//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of mathematical finance"
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
Recent results in stochastic p...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
106
Stochastischer Prozess
106
Option pricing theory
70
Optionspreistheorie
70
Volatility
44
Volatilität
44
Portfolio selection
29
Portfolio-Management
29
Theorie
25
Theory
25
Derivat
20
Derivative
20
Experiment
17
Option trading
12
Optionsgeschäft
12
Black-Scholes model
11
Black-Scholes-Modell
11
Control theory
11
Kontrolltheorie
11
Analysis
9
Mathematical analysis
9
Markov chain
8
Markov-Kette
8
Martingal
8
Martingale
8
Simulation
8
Credit risk
7
Hedging
7
Kreditrisiko
7
Statistical distribution
7
Statistische Verteilung
7
Stochastic Volatility
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
stochastic volatility
6
Börsenkurs
5
CAPM
5
Interest rate derivative
5
Mathematical programming
5
Mathematische Optimierung
5
more ...
less ...
Online availability
All
Undetermined
Free
3
Type of publication
All
Article
106
Type of publication (narrower categories)
All
Article in journal
106
Aufsatz in Zeitschrift
106
Language
All
English
106
Author
All
Ngare, Philip
4
Sabino, Piergiacomo
4
Eberlein, Ernst
3
Alòs, Elisa
2
Gao, Min
2
Gardini, Matteo
2
Guéant, Olivier
2
Jagannathan, Raj
2
Mtunya, Adeline Peter
2
Nkansah-Gyekye, Yaw
2
Oosterlee, Cornelis Willebrordus
2
Osu, Bright O.
2
Pravosud, Makar
2
A, Chunxiang
1
Abergel, Frédéric
1
Abramov, Anatoly Markovich
1
Ackora-Prah, Joseph
1
Aguilar, Jean-Philippe
1
Akpanibah, Edikan E.
1
Al-Aradi, Ali
1
Alberts, J. S. C.
1
Alim, Md. Abdul
1
Andam, Perpetual Saah
1
Aoudia, Djilali Ait
1
Arai, Takuji
1
Assaf, Ata
1
Baptiste, Julien
1
Baraedi, Onthusitse
1
Bergault, Philippe
1
Bian, Baojun
1
Biswas, Md. Haider Ali
1
Boer, A.
1
Bouveret, Géraldine
1
Bouzianis, George
1
Brody, Dorje C.
1
Campi, Luciano
1
Cassidy, Daniel T.
1
Cheang, Gerald H. L.
1
Chen, Xinfu
1
Cheng, Chi-Hung
1
more ...
less ...
Published in...
All
Applied mathematical finance
Journal of mathematical finance
European journal of operational research : EJOR
424
Quantitative finance
151
Insurance / Mathematics & economics
149
SpringerLink / Bücher
136
Operations research
128
International journal of theoretical and applied finance
120
International journal of production research
108
Computers & operations research : and their applications to problems of world concern ; an international journal
107
Journal of econometrics
107
Mathematics of operations research
104
Operations research letters
88
Computational economics
84
Finance research letters
71
International journal of financial engineering
68
Finance and stochastics
66
Transportation research / E : an international journal
63
Journal of economic dynamics & control
62
International journal of production economics
61
Management science : journal of the Institute for Operations Research and the Management Sciences
59
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
58
The journal of computational finance
56
Energy economics
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Economics letters
52
Omega : the international journal of management science
50
INFORMS journal on computing : JOC
49
Journal of the Operational Research Society
49
The North American journal of economics and finance : a journal of financial economics studies
45
Scandinavian actuarial journal
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Econometric reviews
39
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
39
Computational Management Science : CMS
37
Journal of banking & finance
36
Economic modelling
35
Mathematics and financial economics
34
IMA journal of management mathematics
33
Annals of finance
31
more ...
less ...
Source
All
ECONIS (ZBW)
106
Showing
1
-
10
of
106
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
ADI schemes for pricing American options under the Heston model
Haentjens, Tinne
;
Hout, Karel J. in 't
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 207-237
Persistent link: https://www.econbiz.de/10011436200
Saved in:
2
Conditional law of the hitting time for a Lévy process in incomplete observation
Ngom, Waly
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 505-524
Persistent link: https://www.econbiz.de/10011440708
Saved in:
3
Uncertain volatility derivative model based on the polynomial chaos
Drakos, Stefanos
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 55-63
Persistent link: https://www.econbiz.de/10011543102
Saved in:
4
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
5
A comparative study of equilibrium equity premium under discrete distributions of jump amplitudes
Mukupa, George M.
;
Offen, Elias R.
;
Kunda, Douglas
; …
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 232-246
Persistent link: https://www.econbiz.de/10011543918
Saved in:
6
Attenuated model of pricing credit default swap under the fractional Brownian motion environment
Gu, Wenjing
;
Liu, Yinglin
;
Hao, Ruili
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
Saved in:
7
A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
Saved in:
8
Pricing occupation-time options in a mixed-exponential jump-diffusion model
Aoudia, Djilali Ait
;
Renaud, Jean-François
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011546980
Saved in:
9
Liquidity costs : a new numerical methodology and an empirical study
Michel, Christophe
;
Reutenauer, Victor
;
Talay, Denis
; …
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 57-79
Persistent link: https://www.econbiz.de/10011546989
Saved in:
10
Small-maturity asymptotics for the at-the-money implied volatility Slope in Lévy Models
Gerhold, Stefan
;
Gülüm, I. Cetin
;
Pinter, Arpad
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 135-157
Persistent link: https://www.econbiz.de/10011547000
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->