//--> //--> //--> //-->
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:"Zinsstruktur"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Lecture notes in economics and mathematical systems : LNEMS"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Theorie"
~subject:"Theory"
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:"Differenzialrechnung"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Zinsstruktur
Theorie
Theory
Analysis
19
Mathematical analysis
19
Option pricing theory
9
Optionspreistheorie
9
Stochastic process
9
Stochastischer Prozess
9
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Yield curve
4
Credit derivative
3
Euler-Maruyama stochastic integral approximation
3
HJM (Heath-Jarrow-Morton) model
3
Kreditderivat
3
Martingal
3
Martingale
3
Finanzmathematik
2
Laplace transforms
2
Lie-Symmetrien
2
Spieltheorie
2
Volatility
2
Volatilität
2
Algorithm
1
Algorithmus
1
Backward stochastic differential Equations
1
Commodity price
1
Control theory
1
Derivat
1
Derivat <Wertpapier>
1
Derivative
1
Dynamic game
1
Dynamisches Spiel
1
Dynamisches System
1
Financial economics
1
Fourier analysis
1
Fourier-Analyse
1
Fourier-Transformation
1
Funding costs
1
more ...
less ...
Online availability
All
Free
12
Type of publication
All
Book / Working Paper
16
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Forschungsbericht
2
Hochschulschrift
2
Article in journal
1
Aufsatz in Zeitschrift
1
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
Thesis
1
more ...
less ...
Language
All
English
17
Author
All
Chiarella, Carl
6
Platen, Eckhard
6
Fanelli, Viviana
3
Musti, Silvana
3
Craddock, Mark
2
Hulley, Hardy
2
Rendek, Renata
2
Ziogas, Andrew
2
Bouziane, Markus
1
Cheang, Gerald
1
Cheang, Gerald H. L.
1
Kang, Boda
1
Konnov, Igor V.
1
Krabs, Werner
1
Küchler, Uwe
1
Lennox, Kelly A.
1
Meyer, Gunter H.
1
Pickl, Stefan
1
Zhu, Jianwei
1
more ...
less ...
Institution
All
International Symposium on Generalized Convexity, Monotonicity <8, 2005, Varese>
1
Published in...
All
European journal of operational research : EJOR
Lecture notes in economics and mathematical systems : LNEMS
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Discussion papers of interdisciplinary research project 373
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Insurance / Mathematics & economics
9
Mathematics Preprint Archive
9
SFB 649 discussion paper
9
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
8
CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
CESifo working papers
6
Contemporary quantitative finance : essays in honour of Eckhard Platen
6
International journal of theoretical and applied finance
5
Journal of economic dynamics & control
5
Journal of mathematical finance
5
Macroeconomic dynamics
5
Probability theory and related fields
5
Advanced mathematical methods for finance
4
Annals of finance
4
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
4
Finance and stochastics
4
Journal of mathematical economics
4
Lehrbuch
4
Mathematical control theory and finance
4
Springer eBook Collection
4
Tübinger Diskussionsbeitrag
4
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
4
CREATES research paper
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Discussion paper / Tinbergen Institute
3
Economic modelling
3
Journal of economic theory
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Series of monographs of contemporary social systems solutions
3
SpringerLink / Bücher
3
The journal of computational finance
3
Volkswirtschaftliche Diskussionsbeiträge
3
Working papers / Università degli Studi di Milano, Dipartimento di Scienze Economiche, Aziendali e Statistiche
3
Applied mathematical finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Lie symmetry methods for multidimensional linear, parabolic PDES and diffusions
Craddock, Mark
;
Lennox, Kelly A.
-
2010
Persistent link: https://www.econbiz.de/10008662183
Saved in:
2
On explicit probability laws for classes of scalar diffusions
Craddock, Mark
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10003857525
Saved in:
3
A visual criterion for identifying Itô diffusions as martingalesor strict local martingales
Hulley, Hardy
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662355
Saved in:
4
Exact scenario simulation for selected multi-dimensional stochastic processes
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662360
Saved in:
5
Quasi-exact approximation of hidden Markov chain filters
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662361
Saved in:
6
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
7
The representation of American options prices under stochastic volatility and jump-diffusion dynamics
Cheang, Gerald
;
Chiarella, Carl
;
Ziogas, Andrew
-
2009
Persistent link: https://www.econbiz.de/10009233319
Saved in:
8
Hedge portfolios in markets with price discontinuities
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003856801
Saved in:
9
The evaluation of American option prices under stochastic volatility and jump-diffusion dynamics using the method of lines
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
-
2008
Persistent link: https://www.econbiz.de/10003856817
Saved in:
10
Modelling the evolution of credit spreads using the Cox process within the HUM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2008
Persistent link: https://www.econbiz.de/10003857131
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->