//--> //--> //-->
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"
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
Optimal stopping of strong Mar...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Lévy processes
9
Option pricing theory
8
Optionspreistheorie
8
Stochastic process
7
Stochastischer Prozess
7
Derivat
5
Derivative
5
Volatility
5
Volatilität
5
Option trading
3
Optionsgeschäft
3
Black-Scholes model
2
Black-Scholes-Modell
2
Credit risk
2
Hedging
2
Kreditrisiko
2
Swap
2
Yield curve
2
Zinsstruktur
2
option pricing
2
Artificial intelligence
1
Asset price model
1
Barndorff-Nielsen & Shephard model
1
Brownian motion
1
Credit derivative
1
Energiemarkt
1
Energy market
1
Estimation
1
Exotic options
1
Greeks
1
Incomplete market
1
Incomplete markets
1
Insolvency
1
Insolvenz
1
Interest rate derivative
1
Kreditderivat
1
Künstliche Intelligenz
1
Laplace tranform
1
Lévy measures
1
Lévy-Ito processes
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Eberlein, Ernst
2
Bouzianis, George
1
Chang, Ming-Chi
1
Chiu, Chun-Yuan
1
Gardini, Matteo
1
Gerhart, Christoph
1
Glau, Kathrin
1
Hofer, Markus
1
Hughston, Lane P.
1
Kercheval, Alec
1
Lütkebohmert-Holtz, Eva
1
Mayer, Philipp
1
Redmann, Martin
1
Roberts, Michael
1
Sabino, Piergiacomo
1
SenGupta, Indranil
1
Sheu, Yuan-Chung
1
Tsai, Ming-Yao
1
Yamazaki, Akira
1
more ...
less ...
Published in...
All
Applied mathematical finance
European journal of operational research : EJOR
34
European Journal of Operational Research
25
Physica A: Statistical Mechanics and its Applications
24
Finance and Stochastics
17
Stochastic Processes and their Applications
17
International Journal of Theoretical and Applied Finance (IJTAF)
16
Risk-Sensitive Investment Management
15
International journal of theoretical and applied finance
14
MPRA Paper
9
Quantitative finance
7
Finance and stochastics
6
IMF Working Papers
6
IZA Discussion Papers
6
International Journal of Quality & Reliability Management
6
Operations research letters
6
CREATES Research Papers
5
Computational Statistics
5
Insurance / Mathematics & economics
5
International journal of financial engineering
5
Mathematical Methods of Operations Research
5
The European journal of finance
5
Asia-Pacific financial markets
4
Computational economics
4
IBMEC RJ Economics Discussion Papers
4
INFORMS journal on computing : JOC
4
International journal of production research
4
Mathematics of operations research
4
Operations research
4
Staff Reports / Federal Reserve Bank of New York
4
Statistics & Probability Letters
4
The journal of computational finance
4
Working Papers / Federal Reserve Bank of Philadelphia
4
Carlo Alberto Notebooks
3
Discussion Paper
3
Journal of banking & finance
3
Journal of econometrics
3
Journal of the Operational Research Society
3
Journal of the Operational Research Society : OR
3
KIER Working Papers
3
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing perpetual American compound options under a matrix-exponential jump-diffusion model
Chang, Ming-Chi
;
Sheu, Yuan-Chung
;
Tsai, Ming-Yao
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 553-575
Persistent link: https://www.econbiz.de/10011490624
Saved in:
2
Pricing and hedging of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
Saved in:
3
Variational solutions of the pricing PIDEs for European options in Lévy models
Eberlein, Ernst
;
Glau, Kathrin
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 417-450
Persistent link: https://www.econbiz.de/10010500880
Saved in:
4
Exponential Lévy models extended by a jump to default
Yamazaki, Akira
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 211-228
Persistent link: https://www.econbiz.de/10010187668
Saved in:
5
Sequential hypothesis testing in machine learning, and crude oil price jump size detection
Roberts, Michael
;
SenGupta, Indranil
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 374-395
Persistent link: https://www.econbiz.de/10012501621
Saved in:
6
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
Saved in:
7
Modelling credit risk in the jump threshold framework
Chiu, Chun-Yuan
;
Kercheval, Alec
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 411-433
Persistent link: https://www.econbiz.de/10012129172
Saved in:
8
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
9
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
10
Solving high-dimensional optimal stopping problems using optimization based model order reduction
Redmann, Martin
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 110-140
Persistent link: https://www.econbiz.de/10013554791
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->