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subject:"Zinsstruktur"
~isPartOf:"Journal of mathematical finance"
~subject:"Martingal"
~subject:"Theorie"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Zinsstruktur
Martingal
Theorie
Volatility
Analysis
12
Mathematical analysis
12
Stochastic process
9
Stochastischer Prozess
9
Option pricing theory
6
Optionspreistheorie
6
Theory
5
Experiment
3
Backward Stochastic Differential Equation
2
Portfolio selection
2
Portfolio-Management
2
Stochastic Differential Equation
2
Volatilität
2
Asset-or-Nothing Option
1
BSDE
1
Backward Stochastic Differential Equation with Jumps
1
Black-Scholes Partial Differential Equation
1
Black-Scholes Partial Differential Equations (PDE)
1
Black-Scholes model
1
Black-Scholes-Merton Options Pricing
1
Black-Scholes-Modell
1
Brownian Local Time
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Brownian Motion
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Cash Flow
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Cash flow
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Cashflow
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Choquet Expectation
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Closed Form Solution
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Clustering
1
Coherent Risk
1
Compensated Poisson Jump
1
Control theory
1
Converse Comparison Theorem
1
Convex Risk
1
Crank-Nicolson Method
1
Credit Rating
1
Credit rating
1
Credit risk
1
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Aufsatz in Zeitschrift
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English
6
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A, Chunxiang
1
Ackora-Prah, Joseph
1
Andam, Perpetual Saah
1
Chen, Zengjing
1
Cupidon, Jean René
1
El Hami, Abdelkhalak
1
He, Kun
1
Hyppolite, Judex
1
Kadry, Seifedine
1
Kulperger, Reg
1
Mataramvura, Sure
1
Shao, Yi
1
Sonubi, Adeyemi Adewale
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Journal of 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
8
Finance and stochastics
6
Journal of economic dynamics & control
5
Macroeconomic dynamics
5
Probability theory and related fields
5
Annals of finance
4
Applied mathematical finance
4
Economic modelling
4
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
3
Journal of economic theory
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Quantitative finance
3
Risks : open access journal
3
Scandinavian actuarial journal
3
Decisions in economics and finance : a journal of applied mathematics
2
Econometric theory
2
Economic theory : official journal of the Society for the Advancement of Economic Theory
2
IMA journal of management mathematics
2
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
2
Mathematical economics letters
2
Mathematical methods of operations research
2
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
1
Asian journal of management science and applications : AJMSA
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ECONIS (ZBW)
6
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1
Theories on the relationship between price process and stochastic volatility matrix with compensated poisson jump using fourier transforms
Andam, Perpetual Saah
;
Ackora-Prah, Joseph
; …
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 633-656
Persistent link: https://www.econbiz.de/10011752419
Saved in:
2
Portfolio optimization problem with delay under Cox-Ingersoll-Ross model
A, Chunxiang
;
Shao, Yi
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 699-717
Persistent link: https://www.econbiz.de/10011752489
Saved in:
3
A target zone model where the fundamentals follow a geometric Brownian motion
Cupidon, Jean René
;
Hyppolite, Judex
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 866-886
Persistent link: https://www.econbiz.de/10011657698
Saved in:
4
Credit rating modelled with reflected stochastic differential equations
Sonubi, Adeyemi Adewale
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 333-337
Persistent link: https://www.econbiz.de/10011312408
Saved in:
5
Solution of stochastic non-homogeneous linear first-order difference equations
Kadry, Seifedine
;
El Hami, Abdelkhalak
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 245-248
Persistent link: https://www.econbiz.de/10011312422
Saved in:
6
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
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