//--> //--> //--> //-->
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
Fourier Integration and Stocha...
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
122
Stochastischer Prozess
122
Volatility
117
Volatilität
117
Theorie
105
Theory
105
Derivat
67
Derivative
67
Option trading
53
Optionsgeschäft
53
Hedging
37
Black-Scholes model
33
Black-Scholes-Modell
33
Portfolio selection
29
Portfolio-Management
29
Yield curve
27
Zinsstruktur
27
Swap
19
CAPM
16
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
stochastic volatility
15
Credit risk
14
Experiment
14
Kreditrisiko
14
Simulation
14
Risiko
12
Risk
12
Interest rate derivative
11
Martingal
11
Martingale
11
Statistical distribution
11
Statistische Verteilung
11
Zinsderivat
11
Markov chain
10
Markov-Kette
10
Börsenkurs
9
Estimation
9
more ...
less ...
Online availability
All
Undetermined
95
Free
10
Type of publication
All
Article
306
Type of publication (narrower categories)
All
Article in journal
306
Aufsatz in Zeitschrift
306
Language
All
English
306
Author
All
Sircar, Kaushik Ronnie
7
Eberlein, Ernst
6
Avellaneda, Marco
5
Benth, Fred Espen
5
Chiarella, Carl
4
Howison, Sam
4
Kwok, Yue-Kuen
4
Reisinger, Christoph
4
Sabino, Piergiacomo
4
Zagst, Rudi
4
Ahn, Hyungsok
3
Atkinson, Colin
3
Baldeaux, Jan
3
Bermin, Hans-Peter
3
Cohen, Samuel N.
3
Elliott, Robert J.
3
Escobar, Marcos
3
Fouque, Jean-Pierre
3
Glau, Kathrin
3
Jaimungal, Sebastian
3
Lorig, Matthew
3
Madan, Dilip B.
3
Oosterlee, Cornelis Willebrordus
3
Siu, Tak Kuen
3
Wang, Sheng
3
Zheng, Wendong
3
Alexander, Carol
2
Alòs, Elisa
2
Baptiste, Julien
2
Buchen, Peter W.
2
Carr, Peter
2
Cheang, Gerald H. L.
2
Chesney, Marc
2
Dang, Duy Minh
2
Ericsson, Jan
2
Forde, Martin
2
Forsyth, Peter A.
2
Gardini, Matteo
2
Goard, Joanna
2
Guéant, Olivier
2
more ...
less ...
Published in...
All
Applied mathematical finance
European journal of operational research : EJOR
746
Energy economics
727
Finance research letters
715
International journal of theoretical and applied finance
650
NBER working paper series
574
The journal of futures markets
553
Working paper / National Bureau of Economic Research, Inc.
545
Journal of banking & finance
533
NBER Working Paper
490
International review of financial analysis
461
Journal of econometrics
458
Applied economics
428
Economic modelling
425
International review of economics & finance : IREF
405
The North American journal of economics and finance : a journal of financial economics studies
380
Insurance / Mathematics & economics
361
Finance and stochastics
349
Mathematical finance : an international journal of mathematics, statistics and financial theory
334
Quantitative finance
332
Journal of economic dynamics & control
331
Economics letters
330
Working paper
318
Applied economics letters
311
Applied financial economics
299
Journal of empirical finance
299
Research in international business and finance
297
Discussion paper / Tinbergen Institute
286
Discussion paper / Centre for Economic Policy Research
283
The journal of computational finance
282
The journal of derivatives : the official publication of the International Association of Financial Engineers
254
Journal of international financial markets, institutions & money
251
Journal of risk and financial management : JRFM
250
Journal of international money and finance
249
Journal of financial economics
246
Risks : open access journal
246
The European journal of finance
234
Computational economics
233
CESifo working papers
215
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
206
more ...
less ...
Source
All
ECONIS (ZBW)
306
Showing
1
-
10
of
306
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Numerical approximation of the implied
volatility
under arithmetic Brownian motion
Choi, Jaehyuk
;
Kim, Kwangmoon
;
Kwak, Minsuk
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 261-268
Persistent link: https://www.econbiz.de/10003916161
Saved in:
2
Robust approximations for pricing Asian options and
volatility
swaps under stochastic
volatility
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 241-259
Persistent link: https://www.econbiz.de/10008653259
Saved in:
3
A general formula for option prices in a stochastic
volatility
model
Ching, Stephen
;
Dufresne, Daniel
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 313-340
Persistent link: https://www.econbiz.de/10009710970
Saved in:
4
Rare shock, two-factor stochastic
volatility
and currency option pricing
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
Saved in:
5
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
6
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
Saved in:
7
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:
8
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:
9
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:
10
Pricing of defaultable bonds with random information flow
Brody, Dorje C.
;
Law, Yan Tai
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 399-420
Persistent link: https://www.econbiz.de/10011490604
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...
//-->