//--> //--> //-->
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"
~subject:"Derivative"
~subject:"Optionspreistheorie"
~subject:"Volatilität"
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: person:"Rachev, Svetlozar T."
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Optionspreistheorie
Volatilität
Option pricing theory
4
Theorie
4
Theory
4
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Risk measure
3
Stochastic process
3
Stochastischer Prozess
3
Probability theory
2
Risiko
2
Risk
2
Wahrscheinlichkeitsrechnung
2
fractional Brownian motion
2
1990-2004
1
ARCH model
1
ARCH-Modell
1
Arbitrage
1
Ausreißer
1
Black-Scholes model
1
Black-Scholes-Modell
1
Derivat
1
Estimation
1
European call option prices for inform traders
1
Financial economics
1
Financial market
1
Finanzmarkt
1
Hermite processes
1
Kapitalmarkttheorie
1
Markov chain
1
Markov-Kette
1
Measurement
1
Messung
1
Multivariate Analyse
1
Multivariate analysis
1
Option trading
1
Optionsgeschäft
1
Outliers
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Fabozzi, Frank J.
4
Račev, Svetlozar T.
4
Stoyanov, Stoyan V.
3
Kim, Young Shin
2
Hu, Yuan
1
Mitov, Georgi K.
1
Mittnik, Stefan
1
Shirvani, Abootaleb
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Working paper series in economics
4
Journal of risk and financial management : JRFM
3
The Frank J. Fabozzi series
3
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
Journal of banking & finance
2
KIT Working Paper Series in Economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Academic Press Advanced Finance Series
1
Annals of operations research
1
Applied economics
1
Applied financial economics
1
Computational economics
1
Dynamic Modeling and Econometrics in Economics and Finance
1
Econometric reviews
1
Economic dynamics : theory, games and empirical studies
1
Economics letters
1
Encyclopedia of economics research ; Vol. 1
1
Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics
1
Finance research letters
1
Frank J. Fabozzi Ser
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of international money and finance
1
Mathematical methods of operations research
1
New developments in financial modelling
1
Review of derivatives research
1
Risk assessment : decisions in banking and finance
1
Series in financial economics and quantitative analysis
1
Springer eBook Collection
1
Temi di discussione / Banca d'Italia
1
The journal of derivatives : JOD
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Valuation, financial modeling, and quantitative tools
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing in markets with informed traders
Hu, Yuan
;
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496747
Saved in:
2
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
3
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
4
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->