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:"Journal of mathematical finance"
~subject:"Derivative"
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
Derivative
Stochastic process
49
Stochastischer Prozess
49
Option pricing theory
30
Optionspreistheorie
30
Volatility
23
Volatilität
23
Portfolio selection
13
Portfolio-Management
13
Theorie
13
Theory
13
Derivat
9
Experiment
9
Stochastic Volatility
7
Black-Scholes model
6
Black-Scholes-Modell
6
Analysis
5
Control theory
5
Kontrolltheorie
5
Mathematical analysis
5
Option trading
5
Optionsgeschäft
5
Stochastic Optimal Control
5
Geometric Brownian Motion
4
Jump Diffusion
4
Markov chain
4
Markov-Kette
4
Option Pricing
4
Aktienmarkt
3
Börsenkurs
3
CAPM
3
Correlation
3
Credit risk
3
Interest rate
3
Korrelation
3
Kreditrisiko
3
Risiko
3
Risk
3
Share price
3
Stock market
3
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Gao, Min
2
Abergel, Frédéric
1
Cheng, Chi-Hung
1
Duedahl, Sindre
1
Gu, Wenjing
1
Hao, Ruili
1
Lian, Yu-Min
1
Lin, Jui-Hsuan
1
Lin, Shih-Hsun
1
Liu, Allen
1
Liu, Yinglin
1
Mungatu, Joseph
1
Nabirye, Topilista
1
Ngare, Philip
1
Pellegrino, Tommaso
1
Tachet des Combes, Rémy
1
Tong, Zhigang
1
Wei, Zhenfeng
1
Zaatour, Riadh
1
more ...
less ...
Published in...
All
Journal of mathematical finance
International journal of theoretical and applied finance
22
Quantitative finance
15
Applied mathematical finance
11
European journal of operational research : EJOR
11
International journal of financial engineering
11
Finance research letters
7
Journal of banking & finance
7
Journal of econometrics
7
Annals of finance
6
Computational economics
6
Journal of economic dynamics & control
6
Review of derivatives research
6
The journal of computational finance
6
Finance and stochastics
5
Insurance / Mathematics & economics
5
The journal of derivatives : JOD
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
The European journal of finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Energy economics
3
International review of financial analysis
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Mathematics and financial economics
3
Springer Texts in Business and Economics
3
SpringerLink / Bücher
3
The journal of futures markets
3
Applied economics
2
Applied economics letters
2
Computational Management Science : CMS
2
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
2
International review of economics & finance : IREF
2
Journal of financial economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematics of operations research
2
Operations research letters
2
Risk and decision analysis
2
Annals of financial economics
1
Annual review of financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
The barrier binary options
Gao, Min
;
Wei, Zhenfeng
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
Saved in:
3
Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
Saved in:
4
A stochastic correlation model with time change for pricing credit spread options
Tong, Zhigang
;
Liu, Allen
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 445-466
Persistent link: https://www.econbiz.de/10011673996
Saved in:
5
Embedding stochastic correlation into the pricing of FX quanto options under stochastic volatility models
Pellegrino, Tommaso
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 455-493
Persistent link: https://www.econbiz.de/10012210363
Saved in:
6
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
Saved in:
7
Nonparametric model calibration for derivatives
Abergel, Frédéric
;
Tachet des Combes, Rémy
;
Zaatour, …
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 571-596
Persistent link: https://www.econbiz.de/10011752333
Saved in:
8
The British binary option
Gao, Min
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 747-762
Persistent link: https://www.econbiz.de/10012433492
Saved in:
9
Foreign exchange derivative pricing with stochastic correlation
Nabirye, Topilista
;
Ngare, Philip
;
Mungatu, Joseph
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 887-899
Persistent link: https://www.econbiz.de/10011658109
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
