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type_genre:"Kongress"
type_genre:"No longer published / No longer aquired"
~isPartOf:"Discussion paper / B"
~subject:"Optionspreistheorie"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Forschungsbericht"
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Optionspreistheorie
Zeitreihenanalyse
Theorie
183
Theory
183
Game theory
48
Spieltheorie
48
Experiment
23
CAPM
21
Option pricing theory
20
Estimation theory
19
Schätztheorie
19
Yield curve
16
Zinsstruktur
16
Stochastic process
15
Stochastischer Prozess
15
Hedging
13
Equilibrium theory
12
Gleichgewichtstheorie
12
Derivat
11
Derivative
11
Learning process
11
Lernprozess
11
Probability theory
11
Wahrscheinlichkeitsrechnung
11
Volatility
10
Volatilität
10
Risiko
7
Risk
7
Simulation
7
Begrenzte Rationalität
6
Bounded rationality
6
Börsenkurs
6
Evolutionary economics
6
Evolutionsökonomik
6
Negotiations
6
Portfolio selection
6
Portfolio-Management
6
Share price
6
Time series analysis
6
Verhandlungen
6
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Book / Working Paper
26
Type of publication (narrower categories)
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Kongress
No longer published / No longer aquired
Arbeitspapier
Forschungsbericht
Graue Literatur
25
Non-commercial literature
25
Working Paper
25
Language
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English
26
Author
All
Frey, Rüdiger
5
Leisen, Dietmar
3
Sommer, Daniel
3
Aase Nielsen, Jørgen
2
Cron, Axel
2
Lux, Thomas
2
Sandmann, Klaus
2
Schweizer, Martin
2
Abbink, Klaus
1
Brennscheidt, Gunnar
1
Goldys, Beniamin
1
Kuon, Bettina
1
Laurent, Jean-Paul
1
Look, Stefan
1
Marchesi, Michele
1
Musiela, Marek
1
Runggaldier, Wolfgang J.
1
Schmidt, Roland
1
Schönbucher, Philipp J.
1
Sin, Carlos A.
1
Sondermann, Dieter
1
Weidmann, Jens
1
Wiesenberg, Holger
1
Zühlsdorff, Christian
1
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Discussion paper / B
Discussion paper / Tinbergen Institute
173
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
105
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Working paper / National Bureau of Economic Research, Inc.
78
CREATES research paper
75
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
74
SFB 649 discussion paper
71
Working paper
70
Série des documents de travail / Centre de Recherche en Économie et Statistique
64
CESifo working papers
50
Discussion papers of interdisciplinary research project 373
49
Cowles Foundation discussion paper
48
Discussion paper / Center for Economic Research, Tilburg University
48
Discussion paper / Centre for Economic Policy Research
48
EUI working paper / ECO
43
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
39
Report / Econometric Institute, Erasmus University Rotterdam
35
Discussion paper
34
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
33
Working papers
32
CORE discussion paper : DP
31
Working paper series
30
Econometric Institute research papers
29
Documentos de trabajo / Banco de España, Servicio de Estudios
28
SSE EFI working paper series in economics and finance
27
CoFE discussion papers
26
Economics working paper
25
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
24
IHS economics series : working paper
23
Technical working paper / National Bureau of Economic Research
23
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
23
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
22
Discussion papers in economics
22
ECARES working paper
22
Working paper series in economics and finance
22
Discussion paper / Tinbergen Institute / Tinbergen Institute
21
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
21
Discussion papers / CEPR
20
Finance and economics discussion series
20
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ECONIS (ZBW)
26
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1
Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001355949
Saved in:
2
The pricing of derivatives on assets with quadratic volatility
Zühlsdorff, Christian
-
1999
Persistent link: https://www.econbiz.de/10001367775
Saved in:
3
A market model for stochastic implied volatility
Schönbucher, Philipp J.
-
1999
Persistent link: https://www.econbiz.de/10001392968
Saved in:
4
Stock evolution under stochastic volatility : a discrete approach
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001392972
Saved in:
5
Multi-fractal processes as models for financial returns : a first assessment
Lux, Thomas
-
1999
Persistent link: https://www.econbiz.de/10001421283
Saved in:
6
Modeling market risk in a jump-diffusion setting : a generalized Hofmann-Platen-Schweizer-Model
Wiesenberg, Holger
-
1998
Persistent link: https://www.econbiz.de/10000986536
Saved in:
7
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
8
The stochastic finite element method and application in option pricing
Look, Stefan
-
1998
Persistent link: https://www.econbiz.de/10000993239
Saved in:
9
Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10001372561
Saved in:
10
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10001355935
Saved in:
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