//--> //--> //-->
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:"Option pricing theory"
~isPartOf:"Journal of mathematical finance"
~subject:"Finanzmathematik"
~subject:"Wirtschaftsmathematik"
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:"Mathematical finance"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Finanzmathematik
Wirtschaftsmathematik
Mathematical finance
7
Theorie
4
Theory
4
Optionspreistheorie
3
Mathematical Finance
2
Mathematics
2
Mathematik
2
Risiko
2
Risk
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Actuarial mathematics
1
Analysis
1
BSDE
1
Backward Stochastic Differential Equation
1
CAPM
1
Choquet Expectation
1
Classical Risk Model
1
Coherent Risk
1
Constant Elasticity of Variance Model
1
Converse Comparison Theorem
1
Convex Risk
1
Decision under risk
1
Delegated Portfolio Management
1
Diffusion Equation
1
Dividend
1
Dividende
1
Dupire’s Equation
1
Dupire’s Formula
1
Entscheidung unter Risiko
1
Erwartungsbildung
1
Expectation formation
1
Interest rate
1
Interest rate derivative
1
Inverse Problem
1
Jensen’s Inequality
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Chen, Zengjing
1
Das, Jagriti
1
Guler, Coskun
1
He, Kun
1
Huang, Yujuan
1
Koulis, Theodoro
1
Kulperger, Reg
1
Nath, Dilip C.
1
Oban, Volkan
1
Paseka, Alex
1
Stowe, David L.
1
Thaaneswaran, Aerambamoorthy
1
Tsumurai, Shota
1
Yu, Wenguang
1
more ...
less ...
Published in...
All
Journal of mathematical finance
Insurance / Mathematics & economics
124
SpringerLink / Bücher
63
Lecture notes in economics and mathematical systems : LNEMS
61
Wiley finance series
39
Discussion paper / Centre for Economic Policy Research
25
Lehrbuch
25
Wiley finance
25
Working paper / National Bureau of Economic Research, Inc.
24
Chapman & Hall/CRC financial mathematics series
19
Finance and stochastics
19
NBER working paper series
19
NBER Working Paper
18
Advances on income inequality and concentration measures
17
Handbooks in economics
17
The Wiley Finance Ser
16
A Chapman & Hall book
15
The Frank J. Fabozzi series
15
Universitext
15
International journal of theoretical and applied finance
14
New developments in financial modelling
14
Springer eBook Collection
14
Springer eBook Collection / Business and Economics
13
Springer finance
13
Choice modelling and the transfer of environmental values
12
Journal of economic dynamics & control
12
Springer Texts in Business and Economics
12
Studium
12
The journal of computational finance
12
Edward Elgar E-Book Archive
10
Ensaios econômicos
10
Journal of economic surveys
10
Money, measurement and computation
10
Risks : open access journal
10
Studienbücher Wirtschaftsmathematik
10
Studies in economic theory
10
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
10
Discussion paper / Center for Economic Research, Tilburg University
9
Interfaces : the INFORMS journal on the practice of operations research
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
History of political economy
8
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Malliavin differentiability of CEV-type Heston model
Tsumurai, Shota
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 173-199
Persistent link: https://www.econbiz.de/10012545592
Saved in:
2
On the inverse problem of Dupire's education with nonlocal boundary and integral conditions
Guler, Coskun
;
Oban, Volkan
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 934-940
Persistent link: https://www.econbiz.de/10011859946
Saved in:
3
Portfolio mathematics with general linear and quadratic constraints
Stowe, David L.
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 675-690
Persistent link: https://www.econbiz.de/10012433449
Saved in:
4
Burr distribution as an actuarial risk model and the computation of some of its actuarial quantities related to the probability of ruin
Das, Jagriti
;
Nath, Dilip C.
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 213-231
Persistent link: https://www.econbiz.de/10011543904
Saved in:
5
Risk measures and nonlinear expectations
Chen, Zengjing
;
He, Kun
;
Kulperger, Reg
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 383-391
Persistent link: https://www.econbiz.de/10010239533
Saved in:
6
Interest rate models
Paseka, Alex
;
Koulis, Theodoro
;
Thaaneswaran, Aerambamoorthy
- In:
Journal of mathematical finance
2
(
2012
)
2
,
pp. 141-158
Persistent link: https://www.econbiz.de/10009719264
Saved in:
7
The Markovian regime-switching risk model with constant dividend barrier under absolute ruin
Yu, Wenguang
;
Huang, Yujuan
- In:
Journal of mathematical finance
1
(
2011
)
3
,
pp. 83-89
Persistent link: https://www.econbiz.de/10009668520
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->