//--> //--> //--> //-->
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
~isPartOf:"Applied mathematical finance"
~language:"eng"
~language:"kor"
~language:"ron"
~subject:"Economy"
~subject:"Stochastischer Prozess"
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
"Ito's Lemma" and the Bellman...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Economy
Stochastischer Prozess
Theorie
228
Theory
228
Option pricing theory
149
Optionspreistheorie
149
Stochastic process
122
Volatility
92
Volatilität
92
Portfolio selection
76
Portfolio-Management
76
Derivat
46
Derivative
46
Hedging
41
Yield curve
35
Zinsstruktur
35
Black-Scholes model
28
Black-Scholes-Modell
28
Option trading
25
Optionsgeschäft
25
CAPM
20
Börsenkurs
18
Share price
18
Risiko
17
Risk
17
Estimation
16
Schätzung
16
Credit risk
15
Kreditrisiko
15
Swap
15
stochastic volatility
15
Mathematical programming
14
Mathematische Optimierung
14
Experiment
13
Anleihe
12
Bond
12
Markov chain
12
Markov-Kette
12
Martingal
12
Martingale
12
Securities trading
12
more ...
less ...
Online availability
All
Undetermined
57
Free
3
Type of publication
All
Article
122
Type of publication (narrower categories)
All
Article in journal
122
Aufsatz in Zeitschrift
122
Language
All
English
Korean
Romanian
Author
All
Eberlein, Ernst
4
Sabino, Piergiacomo
4
Sircar, Kaushik Ronnie
4
Escobar, Marcos
3
Zagst, Rudi
3
Alòs, Elisa
2
Benth, Fred Espen
2
Cheang, Gerald H. L.
2
Chiarella, Carl
2
Elliott, Robert J.
2
Fouque, Jean-Pierre
2
Gardini, Matteo
2
Guéant, Olivier
2
Götz, Barbara
2
Jaimungal, Sebastian
2
Leung, Tim
2
Mai, Jan-Frederik
2
Oosterlee, Cornelis Willebrordus
2
Pravosud, Makar
2
Yamazaki, Akira
2
Aguilar, Jean-Philippe
1
Ahlip, Rehez
1
Ahn, Hyungsok
1
Aihara, Shinichi
1
Al-Aradi, Ali
1
Alberts, J. S. C.
1
Albrecher, Hansjörg
1
Aoudia, Djilali Ait
1
Arai, Takuji
1
Atkinson, Colin
1
Badran, Alexander
1
Bagchi, Arunabha
1
Baldeaux, Jan
1
Baptiste, Julien
1
Bayraktar, Erhan
1
Bergault, Philippe
1
Boer, A.
1
Bojarčenko, Svetlana I.
1
Bouchaud, Jean-Philippe
1
Bouveret, Géraldine
1
more ...
less ...
Published in...
All
Applied mathematical finance
European journal of operational research : EJOR
650
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
227
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
176
International journal of production research
169
Quantitative finance
167
Operations research letters
163
Mathematics of operations research
161
Journal of economic dynamics & control
142
Risks : open access journal
128
Discussion paper / Tinbergen Institute
125
International journal of production economics
125
Computational economics
115
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
The journal of computational finance
106
Economics letters
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Journal of mathematical finance
89
Econometric reviews
86
Energy economics
85
Finance research letters
85
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Economic modelling
82
INFORMS journal on computing : JOC
80
International journal of financial engineering
80
Transportation research / E : an international journal
80
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Mathematical methods of operations research
77
Omega : the international journal of management science
77
Annals of operations research
76
Computational Management Science : CMS
73
Working paper
72
Journal of banking & finance
71
Journal of economic theory
71
Annals of finance
70
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
more ...
less ...
Source
All
ECONIS (ZBW)
122
Showing
1
-
10
of
122
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility targeting using delayed diffusions
Torricelli, Lorenzo
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 213-246
Persistent link: https://www.econbiz.de/10012128945
Saved in:
2
Optimum constrained portfolio rules in a diffusion market
Durrell, Fernando J.
- In:
Applied mathematical finance
13
(
2006
)
4
,
pp. 285-307
Persistent link: https://www.econbiz.de/10003396197
Saved in:
3
Optimal trade execution under stochastic volatility and liquidity
Cheridito, Patrick
;
Sepin, Tardu
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 342-362
Persistent link: https://www.econbiz.de/10010499674
Saved in:
4
Portfolio optimization for credit-risky assets under Marshall–Olkin dependence
Mai, Jan-Frederik
- In:
Applied mathematical finance
26
(
2019
)
6
,
pp. 598-618
Persistent link: https://www.econbiz.de/10012210432
Saved in:
5
A mathematical
analysis
of technical
analysis
Lorig, Matthew
;
Zhou, Zhou
;
Zou, Bin
- In:
Applied mathematical finance
26
(
2019
)
1
,
pp. 38-68
Persistent link: https://www.econbiz.de/10012210259
Saved in:
6
Generalised lyapunov functions and functionally generated trading strategies
Ruf, Johannes
;
Xie, Kangjianan
- In:
Applied mathematical finance
26
(
2019
)
4
,
pp. 293-327
Persistent link: https://www.econbiz.de/10012210315
Saved in:
7
Outperformance and tracking : dynamic asset allocation for active and passive portfolio management
Al-Aradi, Ali
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 268-294
Persistent link: https://www.econbiz.de/10012128951
Saved in:
8
Log-optimal portfolios with memory effect
Nika, Zsolt
;
Rásonyi, Miklos
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 557-585
Persistent link: https://www.econbiz.de/10012129182
Saved in:
9
On regularized optimal execution problems and their singular limits
Souza, Max O.
;
Thamsten, Y.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 79-109
Persistent link: https://www.econbiz.de/10013554788
Saved in:
10
Optimal execution : a review
Donnelly, Ryan
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
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...
//-->