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Search: subject:"multiasset"
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Option pricing theory
18
Optionspreistheorie
18
Portfolio selection
11
Portfolio-Management
11
Option trading
10
Optionsgeschäft
10
Theorie
10
Theory
10
Stochastic process
7
Stochastischer Prozess
7
Correlation
6
Volatility
6
Volatilität
6
Korrelation
5
Black-Scholes model
4
Black-Scholes-Modell
4
Derivat
4
Derivative
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Multi-asset options
4
Risk
4
Risk management
4
multi-asset
4
ARCH model
3
ARCH-Modell
3
Agent-based modeling
3
Agentenbasierte Modellierung
3
Capital income
3
Experiment
3
Financial market
3
Finanzmarkt
3
Investment Fund
3
Investmentfonds
3
Kapitaleinkommen
3
Multi-asset
3
Multi-asset Black-Scholes PDE
3
Multi-asset portfolio
3
Risiko
3
Risikomanagement
3
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38
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37
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37
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1
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1
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English
38
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16
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Escobar, Marcos
2
Guillaume, Tristan
2
Rastegari, Javad
2
Rigatos, Gerasimos G.
2
Samimi, Oldouz
2
Shiraya, Kenichiro
2
Siano, P.
2
Stentoft, Lars
2
Tavin, Bertrand
2
ABBAS-TURKI, LOKMAN A.
1
ANDERLUH, J. H. M.
1
Aboura, Sofiane
1
Ahdida, Abdelkoddousse
1
Akahori, Jirô
1
Alfonsi, Aurélien
1
Angerer, Martin
1
Arismendi Zambrano, Juan Carlos
1
Bassols-Gardella, Narcís
1
Bendiek, Ansgar Bernhard
1
Bossu, Sébastien
1
Chevallier, Julien
1
Clare, Andrew D.
1
Cohen, Asaf
1
Contreras, Mauricio
1
Coqueret, Guillaume
1
Coromina, Lluís
1
DIMITROFF, GEORGI
1
Deng, Shi-Jie
1
Desforges, Perceval
1
Dias, Alexandra
1
Dieci, Roberto
1
Dong, Xiyong
1
Esquível, Manuel
1
Evers, Ingmar
1
García, Diego
1
Geissler, Christophe
1
Hanke, Michael
1
Heidergott, Bernd
1
Huang, Hong-Chih
1
Huh, Jeonggyu
1
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International Journal of Theoretical and Applied Finance (IJTAF)
4
Computational economics
3
Quantitative finance
3
Applied Mathematical Finance
2
Applied mathematical finance
2
International journal of financial engineering
2
Journal of Banking & Finance
2
Review of Derivatives Research
2
Annals of financial economics
1
Asia-Pacific Financial Markets
1
Bulletin of applied economics
1
Decision making and risk/return optimization in financial economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
European journal of operational research : EJOR
1
Evolutionary and institutional economics review
1
Finance and stochastics
1
Finance research letters
1
Insurance / Mathematics & economics
1
Insurance: Mathematics and Economics
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of Financial Markets
1
Journal of banking & finance
1
Journal of evolutionary economics : JEE
1
Journal of forecasting
1
Journal of mathematical economics
1
Journal of mathematical finance
1
Journal of property investment & finance
1
Journal of quantitative economics
1
Journal of risk finance : the convergence of financial products and insurance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics of operations research
1
Physica A: Statistical Mechanics and its Applications
1
Quantitative Finance
1
Research in international business and finance
1
Service business
1
Stochastic Processes and their Applications
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of asset management
1
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ECONIS (ZBW)
38
RePEc
16
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1
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54
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date (oldest first)
1
Optimisation of the investment strategy of the Norwegian Sovereign Wealth Fund by adjusting the real estate quota
Rehers, Sven
;
Lekander, Jon
;
Bendiek, Ansgar Bernhard
- In:
Journal of property investment & finance
42
(
2024
)
1
,
pp. 50-66
Persistent link: https://www.econbiz.de/10014504658
Saved in:
2
Quantum-inspired variational algorithms for partial differential equations : application to financial derivative pricing
Zhao, Tianchen
;
Sun, Chuhao
;
Cohen, Asaf
;
Stokes, James
; …
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014551890
Saved in:
3
Analysis of the relevance of sentiment data for the prediction of excess returns in a
multiasset
framework
Desforges, Perceval
;
Geissler, Christophe
;
Liu, Fei
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1360-1369
Persistent link: https://www.econbiz.de/10014338901
Saved in:
4
Covariance dependent kernels, a Q-affine GARCH for
multi-asset
option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
Saved in:
5
Model-free bounds for
multi-asset
options using option-implied information and their exact computation
Neufeld, Ariel
;
Papapantoleon, Antonis
;
Xiang, Qikun
- In:
Management science : journal of the Institute for …
69
(
2023
)
4
,
pp. 2051-2068
Persistent link: https://www.econbiz.de/10014305379
Saved in:
6
Pricing
multiasset
time-varying double-barrier options with time-dependent parameters
Lyuu, Yuh-dauh
;
Zhang, Yu-Quan
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 404-434
Persistent link: https://www.econbiz.de/10014293107
Saved in:
7
The perceived image of
multi-asset
tourist destinations : investigating congruence across different content types
Bassols-Gardella, Narcís
;
Coromina, Lluís
- In:
Service business
16
(
2022
)
1
,
pp. 57-75
Persistent link: https://www.econbiz.de/10013172553
Saved in:
8
ETF risk models
Kakushadze, Zura
;
Yu, Willie
- In:
Bulletin of applied economics
9
(
2022
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10013407268
Saved in:
9
Pricing the correlation skew with normal mean-variance mixture copulas
Luján Fernández, Ignacio
- In:
The journal of computational finance
26
(
2022
)
2
,
pp. 83-99
Persistent link: https://www.econbiz.de/10013549659
Saved in:
10
Multi-asset
pricing modeling using holding-based networks in energy markets
Wang, Wentao
;
Zhao, Shangmei
;
Zhang, Junhuan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10013342694
Saved in:
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