//--> //--> //--> //-->
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:"Discussion paper / Tinbergen Institute"
~isPartOf:"International journal of financial engineering"
~type:"article"
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:"Stochastic+process"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
80
Stochastischer Prozess
80
Option pricing theory
55
Optionspreistheorie
55
Volatility
35
Volatilität
35
Theorie
19
Theory
19
Portfolio selection
16
Portfolio-Management
16
Derivat
13
Derivative
13
Black-Scholes model
9
Black-Scholes-Modell
9
Option trading
9
Optionsgeschäft
9
Simulation
7
Statistical distribution
6
Statistische Verteilung
6
Analysis
5
Control theory
5
Experiment
5
Interest rate
5
Kontrolltheorie
5
Lévy processes
5
Markov chain
5
Markov-Kette
5
Mathematical analysis
5
Mathematical programming
5
Mathematische Optimierung
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Swap
5
Yield curve
5
Zins
5
Zinsstruktur
5
option pricing
5
stochastic volatility
5
Estimation theory
4
Finanzmathematik
4
more ...
less ...
Online availability
All
Undetermined
68
Free
5
Type of publication
All
Article
Book / Working Paper
125
Type of publication (narrower categories)
All
Article in journal
80
Aufsatz in Zeitschrift
80
Language
All
English
80
Author
All
Dastranj, Elham
3
Leung, Tim
3
Yamada, Toshihiro
3
Ahlip, Rehez
2
Arai, Takuji
2
Brigo, Damiano
2
Cui, Zhenyu
2
Giribone, Pier Giuseppe
2
Karlsson, Patrik
2
Liu, Allen
2
Park, Laurence A. F.
2
Prodan, Ante
2
SenGupta, Indranil
2
Tong, Zhigang
2
Vavilov, Sergey A.
2
Abid, Fathi
1
Adinya, Ini
1
Aghili, A.
1
Alghalith, Moawia
1
Barger, Weston
1
Bellani, Claudio
1
Bhar, Ramaprasad
1
Bottasso, Anna
1
Cao, Hongkai
1
Chakroun, Fatma
1
Chan, Leunglung
1
Chatterjee, Rupak
1
Cheng, Zailei
1
Diffouo, Pauline M. Ngugnie
1
Doctor, O.
1
Doctor, Obonye
1
Done, Alex
1
Dowd, Kevin
1
Edwards, David A.
1
Ekhaguere, G. O. S.
1
Ellersgaard, Simon
1
Engelmann, Bernd
1
Fan, Yulian
1
Fard, Hossein Sahebi
1
Feng, Yuqiang
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
International journal of financial engineering
European journal of operational research : EJOR
643
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
217
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
176
International journal of production research
169
Quantitative finance
166
Operations research letters
164
Mathematics of operations research
161
Journal of economic dynamics & control
141
Risks : open access journal
127
International journal of production economics
124
Applied mathematical finance
122
Mathematical finance : an international journal of mathematics, statistics and financial theory
114
Computational economics
109
The journal of computational finance
106
Economics letters
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Journal of mathematical finance
89
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Energy economics
84
Econometric reviews
83
Economic modelling
81
Transportation research / E : an international journal
81
INFORMS journal on computing : JOC
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Finance research letters
78
Mathematical methods of operations research
77
Omega : the international journal of management science
76
Computational Management Science : CMS
72
Journal of economic theory
71
Journal of banking & finance
70
Annals of finance
68
Econometric theory
61
Annals of operations research
60
Scandinavian actuarial journal
57
The journal of futures markets
55
more ...
less ...
Source
All
ECONIS (ZBW)
80
Showing
1
-
10
of
80
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal investment-consumption-insurance strategy with inflation risk and stochastic income in an Itô-Lévy setting
Moagi, Gaoganwe S.
;
Doctor, Obonye
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574920
Saved in:
2
Robust nonparametric estimation for the volatility of financial market
Kao, Chunyu
;
Song, Yuping
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014251158
Saved in:
3
Lie symmetry analysis and exact solutions of time fractional Black-Scholes equation
Yu, Jicheng
;
Feng, Yuqiang
;
Wang, Xianjia
- In:
International journal of financial engineering
9
(
2022
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014234394
Saved in:
4
Pricing options on a mean-reverting asset by the analytical operator splitting method
Lo, C. F.
;
He, Y. W.
- In:
International journal of financial engineering
9
(
2022
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10013367498
Saved in:
5
Optimal exercise frontier of Bermudan options by simulation methods
Xie, Dejun
;
Edwards, David A.
;
Wu, Xiaoxia
- In:
International journal of financial engineering
9
(
2022
)
3
,
pp. 2250013-1-2250013-20
Persistent link: https://www.econbiz.de/10013367611
Saved in:
6
Analytical and numerical solutions for a special nonlinear equation
Fard, Hossein Sahebi
;
Dastranj, Elham
;
Hejazi, Reza
; …
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014521393
Saved in:
7
Deep learning-based option pricing for Barndorff-Nielsen and Shephard model
Arai, Takuji
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014444476
Saved in:
8
Investment certificates pricing using a Quasi-Monte Carlo framework : case-studies based on the Italian market
Bottasso, Anna
;
Fusaro, Michelangelo
;
Giribone, Pier …
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014444661
Saved in:
9
Stochastic method of dynamic hedging applied to the high liquid asset markets
Romanov, Maksim Y.
;
Vavilov, Sergey A.
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014444714
Saved in:
10
A meshless multiquadric quasi-interpolation method for time fractional Black-Scholes model
Pan, Gaoyongqi
;
Zhang, Shengliang
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014304284
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->