//--> //--> //-->
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
~subject:"Stochastic process"
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:"Asymptotic analysis"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
asymptotic analysis
63
Asymptotic analysis
38
Theorie
38
Theory
38
Preismanagement
16
Pricing strategy
16
Mathematical programming
14
Mathematische Optimierung
14
Inventory model
13
Lagerhaltungsmodell
13
Portfolio selection
13
Portfolio-Management
13
Lagermanagement
10
Warehouse management
10
Heuristics
9
dynamic pricing
9
Heuristik
8
Revenue management
8
Revenue-Management
8
revenue management
8
Lieferkette
7
Stochastischer Prozess
7
Supply chain
7
E-commerce
6
Electronic Commerce
6
Option pricing theory
6
Optionspreistheorie
6
Algorithm
5
Algorithmus
5
Online retailing
5
Online-Handel
5
Scheduling problem
5
Scheduling-Verfahren
5
Volatility
5
Volatilität
5
Consumer behaviour
4
Durchlaufzeit
4
Dynamic programming
4
Dynamische Optimierung
4
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Fouque, Jean-Pierre
2
Bichuch, Maxim
1
Kim, Donghyun
1
Lin, Shuang
1
Pellegrino, T.
1
Pellegrino, Tommaso
1
Shin, Yong Hyun
1
Sircar, Kaushik Ronnie
1
Yamazaki, Akira
1
Yoon, Ji-Hun
1
Zariphopoulou-Souganidis, Thaleia
1
Zhang, Jie
1
Zhang, Yi
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
2
International journal of financial engineering
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Operations research letters
1
The North American journal of economics and finance : a journal of theory and practice
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The valuation of real options for risky barrier to entry with hybrid stochastic and local volatility and stochastic investment costs
Kim, Donghyun
;
Shin, Yong Hyun
;
Yoon, Ji-Hun
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491977
Saved in:
2
Optimal investment with correlated stochastic volatility factors
Bichuch, Maxim
;
Fouque, Jean-Pierre
- In:
Mathematical finance : an international journal of …
33
(
2023
)
2
,
pp. 342-369
Persistent link: https://www.econbiz.de/10014278672
Saved in:
3
Asymptotic
analysis
for a stochastic semidefinite programming
Zhang, Jie
;
Lin, Shuang
;
Zhang, Yi
- In:
Operations research letters
49
(
2021
)
2
,
pp. 164-170
Persistent link: https://www.econbiz.de/10012506602
Saved in:
4
Capturing implied correlation skew from options prices via multiscale stochastic volatility models
Pellegrino, T.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012603755
Saved in:
5
Second-order stochastic volatility asymptotics and the pricing of foreign exchange derivatives
Pellegrino, Tommaso
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012271009
Saved in:
6
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
7
Generalized Barndorff-Nielsen and Shephard model and discretely monitored option pricing
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011523937
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->