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~isPartOf:"Quantitative finance"
~subject:"Optionspreistheorie"
~subject:"Stochastic process"
~type:"article"
~type:"journal"
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Optionspreistheorie
Stochastic process
CAPM
52
Theorie
24
Theory
24
Portfolio selection
22
Portfolio-Management
22
Capital income
15
Kapitaleinkommen
15
Stochastischer Prozess
15
Option pricing theory
14
Asset pricing
10
Börsenkurs
10
Estimation
10
Schätzung
10
Share price
10
Risiko
9
Risk
9
Volatility
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6
Risikoprämie
6
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6
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6
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6
Credit risk
5
Kreditrisiko
5
Portfolio optimization
5
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5
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Aktienmarkt
4
Beta risk
4
Betafaktor
4
Discounting
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Diskontierung
4
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4
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20
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González-Urteaga, Ana
2
Rubio, Gonzalo
2
Bianchi, Michele Leonardo
1
Capriotti, Luca
1
Chen, Fen-Ying
1
De Marco, Stefano
1
Deelstra, Griselda
1
Dentcheva, Darinka
1
Dong, Juan
1
Dupret, Jean-Loup
1
Escobar, Marcos
1
Grzelak, Lech A.
1
Guidolin, Massimo
1
Hainaut, Donatien
1
Hansen, Erwin
1
Hilliard, Jimmy E.
1
Hilliard, Jitka
1
Huang, Hong Chih
1
Korobenko, Lyudmila
1
Kschonnek, M.
1
Law, Keith K. F.
1
Li, Wai Keung
1
Lorig, Matthew
1
Lozano-Banda, Martín
1
Martini, Claude
1
Nakagawa, Hidetoshi
1
Ni, Yinan
1
Nieto Domenech, Belen
1
Nieto, Belén
1
Putyatin, Vladislav
1
Rebonato, Riccardo
1
Sezer, A. Deniz
1
Stock, Gregory J.
1
Suzuki, Masataka
1
Takada, Hideyuki
1
Tassinari, Gian Luca
1
Wang, Tianxiao
1
Wei, Jiaqin
1
Wolf, Felix Lukas
1
Yamazaki, Akira
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Quantitative finance
International journal of theoretical and applied finance
35
Finance and stochastics
23
Journal of economic dynamics & control
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
21
Journal of financial economics
18
Journal of banking & finance
17
Journal of mathematical finance
17
Annals of finance
16
The European journal of finance
16
The journal of finance : the journal of the American Finance Association
16
Finance research letters
15
Applied mathematical finance
14
European journal of operational research : EJOR
13
Asia-Pacific financial markets
12
Review of derivatives research
11
The review of financial studies
11
International journal of financial engineering
10
Journal of econometrics
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Mathematics and financial economics
9
Computational economics
8
Review of quantitative finance and accounting
8
Risks : open access journal
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Insurance / Mathematics & economics
7
International review of financial analysis
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of empirical finance
7
Journal of risk and financial management : JRFM
6
Quantitative economics : QE ; journal of the Econometric Society
6
The journal of futures markets
6
The journal of real estate finance and economics
6
Applied economics
5
Economic modelling
5
Economics letters
5
Financial engineering
5
Journal of economic theory
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
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ECONIS (ZBW)
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1
A default contagion model for pricing defaultable bonds from an information based perspective
Nakagawa, Hidetoshi
;
Takada, Hideyuki
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013490963
Saved in:
2
An adaptive model for security prices driven by latent values : parameter estimation and option pricing effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
3
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
4
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
5
Cheapest-to-deliver collateral : a common factor approach
Wolf, Felix Lukas
;
Grzelak, Lech A.
;
Deelstra, Griselda
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 707-723
Persistent link: https://www.econbiz.de/10013367854
Saved in:
6
Smooth ambiguity preferences and asset prices with a jump-diffusion process
Suzuki, Masataka
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 871-887
Persistent link: https://www.econbiz.de/10013367866
Saved in:
7
Bond indifference prices
Lorig, Matthew
;
Zou, Bin
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1223-1233
Persistent link: https://www.econbiz.de/10012588039
Saved in:
8
Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying
;
Yang, Sharon S.
;
Huang, Hong Chih
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
Saved in:
9
Mean-variance portfolio selection with non-negative state-dependent risk aversion
Wang, Tianxiao
;
Zhuo, Jin
;
Wei, Jiaqin
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 657-671
Persistent link: https://www.econbiz.de/10012483844
Saved in:
10
An alternative nonparametric tail risk measure
Law, Keith K. F.
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 685-696
Persistent link: https://www.econbiz.de/10012483847
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