//--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~person:"Li, Danping"
~person:"Li, Shenghong"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
~type_genre:"Article in journal"
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
Stochastischer Prozess
Volatilität
Stochastic process
4
Theorie
3
Theory
3
Credit derivative
2
Credit risk
2
Kreditderivat
2
Kreditrisiko
2
Option pricing theory
2
Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
2
Volatility
2
Affine specification
1
Altersvorsorge
1
Ambiguity
1
Asset-Backed Securities
1
Asset-backed securities
1
CDO
1
Contagion model
1
Copula
1
Correlation
1
Correlation skew
1
Credit value adjustment
1
DC pension plan
1
Decision under uncertainty
1
Derivat
1
Derivative
1
Dynamics of implied volatility
1
Entscheidung unter Unsicherheit
1
Factor model
1
Forecasting model
1
Korrelation
1
Lohn
1
Lévy insurance model
1
Mean-variance criterion
1
Multivariate Verteilung
1
Multivariate distribution
1
Pension fund
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
5
Language
All
English
Author
All
Li, Danping
Li, Shenghong
Li, Kai
6
Ma, Feng
6
Li, Bin
5
Todorova, Neda
5
Branger, Nicole
4
He, Xue-zhong
4
Kumar, Dilip
4
Yoon, Gawon
4
Zhang, Yaojie
4
Abid, Ilyes
3
Balcilar, Mehmet
3
Baruník, Jozef
3
Chang, Chien-hung
3
Chevallier, Julien
3
Cross, Jamie
3
Elliott, Robert J.
3
Faff, Robert W.
3
Gupta, Rangan
3
Huang, Zhuo
3
Leippold, Markus
3
Li, Yong
3
Lin, Yueh-neng
3
Liu, Jing
3
Liu, Li
3
Lyócsa, Štefan
3
Maheswaran, S.
3
Pal, Debdatta
3
Prigent, Jean-Luc
3
Roubaud, David
3
Siu, Tak Kuen
3
Su, Jen-je
3
Sévi, Benoît
3
Wang, Tianyi
3
Westerhoff, Frank H.
3
Xiao, Wei-lin
3
Zhang, Jin E.
3
Zhang, Wei
3
Ahmed, Abdullahi Dahir
2
Alfarano, Simone
2
more ...
less ...
Published in...
All
Economic modelling
Journal of economic dynamics & control
Insurance / Mathematics & economics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
Journal of the Operational Research Society
1
Research in international business and finance
1
Review of derivatives research
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Zeng, Yan
;
Li, Danping
;
Chen, Zheng
;
Yang, Zhou
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
Saved in:
2
Alpha-robust mean-variance reinsurance-investment strategy
Li, Bin
;
Li, Danping
;
Xiong, Dewen
- In:
Journal of economic dynamics & control
70
(
2016
),
pp. 101-123
Persistent link: https://www.econbiz.de/10011708658
Saved in:
3
An efficient estimate and forecast of the implied volatility surface : a nonlinear Kalman filter approach
Chen, Si
;
Zhou, Zhen
;
Li, Shenghong
- In:
Economic modelling
58
(
2016
),
pp. 655-664
Persistent link: https://www.econbiz.de/10011647943
Saved in:
4
Mixed copula model with stochastic correlation for CDO pricing
Chen, Jianli
;
Liu, Zhen
;
Li, Shenghong
- In:
Economic modelling
40
(
2014
),
pp. 167-174
Persistent link: https://www.econbiz.de/10010425701
Saved in:
5
Unilateral CVA for CDS in a contagion model with stochastic pre-intensity and interest
Bao, Qunfang
;
Chen, Si
;
Li, Shenghong
- In:
Economic modelling
29
(
2012
)
2
,
pp. 471-477
Persistent link: https://www.econbiz.de/10009536792
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->