//--> //--> //-->
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:"Monte-Carlo-Simulation"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial economics"
~subject:"CAPM"
~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
Search: subject_exact:"Calculus"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
CAPM
Martingale
Analysis
4
Mathematical analysis
4
Stochastic process
4
Stochastischer Prozess
4
Theorie
3
Theory
3
Credit risk
1
Epstein-Zin utilities
1
Epstein-Zin utility
1
Kreditrisiko
1
Martingal
1
Mathematical programming
1
Mathematische Optimierung
1
Option pricing theory
1
Optionspreistheorie
1
Poisson equations
1
Probability theory
1
Wahrscheinlichkeitsrechnung
1
backward stochastic differential equations
1
bounded martingale
1
consumption-based equilibrium model
1
consumption-investment problem
1
credit risk
1
diffusion process
1
first hitting time
1
information reduction
1
machine learning
1
online optimization
1
random horizons
1
stochastic differential equation
1
stochastic differential equations
1
stochastic gradient descent
1
stochastic partial differential equations
1
stochastic survival probability
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Jeanblanc, Monique
1
Ma, Junchi
1
Ogunsolu, Mobolaji
1
Qiu, Jinniao
1
Sezer, Ayşe Deniz
1
Vrins, Frédéric
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial economics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
International journal of theoretical and applied finance
4
Applied mathematical finance
3
Finance and stochastics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Discussion papers / Graduate School of Economics, Hitotsubashi University
2
Quantitative finance
2
Advanced mathematical methods for finance
1
Annals of finance
1
Annals of operations research
1
Asia-Pacific financial markets
1
Aspects of mathematical finance
1
Astin bulletin : the journal of the International Actuarial Association
1
CREATES Research Paper 2010-17
1
CREATES research paper
1
CoFE discussion papers
1
Computational economics
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
1
Econometric theory
1
Economic modelling
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
Journal of mathematical economics
1
Journal of risk and financial management : JRFM
1
Mathematical methods of operations research
1
Mathematics of operations research
1
Operations research
1
Publications of the Newton Institute
1
Research paper / University of Melbourne, Department of Economics
1
Risks : open access journal
1
Scandinavian actuarial journal
1
Stochastic modelling and applied probability
1
The econometrics journal
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Credit risk pricing in a consumption-based equilibrium framework with incomplete accounting information
Ma, Junchi
;
Ogunsolu, Mobolaji
;
Qiu, Jinniao
;
Sezer, …
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 666-708
Persistent link: https://www.econbiz.de/10014329901
Saved in:
2
Conic martingales from stochastic integrals
Jeanblanc, Monique
;
Vrins, Frédéric
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 516-535
Persistent link: https://www.econbiz.de/10012166968
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->