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~isPartOf:"Quantitative finance"
~language:"eng"
~language:"spa"
~subject:"Optionsgeschäft"
~subject:"Supply chain"
~subject:"Volatilität"
~type_genre:"Accompanied by computer file"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
~type_genre:"Übersichtsarbeit"
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Optionsgeschäft
Supply chain
Volatilität
Theorie
297
Theory
297
Option pricing theory
196
Optionspreistheorie
196
Portfolio selection
195
Portfolio-Management
195
Volatility
191
Stochastic process
165
Stochastischer Prozess
165
Forecasting model
93
Prognoseverfahren
93
Börsenkurs
89
Share price
89
Estimation
77
Schätzung
76
Capital income
75
Kapitaleinkommen
75
Derivat
61
Derivative
61
Option trading
56
Risiko
54
Risikomaß
54
Risk
54
Risk measure
54
CAPM
51
Risikomanagement
50
Risk management
50
Time series analysis
48
Zeitreihenanalyse
48
Hedging
41
Monte Carlo simulation
41
Monte-Carlo-Simulation
41
Statistical distribution
41
Statistische Verteilung
41
Market microstructure
40
Marktmikrostruktur
39
Estimation theory
38
Markov chain
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Aufsatz in Zeitschrift
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Übersichtsarbeit
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3
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Bayer, Christian
6
Escobar, Marcos
4
Gatheral, Jim
4
Radoičić, Radoš
4
Sornette, Didier
4
Felpel, Mike
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Lillo, Fabrizio
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Rosenbaum, Mathieu
3
Tempone, Raúl
3
Wehrli, Alexander
3
Aguilar, Jean-Philippe
2
Alexander, Carol
2
Alòs, Elisa
2
Bellini, Fabio
2
Bormetti, Giacomo
2
Chan, Tat Lung
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Cheng, Yuyang
2
Cui, Zhenyu
2
De Marco, Stefano
2
Forde, Martin
2
Friz, Peter K.
2
Fukasawa, Masaaki
2
Garces, Len Patrick Dominic M.
2
Glasserman, Paul
2
Glau, Kathrin
2
Gobet, Emmanuel
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
He, Xin-Jiang
2
Izzeldin, Marwan
2
Khashanah, Khaldoun
2
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Quantitative finance
International journal of production economics
1,898
International journal of production research
1,587
European journal of operational research : EJOR
1,133
Transportation research / E : an international journal
670
Finance research letters
657
Energy economics
654
International journal of logistics systems and management
487
The journal of futures markets
487
International review of financial analysis
441
Journal of banking & finance
433
Applied economics
417
International review of economics & finance : IREF
401
International journal of logistics : research and applications
385
Economic modelling
377
Omega : the international journal of management science
357
The North American journal of economics and finance : a journal of financial economics studies
356
Supply chain management : an international journal
345
Journal of econometrics
324
International journal of theoretical and applied finance
322
The international journal of logistics management
318
Applied economics letters
287
Management science : journal of the Institute for Operations Research and the Management Sciences
287
Applied financial economics
276
Journal of empirical finance
276
Research in international business and finance
264
Economics letters
259
Production and operations management : an international journal of the Production and Operations Management Society
248
Journal of international financial markets, institutions & money
247
Journal of purchasing and supply management
241
International journal of physical distribution & logistics management : IJPD & LM
240
Journal of international money and finance
237
Journal of risk and financial management : JRFM
232
Journal of operations management
224
Manufacturing & service operations management : M & SOM
223
Journal of financial economics
219
Logistics
217
Industrial marketing management : the international journal for industrial and high-tech firms
203
International journal of procurement management
194
Journal of economic dynamics & control
186
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ECONIS (ZBW)
225
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225
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1
Asymptotics for short maturity Asian options in jump-diffusion models with local volatility
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 433-449
Persistent link: https://www.econbiz.de/10014552074
Saved in:
2
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
3
Dynamic partial (co)variance forecasting model
Chen, Zirong
;
Zhou, Yao
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 643-653
Persistent link: https://www.econbiz.de/10014552126
Saved in:
4
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
5
A generalization of the rational rough Heston approximation
Gatheral, Jim
;
Radoičić, Radoš
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 329-335
Persistent link: https://www.econbiz.de/10014551997
Saved in:
6
Implied roughness in the term structure of oil market volatility
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10014552013
Saved in:
7
Physics-informed convolutional transformer for predicting volatility surface
Kim, Soohan
;
Yun, Seok-Bae
;
Bae, Hyeong-Ohk
;
Lee, Muhyun
; …
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 203-220
Persistent link: https://www.econbiz.de/10014551964
Saved in:
8
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
9
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
10
Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation
MacKay, Anne
;
Vachon, Marie-Claude
;
Cui, Zhenyu
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1055-1078
Persistent link: https://www.econbiz.de/10014321664
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