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subject:"Stochastischer Prozess"
~isPartOf:"Finance and stochastics"
~subject:"Arbitrage-free approximations"
~subject:"Zinsstruktur"
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Stochastischer Prozess
Arbitrage-free approximations
Zinsstruktur
Arbitrage Pricing
33
Arbitrage pricing
33
Theorie
27
Theory
27
Martingal
10
Martingale
10
Transaction costs
10
Transaktionskosten
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Option pricing theory
9
Optionspreistheorie
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Arbitrage
7
Portfolio selection
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Yield curve
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Financial economics
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Kapitalmarkttheorie
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Black-Scholes model
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Black-Scholes-Modell
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Fundamental theorem of asset pricing
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Interest rate derivative
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Risiko
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Risk
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Spekulationsblase
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Zinsderivat
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Arbitrage-free pricing
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Appleby, John A. D.
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1
Heath, David
1
Hult, Henrik
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1
Krühner, Paul
1
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1
Nadtochiy, Sergey
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1
Riedle, Markus
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1
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Finance and stochastics
International journal of theoretical and applied finance
7
Mathematics and financial economics
4
The journal of computational finance
4
NBER working paper series
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Working papers series / Federal Reserve Bank of San Francisco
3
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2
Banque de France Working Paper
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial markets and asset pricing
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Advanced mathematical methods for finance
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Annals of finance
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Arbeitspapiere zur mathematischen Wirtschaftsforschung
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Asia-Pacific financial markets
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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
Local volatility dynamic models
Carmona, René
;
Nadtochiy, Sergey
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10003939465
Saved in:
4
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:
5
Consistency among trading desks
Heath, David
;
Ku, Hyejin
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 331-340
Persistent link: https://www.econbiz.de/10003379777
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6
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
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7
The Russian option : finite horizon
Peskir, Goran
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 251-267
Persistent link: https://www.econbiz.de/10002747193
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8
The expectations hypothesis with non-negative rates
Griffin, Philip S.
- In:
Finance and stochastics
6
(
2002
)
2
,
pp. 265-271
Persistent link: https://www.econbiz.de/10001662474
Saved in:
9
Arbitrage bounds for the term structure of interest rates
Jaschke, Stefan R.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 29-40
Persistent link: https://www.econbiz.de/10001230161
Saved in:
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