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subject:"Zinsstruktur"
~isPartOf:"Applied mathematical finance"
~subject:"Martingal"
~subject:"Theorie"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Zinsstruktur
Martingal
Theorie
Volatility
Analysis
7
Mathematical analysis
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Option pricing theory
5
Optionspreistheorie
5
Stochastic process
5
Stochastischer Prozess
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Theory
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Volatilität
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partial differential equations
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And phrases: binomial tree model
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Black-Scholes model
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Black-Scholes-Modell
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Börsenkurs
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Conditional Monte Carlo
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Control theory
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Derivat
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Limit order books
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Market microstructure
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Marktmikrostruktur
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Martingale
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Aufsatz in Zeitschrift
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English
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Baptiste, Julien
1
Chevalier, Etienne
1
Hambly, Ben
1
Kalsi, Jasdeep
1
Lim, Thomas
1
Lépinette, Emmanuel
1
Newbury, James
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Romero, Ricardo Romo
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Torricelli, Lorenzo
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Applied mathematical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Insurance / Mathematics & economics
10
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
9
International journal of theoretical and applied finance
8
The journal of computational finance
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Finance and stochastics
6
Journal of mathematical finance
6
Journal of economic dynamics & control
5
Macroeconomic dynamics
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Probability theory and related fields
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Annals of finance
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Economic modelling
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Journal of mathematical economics
4
Asia-Pacific financial markets
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Journal of econometrics
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Journal of economic theory
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Quantitative finance
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Risks : open access journal
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Scandinavian actuarial journal
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Decisions in economics and finance : a journal of applied mathematics
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Econometric theory
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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IMA journal of management mathematics
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International game theory review
2
International journal of financial engineering
2
International journal of forecasting
2
International journal of theoretical and applied finance : IJTAF
2
Journal of risk and financial management : JRFM
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Mathematical economics letters
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Mathematical methods of operations research
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Mathematics and financial economics
2
Mathematics of operations research
2
Technological forecasting & social change : an international journal
2
The journal of computational finance : JFC
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of operations research
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Asian journal of management science and applications : AJMSA
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ECONIS (ZBW)
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Limit order books, diffusion approximations and reflected SPDEs : from microscopic to macroscopic models
Hambly, Ben
;
Kalsi, Jasdeep
;
Newbury, James
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 132-170
Persistent link: https://www.econbiz.de/10012254111
Saved in:
2
Volatility targeting using delayed diffusions
Torricelli, Lorenzo
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 213-246
Persistent link: https://www.econbiz.de/10012128945
Saved in:
3
Diffusion equations : convergence of the functional scheme derived from the binomial tree with local volatility for non smooth payoff functions
Baptiste, Julien
;
Lépinette, Emmanuel
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 511-532
Persistent link: https://www.econbiz.de/10012129179
Saved in:
4
Indifference fee rate for variable annuities
Chevalier, Etienne
;
Lim, Thomas
;
Romero, Ricardo Romo
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 278-308
Persistent link: https://www.econbiz.de/10011704242
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