//--> //--> //--> //-->
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
Parametric Rules for State Con...
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
88
Stochastischer Prozess
88
Volatility
74
Volatilität
74
Derivat
62
Derivative
62
Theorie
60
Theory
60
Option trading
52
Optionsgeschäft
52
Hedging
29
Black-Scholes model
26
Black-Scholes-Modell
26
Yield curve
21
Zinsstruktur
21
Swap
15
CAPM
14
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Portfolio selection
14
Portfolio-Management
14
Experiment
13
Credit risk
12
Kreditrisiko
12
Simulation
12
stochastic volatility
12
Martingal
10
Martingale
10
Risiko
10
Risk
10
Statistical distribution
10
Statistische Verteilung
10
Interest rate derivative
9
Zinsderivat
9
Incomplete market
8
Unvollkommener Markt
8
implied volatility
8
Lévy processes
7
more ...
less ...
Online availability
All
Undetermined
70
Free
7
Type of publication
All
Article
244
Type of publication (narrower categories)
All
Article in journal
244
Aufsatz in Zeitschrift
244
Language
All
English
244
Author
All
Eberlein, Ernst
6
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
Elliott, Robert J.
3
Escobar, Marcos
3
Glau, Kathrin
3
Madan, Dilip B.
3
Oosterlee, Cornelis Willebrordus
3
Reisinger, Christoph
3
Siu, Tak Kuen
3
Wang, Sheng
3
Zheng, Wendong
3
Alòs, Elisa
2
Avellaneda, Marco
2
Baldeaux, Jan
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
Forsyth, Peter A.
2
Gardini, Matteo
2
Götz, Barbara
2
Jackson, Kenneth R.
2
Jaimungal, Sebastian
2
Joshi, Mark S.
2
Kallsen, Jan
2
Konstandatos, Otto
2
Leung, Tim
2
Levendorskij, Sergej Z.
2
more ...
less ...
Published in...
All
Applied mathematical finance
International journal of theoretical and applied finance
467
The journal of futures markets
264
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
The journal of computational finance
254
Finance and stochastics
218
Journal of banking & finance
215
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
European journal of operational research : EJOR
147
Insurance / Mathematics & economics
139
Finance research letters
136
Journal of economic dynamics & control
134
The journal of gambling business and economics
131
Applied economics
127
International journal of financial engineering
116
NBER working paper series
115
Computational economics
108
Journal of mathematical finance
107
Risks : open access journal
105
Working paper / National Bureau of Economic Research, Inc.
97
Journal of financial economics
93
The European journal of finance
91
Research paper series / Swiss Finance Institute
89
Economics letters
88
The North American journal of economics and finance : a journal of financial economics studies
86
NBER Working Paper
85
Asia-Pacific financial markets
77
Applied economics letters
68
Journal of econometrics
66
Management science : journal of the Institute for Operations Research and the Management Sciences
64
Energy economics
62
Journal of financial and quantitative analysis : JFQA
62
The journal of finance : the journal of the American Finance Association
61
Working paper
59
Review of quantitative finance and accounting
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Economic modelling
56
SFB 649 discussion paper
55
more ...
less ...
Source
All
ECONIS (ZBW)
244
Showing
1
-
10
of
244
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk-neutral pricing and hedging of in-play football bets
Divos, Peter
;
Baño Rollin, Sebastian del
;
Bihari, Zsolt
; …
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 315-335
Persistent link: https://www.econbiz.de/10012129154
Saved in:
2
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
Saved in:
3
An improved binomial lattice method for multi-dimensional options
Gamba, Andrea
;
Trigeorgis, Lenos
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003637477
Saved in:
4
Pricing lookback options with knock-out boundaries
Muroi, Yoshifumi
- In:
Applied mathematical finance
13
(
2006
)
2
,
pp. 155-190
Persistent link: https://www.econbiz.de/10003331423
Saved in:
5
A semi-explicit approach to Canary swaptions in HJM one-factor model
Henrard, Marc
- In:
Applied mathematical finance
13
(
2006
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003320021
Saved in:
6
A numerical method to price defaultable bonds based on the Madan and Unal credit risk model
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 17-36
Persistent link: https://www.econbiz.de/10003847142
Saved in:
7
American call options under jump-diffusion processes - a Fourier transform approach
Chiarella, Carl
;
Ziogas, Andrew
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 37-79
Persistent link: https://www.econbiz.de/10003847143
Saved in:
8
Optimal quantization for the pricing of swing options
Bardou, Olivier
;
Bouthemy, Sandrine
;
Pagès, Gilles
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 183-217
Persistent link: https://www.econbiz.de/10003847156
Saved in:
9
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:
10
The valuation of American options with stochastic stopping time constraints
Egloff, Daniel
;
Leippold, Markus
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 287-305
Persistent link: https://www.econbiz.de/10003916175
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...
//-->