//--> //--> //--> //-->
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
~isPartOf:"Advanced mathematical methods for finance"
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:"Stochastisches Modell "
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
13
Stochastischer Prozess
13
Theorie
13
Theory
13
Option pricing theory
6
Optionspreistheorie
6
Analysis
4
Hedging
4
Mathematical analysis
4
Portfolio selection
3
Portfolio-Management
3
Control theory
2
Factor analysis
2
Faktorenanalyse
2
Kontrolltheorie
2
Nichtlineare Regression
2
Nonlinear regression
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Ansteckungseffekt
1
Arbitrage Pricing
1
Arbitrage pricing
1
Black-Scholes model
1
Black-Scholes-Modell
1
Business cycle
1
Börsenkurs
1
Contagion effect
1
Credit rating
1
Credit risk
1
Derivat
1
Derivative
1
Estimation theory
1
Financial analysis
1
Financial market
1
Finanzanalyse
1
Finanzmarkt
1
Insider trading
1
Insiderhandel
1
more ...
less ...
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Aufsatz im Buch
13
Book section
13
Language
All
English
13
Author
All
Barndorff-Nielsen, Ole E.
1
Bender, Christian
1
Benth, Fred Espen
1
Biagini, Francesca
1
Di Nunno, Giulia
1
Eberlein, Ernst
1
Ekström, Erik
1
Es, Bert van
1
Fuschini, Serena
1
Geiss, Stefan
1
Glau, Kathrin
1
Gobet, Emmanuel
1
Hu, Ying
1
Iftimie, Bogdan
1
Jakubowski, Jacek
1
Klüppelberg, Claudia
1
Lindberg, Carl
1
Mazurencu Marinescu, Miruna
1
Mijatovi´c, Aleksandar
1
Niewęgłowski, Mariusz
1
Pamen, Olivier Menoukeu
1
Papapantoleon, Antonis
1
Pistorius, Martijn
1
Proske, Frank
1
Schweizer, Martin
1
Sottinen, Tommi
1
Spreij, Peter
1
Stettner, Lukasz
1
Tysk, Johan
1
Valkeila, Esko
1
Veraart, Almut E. D.
1
Vârsan, Constantin
1
Zanten, Harry van
1
Øksendal, Bernt K.
1
more ...
less ...
Published in...
All
Advanced mathematical methods for finance
European journal of operational research : EJOR
636
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
171
International journal of production research
169
Quantitative finance
165
Operations research letters
164
Mathematics of operations research
156
Journal of economic dynamics & control
140
Discussion paper / Tinbergen Institute
125
Risks : open access journal
124
International journal of production economics
123
Applied mathematical finance
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
110
The journal of computational finance
106
Economics letters
96
Journal of mathematical finance
89
Econometric reviews
86
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Economic modelling
81
Energy economics
81
Transportation research / E : an international journal
81
International journal of financial engineering
80
Annals of operations research
79
INFORMS journal on computing : JOC
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Finance research letters
77
Mathematical methods of operations research
77
Omega : the international journal of management science
76
Computational Management Science : CMS
73
Working paper
72
Journal of banking & finance
71
Journal of economic theory
71
Annals of finance
69
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotics of HARA utility from terminal wealth under proportional transaction costs with decision lag or execution delay and obligatory diversification
Stettner, Lukasz
- In:
Advanced mathematical methods for finance
,
(pp. 509-536)
.
2011
Persistent link: https://www.econbiz.de/10008991273
Saved in:
2
Exotic derivatives under stochastic volatility models with jumps
Mijatovi´c, Aleksandar
;
Pistorius, Martijn
- In:
Advanced mathematical methods for finance
,
(pp. 455-508)
.
2011
Persistent link: https://www.econbiz.de/10008991275
Saved in:
3
Pricing and hedging of rating-sensitive claims modeled by F-doubly stochastic Markov chains
Jakubowski, Jacek
;
Niewęgłowski, Mariusz
- In:
Advanced mathematical methods for finance
,
(pp. 417-453)
.
2011
Persistent link: https://www.econbiz.de/10008991278
Saved in:
4
Functionals associated with gradient stochastic flows and nonlinear SPDEs
Iftimie, Bogdan
;
Mazurencu Marinescu, Miruna
;
Vârsan, …
- In:
Advanced mathematical methods for finance
,
(pp. 397-415)
.
2011
Persistent link: https://www.econbiz.de/10008991280
Saved in:
5
Some new BSDE results for an infinite-horizon stochastic control problem
Hu, Ying
;
Schweizer, Martin
- In:
Advanced mathematical methods for finance
,
(pp. 367-395)
.
2011
Persistent link: https://www.econbiz.de/10008991281
Saved in:
6
Fractional smoothness and applications in finance
Geiss, Stefan
;
Gobet, Emmanuel
- In:
Advanced mathematical methods for finance
,
(pp. 313-331)
.
2011
Persistent link: https://www.econbiz.de/10008991284
Saved in:
7
Nonparametric methods for volatility density estimation
Es, Bert van
;
Spreij, Peter
;
Zanten, Harry van
- In:
Advanced mathematical methods for finance
,
(pp. 293-312)
.
2011
Persistent link: https://www.econbiz.de/10008991285
Saved in:
8
Optimal liquidation of a pairs trade
Ekström, Erik
;
Lindberg, Carl
;
Tysk, Johan
- In:
Advanced mathematical methods for finance
,
(pp. 247-255)
.
2011
Persistent link: https://www.econbiz.de/10008991288
Saved in:
9
Analyticity of the Wiener-Hopf Factors and valuation of exotic options in Lévy models
Eberlein, Ernst
;
Glau, Kathrin
;
Papapantoleon, Antonis
- In:
Advanced mathematical methods for finance
,
(pp. 223-245)
.
2011
Persistent link: https://www.econbiz.de/10008991291
Saved in:
10
A general maximum principle for anticipative stochastic control and applications to insider trading
Di Nunno, Giulia
;
Pamen, Olivier Menoukeu
;
Øksendal, …
- In:
Advanced mathematical methods for finance
,
(pp. 181-221)
.
2011
Persistent link: https://www.econbiz.de/10008991293
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->