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~isPartOf:"Journal of mathematical finance"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliography included"
~type_genre:"Statistik"
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Search: subject:"Theory"
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| 6 applied filters
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Subject
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Volatility
Theorie
151
Theory
151
Option pricing theory
107
Optionspreistheorie
107
Stochastic process
88
Stochastischer Prozess
88
Portfolio selection
87
Portfolio-Management
87
Volatilität
59
Derivat
36
Derivative
36
CAPM
31
Risiko
31
Risk
31
Option trading
26
Optionsgeschäft
26
Statistical distribution
26
Statistische Verteilung
26
Yield curve
26
Zinsstruktur
26
Estimation theory
25
Schätztheorie
25
Risikomaß
22
Risk measure
22
Black-Scholes model
21
Black-Scholes-Modell
21
Börsenkurs
19
Share price
19
Capital income
18
Estimation
18
Kapitaleinkommen
18
Mathematical programming
18
Mathematische Optimierung
18
Schätzung
18
Credit risk
16
Kreditrisiko
16
Experiment
15
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15
Hedging
15
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Article
59
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Article in journal
Aufsatz in Zeitschrift
Bibliography included
Statistik
Language
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English
59
Author
All
Ezepue, Patrick Oseloka
3
Urama, Thomas Chinwe
3
Abergel, Frédéric
2
Brousseau, Vincent
2
Durré, Alain
2
Jagannathan, Raj
2
Omari, Cyprian Ondieki
2
Pairote Sattayatham
2
A, Chunxiang
1
Abramov, Anatoly Markovich
1
Ackora-Prah, Joseph
1
Aduda, Jane
1
Alim, Md. Abdul
1
Andam, Perpetual Saah
1
Appadoo, Srimantoorao S.
1
Assaf, Ata
1
Bankole, Philip Ajibola
1
Bian, Baojun
1
Bishwal, Jaya Prakasah Narayan
1
Biswas, Md. Haider Ali
1
Chen, Xinfu
1
Chibuisi, Chigozie
1
Colin, Fabrice
1
Drakos, Stefanos
1
Elabed, Asma Graja
1
Ensor, Katherine Bennett
1
Epaphra, Manamba
1
Esen, Halil Erturk
1
Fadugba, Sunday Emmanuel
1
Fatone, Lorella
1
Foley, Maggie
1
Frontczak, Robert
1
Gichuhi, Antony W.
1
Ginley, Matthew
1
Golembiovsky, Dmitry Jurievich
1
Goutte, Stéphane
1
Guan, Jianhua
1
Guler, Coskun
1
Gumbo, Victor
1
Hessel, Christopher
1
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Published in...
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Journal of mathematical finance
Journal of econometrics
263
Journal of banking & finance
213
International journal of theoretical and applied finance
211
Finance research letters
191
Quantitative finance
165
Journal of empirical finance
137
Economic modelling
130
Economics letters
130
The journal of futures markets
130
Energy economics
120
Journal of economic dynamics & control
119
International review of financial analysis
118
The North American journal of economics and finance : a journal of financial economics studies
117
Journal of financial economics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
International review of economics & finance : IREF
112
Applied economics
111
Applied mathematical finance
107
International journal of forecasting
99
Mathematical finance : an international journal of mathematics, statistics and financial theory
97
Computational economics
94
The European journal of finance
85
Journal of international money and finance
82
Journal of risk and financial management : JRFM
78
Journal of international financial markets, institutions & money
75
Finance and stochastics
74
The review of financial studies
74
The journal of computational finance
73
Econometric reviews
72
Journal of financial econometrics : official journal of the Society for Financial Econometrics
71
Journal of forecasting
71
Applied economics letters
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Risks : open access journal
68
European journal of operational research : EJOR
65
Review of derivatives research
63
The journal of finance : the journal of the American Finance Association
60
Applied financial economics
59
International journal of financial engineering
57
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ECONIS (ZBW)
59
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1
Portfolio selection in mean-minimum return level-expected bounded first passage time framework
Kutalia, Tsotne
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 229-238
Persistent link: https://www.econbiz.de/10012210157
Saved in:
2
Optimal portfolio choice in a jump-diffusion model with self-exciting
Bian, Baojun
;
Chen, Xinfu
;
Zeng, Xudong
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012210282
Saved in:
3
Super-diffusive noise source in asset dynamics
Hongler, Max-Olivier
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 53-58
Persistent link: https://www.econbiz.de/10010240227
Saved in:
4
Optimal investment strategy for defined contribution pension scheme under the Heston volatility model
Okonkwo, Chidi U.
;
Osu, Bright O.
;
Ihedioha, Silas A.
; …
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 613-622
Persistent link: https://www.econbiz.de/10012016220
Saved in:
5
Option portfolio management in a risk-neutral world
Golembiovsky, Dmitry Jurievich
;
Abramov, Anatoly Markovich
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 710-733
Persistent link: https://www.econbiz.de/10012016559
Saved in:
6
Currency portfolio risk measurement with generalized autoregressive conditional heteroscedastic-extreme value
theory
-Copula Model
Omari, Cyprian Ondieki
;
Mwita, Peter N.
;
Gichuhi, Antony W.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 457-477
Persistent link: https://www.econbiz.de/10011875347
Saved in:
7
An explicit solution for a portfolio selection problem with stochastic volatility
Sandjo, Albert Nana
;
Colin, Fabrice
;
Moutari, Salissou
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 199-218
Persistent link: https://www.econbiz.de/10011658467
Saved in:
8
Portfolio optimization problem with delay under Cox-Ingersoll-Ross model
A, Chunxiang
;
Shao, Yi
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 699-717
Persistent link: https://www.econbiz.de/10011752489
Saved in:
9
Analysis of cross-correlations in emerging markets using random matrix
theory
Urama, Thomas Chinwe
;
Ezepue, Patrick Oseloka
;
Nnanwa, …
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 291-307
Persistent link: https://www.econbiz.de/10011673890
Saved in:
10
Optimal entry and exit strategy under uncertainty with stochastic volatility
Huang, Jinwu
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 157-172
Persistent link: https://www.econbiz.de/10012545586
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