//--> //--> //-->
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
~person:"Benth, Fred Espen"
~person:"Clark, Todd E."
~person:"Koopman, Siem Jan"
~person:"Koskela, Erkki"
~person:"Nguyen, Duy"
~type_genre:"Book section"
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:"Stochastisches Modell "
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
5
Stochastischer Prozess
5
Derivat
3
Derivative
3
Volatility
3
Volatilität
3
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
Analysis
1
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
Cointegration
1
Electric power industry
1
Electricity price
1
Elektrizitätswirtschaft
1
Energiehandel
1
Energy trade
1
Estimation
1
Estimation theory
1
Fourier transform
1
Heath-Jarrow-Morton modeling
1
Kointegration
1
Lévy processes
1
Martingal
1
Martingale
1
Mathematical analysis
1
Modellierung
1
Nordeuropa
1
Nordpool
1
Northern Europe
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Ornstein-Uhlenbeck processes
1
Preismanagement
1
Pricing strategy
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Book section
Arbeitspapier
66
Working Paper
66
Graue Literatur
63
Non-commercial literature
63
Article in journal
49
Aufsatz in Zeitschrift
49
Aufsatz im Buch
5
Conference paper
1
Einführung
1
Konferenzbeitrag
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
5
Author
All
Benth, Fred Espen
Clark, Todd E.
Koopman, Siem Jan
Koskela, Erkki
Nguyen, Duy
Chiarella, Carl
6
Römisch, Werner
6
Inderfurth, Karl
5
Consigli, Giorgio
4
David, Paul A.
4
Heitsch, Holger
4
Kang, Boda
4
Metz, Rainer
4
Moriggia, Vittorio
4
Račev, Svetlozar T.
4
Runggaldier, Wolfgang J.
4
Sørensen, Michael
4
Baier, Daniel
3
Barndorff-Nielsen, Ole E.
3
Barnett, William A.
3
Eberlein, Ernst
3
Elliott, Robert J.
3
Infanger, Gerd
3
Kuhn, Daniel
3
MacLean, Leonard C.
3
Maggioni, Francesca
3
Mordecki, Ernesto
3
Morton, David P.
3
Pattanaik, Prasanta K.
3
Pichler, Alois
3
Samuelson, Paul Anthony
3
Schwartz, Eduardo S.
3
Songsak Sriboonchitta
3
Tankov, Peter
3
Valkeila, Esko
3
Vitali, Sebastiano
3
Xu, Haiyang
3
Xu, Susan H.
3
Albornoz, Víctor M.
2
Azaron, Amir
2
Barth, Jörn
2
Bibby, Bo Martin
2
Brown, Scott
2
Bueno-Guerrero, Alberto
2
more ...
less ...
Published in...
All
Advanced mathematical methods for finance
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Handbook of financial time series
1
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
2
Forward prices in markets driven by continuous-time autoregressive processes
Benth, Fred Espen
;
Blanco, Ana Solanilla
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 1-24)
.
2014
Persistent link: https://www.econbiz.de/10010359912
Saved in:
3
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
- In:
Advanced mathematical methods for finance
,
(pp. 35-74)
.
2011
Persistent link: https://www.econbiz.de/10008991339
Saved in:
4
On forward price modeling in power markets
Benth, Fred Espen
- In:
Alternative investments and strategies : credit, …
,
(pp. 93-122)
.
2010
Persistent link: https://www.econbiz.de/10008655206
Saved in:
5
Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->