//--> //--> //--> //-->
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:"Kapitalmarkttheorie"
~subject:"Stochastic process"
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:"asset pricing"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Kapitalmarkttheorie
Stochastic process
CAPM
80
Theorie
47
Theory
47
Option pricing theory
31
Optionspreistheorie
31
Portfolio selection
23
Portfolio-Management
23
Stochastischer Prozess
19
Volatility
16
Volatilität
16
Risikoprämie
14
Risk premium
14
Börsenkurs
13
Derivat
13
Derivative
13
Share price
13
Financial economics
11
Yield curve
11
Zinsstruktur
11
Arbitrage Pricing
9
Arbitrage pricing
9
Capital income
9
Kapitaleinkommen
9
Martingal
9
Martingale
9
Bubbles
7
Incomplete market
7
Risiko
7
Risk
7
Spekulationsblase
7
Unvollkommener Markt
7
Credit risk
6
Financial market
6
Finanzmarkt
6
Kreditrisiko
6
Hedging
5
Markov chain
5
Markov-Kette
5
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
27
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
28
Author
All
Bianchi, Michele Leonardo
2
Fabozzi, Frank J.
2
Hughston, Lane P.
2
Macrina, Andrea
2
Tassinari, Gian Luca
2
Alstrom, Preben
1
Belak, Christoph
1
Belenkiy, Ari
1
Bouchaud, Jean-Philippe
1
Bouzianis, George
1
Buchmann, Boris
1
Ceci, Claudia
1
Chege Maina, Samuel
1
Chiarella, Carl
1
Christensen, Morten Mosegaard
1
Christensen, Sören
1
Dandapani, Aditi
1
Daniluk, Andrzej
1
Devin, Siobhán
1
Elliott, Robert J.
1
Escobar, Marcos
1
Filipović, Damir
1
Fouque, Jean-Pierre
1
Gapeev, Pavel V.
1
Götz, Barbara
1
Hamada, Ahmed S.
1
Hanzon, Bernard
1
Herdegen, Martin
1
Jarrow, Robert A.
1
Jeanblanc, Monique
1
Kim, Sung Ik
1
Kim, Young Shin
1
Lauritsen, Kent
1
Luciano, Elisa
1
Marfè, Roberto
1
Menkens, Olaf
1
Muchorski, Rafał
1
Neykova, Daniela
1
Nikitopoulos, Christina Sklibosios
1
Papanicolaou, George
1
more ...
less ...
Institution
All
Conference on Applications of Physics in Financial Analysis <1999, Dublin>
1
Published in...
All
International journal of theoretical and applied finance
Working paper / National Bureau of Economic Research, Inc.
132
NBER working paper series
115
NBER Working Paper
84
SpringerLink / Bücher
59
Discussion paper / Centre for Economic Policy Research
46
The review of financial studies
46
Journal of economic dynamics & control
39
The journal of finance : the journal of the American Finance Association
32
Journal of economic theory
31
Journal of financial economics
31
Research paper series / Swiss Finance Institute
31
Finance and stochastics
28
Journal of banking & finance
23
Journal of mathematical economics
23
Swiss Finance Institute Research Paper
22
Discussion papers / CEPR
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Quantitative finance
18
International review of financial analysis
17
Annual review of financial economics
16
Review of finance : journal of the European Finance Association
16
Working paper
16
European journal of operational research : EJOR
15
Finance research letters
15
Gabler Edition Wissenschaft
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Springer eBook Collection
15
The European journal of finance
15
Annals of finance
14
Dissertation Series CentER
14
Economic modelling
14
Springer eBook Collection / Business and Economics
14
Journal of financial and quantitative analysis : JFQA
13
Tinbergen Institute research series
13
PhD series / Copenhagen Business School
12
Working paper series
12
Asia-Pacific financial markets
11
CESifo working papers
11
Economic theory : official journal of the Society for the Advancement of Economic Theory
11
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
2
Determination of the Lévy exponent in
asset
pricing
models
Bouzianis, George
;
Hughston, Lane P.
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012012832
Saved in:
3
Bubbles and multiple-factor
asset
pricing
models
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
Saved in:
4
Approximations of bond and swaption prices in a Black-Karasinski model
Daniluk, Andrzej
;
Muchorski, Rafał
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011523750
Saved in:
5
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
6
Heat kernel models for
asset
pricing
Macrina, Andrea
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010498834
Saved in:
7
Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
Saved in:
8
Conditional density models for
asset
pricing
Filipović, Damir
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009562159
Saved in:
9
A multivariate pure-jump model with multi-factorial dependence structure
Marfè, Roberto
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009624464
Saved in:
10
Calibrating the smile with multivariate time-changed Brownian motion and the Esscher transform
Tassinari, Gian Luca
;
Bianchi, Michele Leonardo
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010391513
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->