//--> //--> //-->
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:"International journal of theoretical and applied finance"
~language:"eng"
~language:"nor"
~person:"Ankirchner, Stefan"
~person:"Bares, Pierre-Antoine"
~subject:"Risiko"
~subject:"Stochastic process"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Risiko
Stochastic process
Option pricing theory
2
Optionspreistheorie
2
Risk
2
Theorie
2
Theory
2
Analysis of variance
1
Hedging
1
Hedging risk
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Portfolio selection
1
Portfolio-Management
1
Risikoprämie
1
Risk premium
1
Stochastischer Prozess
1
Varianzanalyse
1
least-squares Monte Carlo
1
variance bounds
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Bibliografie enthalten
Aufsatz in Zeitschrift
3
Language
All
English
Norwegian
Author
All
Ankirchner, Stefan
Bares, Pierre-Antoine
Fabozzi, Frank J.
7
Gapeev, Pavel V.
7
Jeanblanc, Monique
7
Levendorskij, Sergej Z.
7
Takahashi, Akihiko
6
Liu, Rui Hua
5
Macrina, Andrea
5
Račev, Svetlozar T.
5
Benth, Fred Espen
4
Hess, Markus
4
Oosterlee, Cornelis W.
4
Antonelli, Fabio
3
Bayraktar, Erhan
3
Biagini, Francesca
3
Bojarčenko, Svetlana I.
3
Capriotti, Luca
3
Cartea, Álvaro
3
Chiarella, Carl
3
Forde, Martin
3
Grorud, Axel
3
Hughston, Lane P.
3
Jaimungal, Sebastian
3
Kwok, Yue-Kuen
3
Leung, Tim
3
Mijatovi´c, Aleksandar
3
Rebonato, Riccardo
3
Schmidt, Thorsten
3
Schoutens, Wim
3
Semeraro, Patrizia
3
Stoyanov, Stoyan V.
3
Vives, Josep
3
Yamazaki, Akira
3
Abergel, Frédéric
2
Ahlip, Rehez
2
Albanese, Claudio
2
Aly, Sidi Mohamed Ould
2
Alòs, Elisa
2
Arai, Takuji
2
Barbachan, José Santiago Fajardo
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Finance and stochastics
1
Journal of economic dynamics & control
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating residual hedging risk with least-squares Monte Carlo
Ankirchner, Stefan
;
Pigorsch, Christian
;
Schweizer, Nikolaus
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010498866
Saved in:
2
Credit risk premia and quadratic BSDEs with a single jump
Ankirchner, Stefan
;
Blanchet-Scalliet, Christophette
; …
- In:
International journal of theoretical and applied finance
13
(
2010
)
7
,
pp. 1103-1129
Persistent link: https://www.econbiz.de/10008906200
Saved in:
3
A large deviation approach to portfolio management
Gardiol, Lucien
;
Gibson, Rajna
;
Bares, Pierre-Antoine
; …
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 547
Persistent link: https://www.econbiz.de/10001524312
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->