peter Ekkehard |
|
1999
|
Martingales and stochastic integrals. With contribution by C. Barnett and I. F. Wilde.
Reprint of the 1984 hardback ed. Zbl 1152.60043
Kopp, P. E. |
|
2008
|
Almost everywhere convergence for Abel means of Dunford-Schwartz operators. Zbl 0251.28006
Kopp, P. E. |
|
1973
|
Construction of dilations of positive \(L_p\) contractions. Zbl 0337.46031
Akcoglu, Mustafa A.; Kopp, P. Ekkehard |
|
1977
|
Abelian ergodic theorems for vector-valued functions. Zbl 0311.28011
Kopp, P. E. |
|
1975
|
Hyperfinite mathematical finance. Zbl 0952.91028
Kopp, P. Ekkehard |
|
1997
|
Inequalities for non-commutative \(L^p\)-spaces and an application. Zbl 0393.46052
Yeadon, F. J.; Kopp, P. E. |
|
1979
|
A ratio limit theorem for contraction projections and applications. Zbl 0254.47016
Kopp, P. E. |
|
1973
|
The synthesis of the collocation and the Galerkin method applied to some integral equations of the first kind. Zbl 0438.45015
Hsiao, G. C.; Kopp, P.; Wendland, W. L. |
|
1980
|
Positive Reynolds operators on Lebesgue spaces. Zbl 0276.47006
Kopp, P. E.; Strauss, D.; Yeadon, F. J. |
|
1973
|
Martingales and stochastic integrals. With contribution by C. Barnett and I. F. Wilde.
Reprint of the 1984 hardback ed. Zbl 1152.60043
Kopp, P. E. |
|
2008
|
Mathematics of financial markets.
2nd ed. Zbl 1140.91032
Elliott, Robert J.; Kopp, P. Ekkehard |
|
2005
|
Measure, integral and probability.
2nd ed. Zbl 1103.28001
Capiński, Marek; Kopp, Peter Ekkehard |
|
2004
|
Mathematics of financial markets. Zbl 0943.91035
Elliott, Robert J.; Kopp, P. Ekkehard |
|
1999
|
Measure, integral and probability. Zbl 1068.28500
Capiński, Marek; Kopp, Peter Ekkehard |
|
1999
|
Convergence of Snell envelopes and critical prices in the American put. Zbl 0921.90016
Cutland, N. J.; Kopp, P. E.; Willinger, W.; Wyman, M. C. |
|
1997
|
Hyperfinite mathematical finance. Zbl 0952.91028
Kopp, P. Ekkehard |
|
1997
|
Stock price returns and the Joseph effect: a fractional version of the Black-Scholes model. Zbl 0827.60021
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter |
|
1995
|
From discrete to continuous stochastic calculus. Zbl 0864.60039
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter |
|
1995
|
From discrete to continuous financial models: new convergence results for option pricing. Zbl 0884.90022
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter |
|
1993
|
A nonstandard treatment of options driven by Poisson processes. Zbl 0808.90018
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter |
|
1993
|
A nonstandard approach to option pricing. Zbl 0900.90104
Cutland, Nigel; Kopp, P. Ekkehard; Willinger, Walter |
|
1991
|
Martingale representation and hedging policies. Zbl 0737.60044
Colwell, David B.; Elliott, Robert J.; Kopp, P. Ekkehard |
|
1991
|
Equivalent martingale measures for bridge processes. Zbl 0744.60048
Elliott, Robert J.; Kopp, P. Ekkehard |
|
1991
|
Option pricing and hedge portfolios for Poisson processes. Zbl 0697.90007
Elliott, Robert J.; Kopp, P. Ekkehard |
|
1990
|
Direct solutions of Kolmogorov’s equations by stochastic flows. Zbl 0678.60045
Elliott, Robert J.; Kopp, P. Ekkehard |
|
1989
|
On Cauchy’s notion of infinitesimal. Zbl 0661.26010
Cutland, Nigel; Kessler, Christoph; Kopp, P. Ekkehard; Ross, David |
|
1988
|
Some applications of a Galerkin-Collocation method for boundary integral equations of the first kind. Zbl 0546.65091
Hsiao, G. C.; Kopp, P.; Wendland, W. L. |
|
1984
|
Martingales and stochastic integrals. Zbl 0537.60047
Kopp, P. E. |
|
1984
|
A Galerkin collocation method for some integral equations of the first kind. Zbl 0419.65088
Hsiao, G. C.; Kopp, P.; Wendland, W. L. |
|
1980
|
The synthesis of the collocation and the Galerkin method applied to some integral equations of the first kind. Zbl 0438.45015
Hsiao, G. C.; Kopp, P.; Wendland, W. L. |
|
1980
|
Inequalities for non-commutative \(L^p\)-spaces and an application. Zbl 0393.46052
Yeadon, F. J.; Kopp, P. E. |
|
1979
|
Construction of dilations of positive \(L_p\) contractions. Zbl 0337.46031
Akcoglu, Mustafa A.; Kopp, P. Ekkehard |
|
1977
|
Abelian ergodic theorems for vector-valued functions. Zbl 0311.28011
Kopp, P. E. |
|
1975
|
Almost everywhere convergence for Abel means of Dunford-Schwartz operators. Zbl 0251.28006
Kopp, P. E. |
|
1973
|
A ratio limit theorem for contraction projections and applications. Zbl 0254.47016
Kopp, P. E. |
|
1973
|
Positive Reynolds operators on Lebesgue spaces. Zbl 0276.47006
Kopp, P. E.; Strauss, D.; Yeadon, F. J. |
|
1973
|