//--> //--> //-->
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:"Applied mathematical finance"
~language:"eng"
~person:"Forsyth, Peter A."
~subject:"Estimation"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Working Paper"
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:
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Volatilität
Theorie
6
Theory
6
Portfolio selection
3
Portfolio-Management
3
Option pricing theory
2
Optionspreistheorie
2
Volatility
2
Altersvorsorge
1
HJB PDE
1
Mathematical programming
1
Mathematische Optimierung
1
Mortality
1
Optimal control
1
Optimal trading
1
Retirement provision
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Statistical test
1
Statistischer Test
1
Sterblichkeit
1
Stochastic process
1
Stochastischer Prozess
1
Time consistency
1
Zeitkonsistenz
1
apparent alpha
1
arrival price
1
asset allocation
1
dynamic asset allocation
1
expected shortfall
1
implementation shortfall
1
interpolation
1
mean quadratic variation
1
mean variance
1
pre-commitment
1
quadratic shortfall
1
resampled backtests
1
scaled grid
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Mehrbändiges Werk
Working Paper
Aufsatz in Zeitschrift
2
Language
All
English
Author
All
Forsyth, Peter A.
Avellaneda, Marco
5
Sircar, Kaushik Ronnie
5
Escobar, Marcos
3
Fouque, Jean-Pierre
3
Zagst, Rudi
3
Ahn, Hyungsok
2
Baldeaux, Jan
2
Benth, Fred Espen
2
Carr, Peter
2
Chen, Xinfu
2
Forde, Martin
2
Götz, Barbara
2
Howison, Sam
2
Jacquier, Antoine
2
Kwok, Yue-Kuen
2
Lorig, Matthew
2
Lépinette, Emmanuel
2
Muni, Adviti
2
Papanicolaou, Andrew
2
Papanicolaou, George
2
Rutkowski, Marek
2
Satchell, Stephen
2
Swindle, Glen H.
2
Vetzal, Kenneth R.
2
Yamazaki, Akira
2
Zheng, Wendong
2
Achdou, Yves
1
Ahlip, Rehez
1
Aihara, Shinichi
1
Albuquerque, Pedro H.
1
Alexander, Carol
1
Aly, Sidi Mohamed Ould
1
Alòs, Elisa
1
Au, Kelly T.
1
Badran, Alexander
1
Bagchi, Arunabha
1
Baptiste, Julien
1
Bernard, Carole
1
Bhar, Ramaprasad
1
more ...
less ...
Published in...
All
Applied mathematical finance
Journal of banking & finance
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Numerical methods and volatility models for valuing cliquet options
Windcliff, H. A.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Applied mathematical finance
13
(
2006
)
4
,
pp. 353-386
Persistent link: https://www.econbiz.de/10003396217
Saved in:
2
A finite element approach to the pricing of discrete lookbacks with stochasic volatility
Forsyth, Peter A.
;
Vetzal, Kenneth R.
;
Zvan, R.
- In:
Applied mathematical finance
6
(
1999
)
2
,
pp. 87-106
Persistent link: https://www.econbiz.de/10001449242
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->