//--> //--> //--> //-->
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:"Advancement in business analytics tools for higher financial performance"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Research paper series"
~subject:"Portfolio selection"
~subject:"Risk model"
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:"Bernoulli process"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risk model
Stochastic process
153
Stochastischer Prozess
153
Option pricing theory
99
Optionspreistheorie
99
Volatility
74
Volatilität
74
Theorie
49
Theory
49
Derivat
25
Derivative
25
Portfolio-Management
24
Option trading
17
Optionsgeschäft
17
Hedging
16
stochastic volatility
15
Black-Scholes model
14
Black-Scholes-Modell
14
Experiment
13
Yield curve
13
Zinsstruktur
13
Credit risk
9
Kreditrisiko
9
Markov chain
9
Markov-Kette
9
Control theory
8
Kontrolltheorie
8
Lévy processes
8
Martingal
8
Martingale
8
Simulation
8
Analysis
7
Mathematical analysis
7
Mathematical programming
7
Mathematische Optimierung
7
Statistical distribution
7
Statistische Verteilung
7
Stochastic volatility
7
Börsenkurs
6
Correlation
6
more ...
less ...
Online availability
All
Undetermined
18
Free
3
Type of publication
All
Article
25
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
27
Author
All
Bacinello, Anna Rita
2
Korn, Ralf
2
Al-Aradi, Ali
1
Arai, Takuji
1
Bergault, Philippe
1
Biffi, Paolo
1
Bouveret, Géraldine
1
Bouzianis, George
1
Campi, Luciano
1
Cheridito, Patrick
1
Clemente, Gian Paolo
1
Donnelly, Ryan
1
Durrell, Fernando J.
1
Evangelista, David
1
Fouque, Jean-Pierre
1
Guijarro-Ordonez, Jorge
1
Guéant, Olivier
1
Hu, Ruimeng
1
Hughston, Lane P.
1
Imai, Yuto
1
Jaimungal, Sebastian
1
Lindberg, Carl
1
Lorig, Matthew
1
Lu, Bing
1
Maggistro, Rosario
1
Mai, Jan-Frederik
1
Menegatti, Mario
1
Millossovich, Pietro
1
Ménassé, Clément
1
Nika, Zsolt
1
Oertel, Frank
1
Papanicolaou, A.
1
Ruf, Johannes
1
Rásonyi, Miklos
1
Sakib, S. M. Nazmuz
1
Schäl, Manfred
1
Sepin, Tardu
1
Souza, Max O.
1
Tankov, Peter
1
Thamsten, Y.
1
more ...
less ...
Published in...
All
Advancement in business analytics tools for higher financial performance
Applied mathematical finance
Decisions in economics and finance : DEF ; a journal of applied mathematics
Research paper series
Insurance / Mathematics & economics
115
European journal of operational research : EJOR
63
International journal of theoretical and applied finance
54
Finance and stochastics
42
Quantitative finance
36
Risks : open access journal
31
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
Journal of economic dynamics & control
25
Mathematical methods of operations research
25
Scandinavian actuarial journal
23
Journal of mathematical finance
21
Annals of finance
19
Finance research letters
18
Journal of banking & finance
17
International journal of financial engineering
16
Mathematics and financial economics
16
Computational economics
14
Journal of risk and financial management : JRFM
13
Mathematical finance : an international journal of mathematics, statistics and financial economics
11
Research paper series / Swiss Finance Institute
11
Astin bulletin : the journal of the International Actuarial Association
10
Computational Management Science : CMS
10
IMA journal of management mathematics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Mathematics of operations research
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Swiss Finance Institute Research Paper
9
Operations research letters
8
Economic modelling
7
SpringerLink / Bücher
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of computational finance
7
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Discussion paper / Tinbergen Institute
6
Journal of the Operational Research Society
6
OR spectrum : quantitative approaches in management
6
Review of derivatives research
6
Annals of operations research
5
Applied economics
5
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal execution : a review
Donnelly, Ryan
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
Saved in:
2
Optimal withdrawal strategies in GLWB variable annuities
Bacinello, Anna Rita
;
Maggistro, Rosario
;
Zoccolan, Ivan
-
2022
Persistent link: https://www.econbiz.de/10013341541
Saved in:
3
An efficient Monte Carlo based approach for the simulation of future annuity values
Bacinello, Anna Rita
;
Millossovich, Pietro
;
Viviano, Fabio
-
2021
Persistent link: https://www.econbiz.de/10012615282
Saved in:
4
Fixed point theory and insurance loss modeling : an unlikely pairing
Sakib, S. M. Nazmuz
- In:
Advancement in business analytics tools for higher …
,
(pp. 129-153)
.
2023
Persistent link: https://www.econbiz.de/10014364757
Saved in:
5
On regularized optimal execution problems and their singular limits
Souza, Max O.
;
Thamsten, Y.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 79-109
Persistent link: https://www.econbiz.de/10013554788
Saved in:
6
Closed-form approximations in multi-asset market making
Bergault, Philippe
;
Evangelista, David
;
Guéant, Olivier
; …
- In:
Applied mathematical finance
28
(
2021
)
2
,
pp. 101-142
Persistent link: https://www.econbiz.de/10013171062
Saved in:
7
Optimal market making under partial information with general intensities
Campi, Luciano
;
Zabaljauregui, Diego
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012254093
Saved in:
8
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
9
A mathematical analysis of technical analysis
Lorig, Matthew
;
Zhou, Zhou
;
Zou, Bin
- In:
Applied mathematical finance
26
(
2019
)
1
,
pp. 38-68
Persistent link: https://www.econbiz.de/10012210259
Saved in:
10
Dual representation of the cost of designing a portfolio satisfying multiple risk constraints
Bouveret, Géraldine
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 222-256
Persistent link: https://www.econbiz.de/10012210285
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->