//--> //--> //--> //-->
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:"Quantitative 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_exact:"Bernoulli-Prozess"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
246
Stochastischer Prozess
246
Option pricing theory
118
Optionspreistheorie
118
Volatility
108
Volatilität
108
Theorie
95
Theory
95
Portfolio selection
43
Portfolio-Management
43
Stochastic volatility
39
Time series analysis
27
Zeitreihenanalyse
27
Estimation
26
Option trading
26
Optionsgeschäft
26
Schätzung
26
Markov chain
25
Markov-Kette
25
Estimation theory
21
Schätztheorie
21
CAPM
20
Derivat
20
Derivative
20
Option pricing
19
Monte Carlo simulation
18
Monte-Carlo-Simulation
18
Mathematical programming
17
Mathematische Optimierung
17
Experiment
16
Yield curve
16
Zinsstruktur
16
Capital income
15
Kapitaleinkommen
15
Statistical distribution
15
Statistische Verteilung
15
Börsenkurs
14
Share price
14
ARCH model
12
ARCH-Modell
12
more ...
less ...
Online availability
All
Undetermined
184
Free
15
Type of publication
All
Article
245
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
246
Aufsatz in Zeitschrift
246
Conference paper
4
Konferenzbeitrag
4
Konferenzschrift
1
Language
All
English
246
Author
All
Escobar, Marcos
5
Bayer, Christian
4
Gatheral, Jim
4
Yoon, Gawon
4
Felpel, Mike
3
Hainaut, Donatien
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
Ma, Jingtang
3
Madan, Dilip B.
3
McWalter, Thomas A.
3
Radoičić, Radoš
3
Rosenbaum, Mathieu
3
Siu, Tak Kuen
3
Wong, Hoi Ying
3
Xiao, Wei-lin
3
Abergel, Frédéric
2
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Chan, Tat Lung
2
Cheang, Gerald H. L.
2
Chen, Jing
2
Cheng, Yuyang
2
Chiu, Mei Choi
2
Consigli, Giorgio
2
Eberlein, Ernst
2
Endres, Sylvia
2
Forde, Martin
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
González-Urteaga, Ana
2
Gudkov, Nikolay
2
Guyon, Julien
2
Guéant, Olivier
2
Horvath, Blanka Nora
2
Jaisson, Thibault
2
Karul, Cagin
2
Li, Shenghong
2
Li, Wenyuan
2
Li, Yong
2
more ...
less ...
Institution
All
International Conference on Stochastic Programming <15., 2019, Trondheim>
1
Published in...
All
Economic modelling
Quantitative finance
European journal of operational research : EJOR
635
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
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
Energy economics
81
Transportation research / E : an international journal
81
International journal of financial engineering
80
INFORMS journal on computing : JOC
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Annals of operations research
77
Mathematical methods of operations research
77
Finance research letters
76
Omega : the international journal of management science
76
Computational Management Science : CMS
73
Journal of banking & finance
71
Journal of economic theory
71
Working paper
71
Annals of finance
69
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
more ...
less ...
Source
All
ECONIS (ZBW)
246
Showing
1
-
10
of
246
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
2
From optimal martingales to randomized dual optimal stopping
Belomestny, Denis
;
Schoenmakers, John
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1099-1113
Persistent link: https://www.econbiz.de/10014321666
Saved in:
3
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
4
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
5
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
6
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
7
A default contagion model for pricing defaultable bonds from an information based perspective
Nakagawa, Hidetoshi
;
Takada, Hideyuki
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013490963
Saved in:
8
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
Saved in:
9
Lifetime consumption and investment with housing, deferred annuities and home equity release
Jang, Chul
;
Owadally, Iqbal
;
Clare, Andrew D.
;
Kashif, …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 129-145
Persistent link: https://www.econbiz.de/10012872527
Saved in:
10
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->