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subject:"Stochastischer Prozess"
~isPartOf:"Finance and stochastics"
~subject:"Arbitrage-free approximations"
~subject:"Interest rate derivative"
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Stochastischer Prozess
Arbitrage-free approximations
Interest rate derivative
Arbitrage Pricing
33
Arbitrage pricing
33
Theorie
27
Theory
27
Martingal
10
Martingale
10
Transaction costs
10
Transaktionskosten
10
Option pricing theory
9
Optionspreistheorie
9
Arbitrage
7
Portfolio selection
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Portfolio-Management
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CAPM
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Yield curve
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Zinsstruktur
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Financial economics
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Kapitalmarkttheorie
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Stochastic process
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Hedging
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Incomplete market
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Mathematical programming
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Mathematische Optimierung
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Unvollkommener Markt
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Volatility
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Black-Scholes model
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Black-Scholes-Modell
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Bubbles
2
Fundamental theorem of asset pricing
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Risiko
2
Risk
2
Spekulationsblase
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Zinsderivat
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Arbitrage-free pricing
1
Asymptotic arbitrage
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English
7
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Appleby, John A. D.
1
Benth, Fred Espen
1
Björk, Tomas
1
Hult, Henrik
1
Hunt, Phil J.
1
Jamshidian, Farshid
1
Kennedy, Joanne
1
Krühner, Paul
1
Pelsser, Antoon André Jean
1
Peskir, Goran
1
Riedle, Markus
1
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1
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Finance and stochastics
The journal of computational finance
5
International journal of theoretical and applied finance
4
Mathematics and financial economics
4
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Gabler Edition Wissenschaft
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Advanced mathematical methods for finance
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Annals of finance
1
Applied mathematical finance
1
Arbeitspapiere zur mathematischen Wirtschaftsforschung
1
Banque de France Working Paper
1
Bonn Econ Discussion Papers / BGSE
1
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
1
Chapman & Hall/CRC financial mathematics series
1
Credit and capital markets : Kredit und Kapital
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers / CEPR
1
Documents de travail / Banque de France
1
Economic theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European financial management : the journal of the European Financial Management Association
1
FEDS Working Paper
1
Finance and economics discussion series
1
Friedberger Hochschulschriften / Fachhochschule Gießen, Friedberg
1
Gabler Research
1
Insurance / Mathematics & economics
1
Interest rate, term structure, and valuation modeling
1
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
1
Journal of economic dynamics & control
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Journal of economics and finance
1
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Market risk and financial markets modeling
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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NBER working paper series
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OR spectrum : quantitative approaches in management
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Benth, Fred Espen
;
Krühner, Paul
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 327-366
Persistent link: https://www.econbiz.de/10011945791
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2
Bubbles and crashes in a black-scholes model with delay
Appleby, John A. D.
;
Riedle, Markus
;
Swords, Catherine
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009682292
Saved in:
3
Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
Saved in:
4
A note on Wick products and the fractional Black-Scholes model
Björk, Tomas
;
Hult, Henrik
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 197-209
Persistent link: https://www.econbiz.de/10002747154
Saved in:
5
The Russian option : finite horizon
Peskir, Goran
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 251-267
Persistent link: https://www.econbiz.de/10002747193
Saved in:
6
Markov-functional interest rate models
Hunt, Phil J.
;
Kennedy, Joanne
;
Pelsser, Antoon André Jean
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 391-408
Persistent link: https://www.econbiz.de/10001538325
Saved in:
7
LIBOR and swap market models and measures
Jamshidian, Farshid
- In:
Finance and stochastics
1
(
1997
)
4
,
pp. 293-330
Persistent link: https://www.econbiz.de/10001226611
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