//--> //--> //--> //-->
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
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:"Closed-form solutions"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Closed form solutions
11
Option pricing theory
9
Optionspreistheorie
9
closed-form solutions
8
Closed-form solutions
6
closed form solutions
6
ARCH model
5
ARCH-Modell
5
Volatility
5
Volatilität
5
CAPM
4
Competition
4
GARCH models
4
Stochastic process
4
Stochastischer Prozess
4
Welfare
4
BGM
3
Estimation theory
3
LMM
3
Libor market model
3
Portfolio selection
3
Portfolio-Management
3
Pricing
3
Schätztheorie
3
Theorie
3
Theory
3
affine volatility
3
dervatives pricing
3
forward Libor rates
3
quadratic volatility
3
Correlation
2
Covariance dependent kernel
2
Degree of returns to specialization
2
Derivat
2
Derivative
2
Dynamic programming
2
Dynamische Optimierung
2
Guaranteed minimum death benefits
2
Hamilton-Jacobi-Bellman equation
2
Hybrid derivatives
2
more ...
less ...
Online availability
All
Undetermined
18
Free
9
Type of publication
All
Article
25
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Working Paper
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
21
Undetermined
11
Author
All
Escobar, Marcos
5
Rastegari, Javad
4
Stentoft, Lars
4
Onori, Daria
3
Zühlsdorff, Christian
3
Song, Jing-Sheng
2
Ulm, Eric R.
2
Zariphopoulou, Thaleia
2
Ang, Marcus
1
Berenhaut, Kenneth S.
1
Bzdelik, Courtney R.
1
Chang, Chuang-Chang
1
Dueñas-Osorio, Leonardo
1
GOBET, EMMANUEL
1
Gobet, Emmanuel
1
Gollart, Maximilian
1
HOK, JULIEN
1
Haslip, Gareth G.
1
Ho, Ruey-Jenn
1
Hok, Julien
1
Kaishev, Vladimir K.
1
Kam, Eric
1
Kratz, Peter
1
Lee, Chengfew
1
Ma, Guiyuan
1
Mensah, Akwasi F.
1
Merlet, Jean J.
1
Min, K. Jo
1
Norberg, Ragnar
1
ONORI, Daria
1
Pemy, Moustapha
1
Posch, Olaf
1
Shang, Kevin H.
1
Sigman, Karl
1
Tsitakis, D.
1
Wang, Chung-Hsiao
1
Xanthopoulos, S.
1
Yannacopoulos, A.N.
1
Zagst, Rudi
1
Zhang, Hanqin
1
more ...
less ...
Institution
All
HAL
1
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
1
School of Economics and Management, University of Aarhus
1
University of Bonn, Germany
1
Published in...
All
Bonn Econ Discussion Papers
2
Applied Mathematical Finance
1
Bonn Econ Discussion Papers / BGSE
1
CREATES Research Papers
1
Computational Statistics
1
Computational economics
1
Debates in Monetary Macroeconomics : Tackling Some Unsettled Questions
1
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
1
Energies
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
Insurance: Mathematics and Economics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of sustainable economy : IJSE
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of banking & finance
1
Management Science
1
Mathematical Methods of Operations Research
1
Mathematics of operations research
1
Operations research
1
Operations research perspectives
1
Physica A: Statistical Mechanics and its Applications
1
Research in Economics
1
Research in economics : an international review of economics
1
Review of Quantitative Finance and Accounting
1
Statistics & Probability Letters
1
The journal of computational finance
1
The journal of energy markets
1
Working Papers / HAL
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
RePEc
15
EconStor
1
Showing
31
-
32
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Optimal investment and consumption models with non-linear stock dynamics
Zariphopoulou, Thaleia
- In:
Computational Statistics
50
(
1999
)
2
,
pp. 271-296
stream and the terminal wealth. Employing a novel transformation, we are able to produce
closed
form
solutions
for the value …
Persistent link: https://www.econbiz.de/10010847653
Saved in:
32
Optimal investment and consumption models with non-linear stock dynamics
Zariphopoulou, Thaleia
- In:
Mathematical Methods of Operations Research
50
(
1999
)
2
,
pp. 271-296
stream and the terminal wealth. Employing a novel transformation, we are able to produce
closed
form
solutions
for the value …
Persistent link: https://www.econbiz.de/10010950074
Saved in:
First
Prev
1
2
3
4
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->