//--> //--> //--> //-->
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
Information-based model with n...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
244
Optionspreistheorie
244
Stochastic process
91
Stochastischer Prozess
91
Theorie
79
Theory
79
Volatility
79
Volatilität
79
Derivat
63
Derivative
63
Option trading
52
Optionsgeschäft
52
CAPM
32
Hedging
30
Black-Scholes model
26
Black-Scholes-Modell
26
Yield curve
26
Zinsstruktur
26
Portfolio selection
21
Portfolio-Management
21
Markov chain
17
Markov-Kette
17
Swap
15
Credit risk
14
Kreditrisiko
14
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Experiment
13
Risiko
13
Risk
13
Simulation
13
stochastic volatility
12
Statistical distribution
11
Statistische Verteilung
11
Martingal
10
Martingale
10
Anleihe
9
Bond
9
Incomplete market
9
Interest rate derivative
9
more ...
less ...
Online availability
All
Undetermined
79
Free
7
Type of publication
All
Article
273
Type of publication (narrower categories)
All
Article in journal
273
Aufsatz in Zeitschrift
273
Language
All
English
273
Author
All
Eberlein, Ernst
6
Elliott, Robert J.
5
Siu, Tak Kuen
5
Benth, Fred Espen
4
Howison, Sam
4
Kwok, Yue-Kuen
4
Sabino, Piergiacomo
4
Sircar, Kaushik Ronnie
4
Zagst, Rudi
4
Atkinson, Colin
3
Bermin, Hans-Peter
3
Chiarella, Carl
3
Cohen, Samuel N.
3
Escobar, Marcos
3
Glau, Kathrin
3
Jaimungal, Sebastian
3
Madan, Dilip B.
3
Oosterlee, Cornelis Willebrordus
3
Reisinger, Christoph
3
Wang, Sheng
3
Zheng, Wendong
3
Ahn, Hyungsok
2
Alòs, Elisa
2
Avellaneda, Marco
2
Baldeaux, Jan
2
Baptiste, Julien
2
Boyle, Phelim P.
2
Buchen, Peter W.
2
Carr, Peter
2
Cheang, Gerald H. L.
2
Chesney, Marc
2
Dang, Duy Minh
2
Ericsson, Jan
2
Forsyth, Peter A.
2
Gamba, Andrea
2
Gardini, Matteo
2
Guo, Jia-hau
2
Götz, Barbara
2
Hagan, Patrick S.
2
Hung, Mao-Wei
2
more ...
less ...
Published in...
All
Applied mathematical finance
International journal of theoretical and applied finance
557
Journal of banking & finance
512
NBER working paper series
505
Working paper / National Bureau of Economic Research, Inc.
443
Journal of financial economics
395
European journal of operational research : EJOR
374
NBER Working Paper
371
The journal of futures markets
363
Journal of economic dynamics & control
361
Finance research letters
347
Mathematical finance : an international journal of mathematics, statistics and financial theory
335
The journal of finance : the journal of the American Finance Association
302
Finance and stochastics
295
The review of financial studies
273
Quantitative finance
265
The journal of computational finance
261
Journal of econometrics
255
Economic modelling
232
Journal of empirical finance
230
The journal of derivatives : the official publication of the International Association of Financial Engineers
219
Energy economics
215
Economics letters
212
Applied economics
210
International review of financial analysis
210
Insurance / Mathematics & economics
205
International review of economics & finance : IREF
190
Management science : journal of the Institute for Operations Research and the Management Sciences
190
The North American journal of economics and finance : a journal of financial economics studies
189
Working paper
189
Discussion paper / Centre for Economic Policy Research
187
Review of derivatives research
187
Journal of financial and quantitative analysis : JFQA
183
Research paper series / Swiss Finance Institute
178
The European journal of finance
175
Computational economics
173
Risks : open access journal
160
Discussion paper / Tinbergen Institute
155
Review of quantitative finance and accounting
155
Journal of international money and finance
152
more ...
less ...
Source
All
ECONIS (ZBW)
273
Showing
1
-
10
of
273
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing volatility swaps under Heston's stochastic volatility model with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 41-62
Persistent link: https://www.econbiz.de/10003542938
Saved in:
2
Default times in a continuous time Markov chain economy
Elliott, Robert J.
;
Hoek, John van der
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 450-460
Persistent link: https://www.econbiz.de/10010235596
Saved in:
3
Option valuation with a discrete-time double Markovian regime-switching model
Siu, Tak Kuen
;
Fung, Eric S.
;
Ng, Michael K.
- In:
Applied mathematical finance
18
(
2011
)
5/6
,
pp. 473-490
Persistent link: https://www.econbiz.de/10009422572
Saved in:
4
On the modelling of nested risk-neutral stochastic processes with applications in insurance
Singor, S. N.
;
Boer, A.
;
Alberts, J. S. C.
;
Oosterlee, …
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 302-336
Persistent link: https://www.econbiz.de/10011815235
Saved in:
5
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
6
Modelling asset prices for algorithmic and high-frequency trading
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 512-547
Persistent link: https://www.econbiz.de/10010235563
Saved in:
7
Viterbi-based estimation for Markov switching GARCH model
Elliott, Robert J.
;
Lau, John W.
;
Miao, Hong
;
Siu, Tak Kuen
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 219-231
Persistent link: https://www.econbiz.de/10009710984
Saved in:
8
Semi-Markov model for market microstructure
Fodra, Pietro
;
Pham, Huyên
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 261-265
Persistent link: https://www.econbiz.de/10011436207
Saved in:
9
Finite-dimensional realizations of regime-switching HJM models
Elhouar, Mikael
- In:
Applied mathematical finance
15
(
2008
)
3/4
,
pp. 331-354
Persistent link: https://www.econbiz.de/10003751268
Saved in:
10
Interest guarantees in banking
Norberg, Ragnar
- In:
Applied mathematical finance
12
(
2005
)
4
,
pp. 351-370
Persistent link: https://www.econbiz.de/10003229242
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...
//-->