//--> //--> //-->
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:"Guo, Junyi"
~person:"Klimsiak, Tomasz"
~person:"Liu, Yong-Jun"
~person:"Mataramvura, Sure"
~person:"Sun, Zhongyang"
~subject:"Option pricing theory"
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:"stochastic differential equation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Optionspreistheorie
5
Stochastic process
5
Stochastischer Prozess
5
Analysis
2
Mathematical analysis
2
Portfolio selection
2
Portfolio-Management
2
Volatility
2
Volatilität
2
American option
1
Asset-liability management
1
Backward stochastic differential equation
1
CIR process
1
Compensated Poisson Jump
1
Efficient frontier
1
Efficient strategy
1
European option pricing
1
Fourier Transform
1
Fuzzy jump-diffusion
1
Fuzzy sets
1
Fuzzy stochastic differential equation
1
Fuzzy-Set-Theorie
1
Interpolation search algorithm
1
Mean-variance criterion
1
Mixed fractional Brownian motion
1
Penalization method
1
Reflected backward stochastic differential equation
1
Reinsurance
1
Rückversicherung
1
Search theory
1
Stochastic Differential Equation
1
Suchtheorie
1
Time-dependent convex region
1
affine diffusion
1
backward stochastic differential equation
1
backward stochastic differential equation
1
efficient strategy and efficient frontier
1
exponential Lévy model
1
mean-variance criterion
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Guo, Junyi
Klimsiak, Tomasz
Liu, Yong-Jun
Mataramvura, Sure
Sun, Zhongyang
Hess, Markus
7
Giribone, Pier Giuseppe
4
Bottasso, Anna
3
Fusaro, Michelangelo
3
Kohlmann, Michael
3
Tissone, Alessio
3
Chevalier, Etienne
2
Kurbanmuradov, O.
2
Lim, Thomas
2
Sabelfeld, K.
2
Schoenmakers, John
2
Shen, Yang
2
Tang, Shanjian
2
Ackora-Prah, Joseph
1
Andam, Perpetual Saah
1
Belak, Christoph
1
Bishwal, Jaya Prakasah Narayan
1
Blanchet-Scalliet, Christophette
1
Bruno, Lorenzo
1
Cohen, Samuel N.
1
Cui, Zhenyu
1
Degiannakis, Stavros
1
Ganesan, Narayan
1
Guyon, Julien
1
Hientzsch, Bernhard
1
Hu, Yijun
1
Ji, Huang
1
Kharroubi, Idris
1
Kirkby, J. Lars
1
Kouritzin, Michael A.
1
Li, Danping
1
Li, Peter
1
Li, Zhe
1
Liang, Jian
1
Livada, Alexandra
1
more ...
less ...
Published in...
All
Computational economics
1
Journal of mathematical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical methods of operations research
1
Scandinavian actuarial journal
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing European option under fuzzy mixed fractional Brownian motion model with jumps
Zhang, Wei-guo
;
Li, Zhe
;
Liu, Yong-Jun
;
Zhang, Yue
- In:
Computational economics
58
(
2021
)
2
,
pp. 483-515
Persistent link: https://www.econbiz.de/10012615049
Saved in:
2
Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option
Sun, Zhongyang
;
Zhang, Xin
;
Yuen, Kam Chuen
- In:
Scandinavian actuarial journal
2020
(
2020
)
3
,
pp. 218-244
Persistent link: https://www.econbiz.de/10012195046
Saved in:
3
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility
Sun, Zhongyang
;
Guo, Junyi
- In:
Mathematical methods of operations research
88
(
2018
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10011903385
Saved in:
4
The valuation of American options in a multidimensional exponential Lévy model
Klimsiak, Tomasz
;
Rozkosz, Andrzej
- In:
Mathematical finance : an international journal of …
28
(
2018
)
4
,
pp. 1107-1142
Persistent link: https://www.econbiz.de/10011969076
Saved in:
5
Theories on the relationship between price process and stochastic volatility matrix with compensated poisson jump using fourier transforms
Andam, Perpetual Saah
;
Ackora-Prah, Joseph
; …
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 633-656
Persistent link: https://www.econbiz.de/10011752419
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->