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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of banking & finance"
~subject:"Aufsatzsammlung"
~subject:"Landwirtschaft"
~subject:"Volatilität"
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Aufsatzsammlung
Landwirtschaft
Volatilität
Stochastic process
714
Stochastischer Prozess
714
Theorie
484
Theory
484
Mathematical programming
288
Mathematische Optimierung
288
Stochastic programming
142
Option pricing theory
89
Optionspreistheorie
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Portfolio selection
80
Portfolio-Management
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Volatility
74
Inventory model
73
Lagerhaltungsmodell
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Entscheidung unter Unsicherheit
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Robust statistics
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Finance
37
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34
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32
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31
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76
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Cui, Zhenyu
3
Kaeck, Andreas
3
Baldeaux, Jan
2
Ballotta, Laura
2
Branger, Nicole
2
Dyer, James S.
2
Elliott, Robert J.
2
Fusai, Gianluca
2
Hahn, Warren J.
2
Kirkby, J. Lars
2
Kyriakou, Ioannis
2
Ma, Jingtang
2
Nguyen, Duy
2
Platen, Eckhard
2
Rayée, Grégory
2
Recchioni, Maria Cristina
2
Seeger, Norman
2
Tedeschi, Gabriele
2
Wong, Hoi Ying
2
Alexander, Carol
1
Arismendi Zambrano, Juan Carlos
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Backwell, Alex
1
Badescu, Alexandru
1
Ballestra, Luca Vincenzo
1
Bandi, Chaithanya
1
Barro, Diana
1
Baño Rollin, Sebastian del
1
Bertsimas, Dimitris
1
Borovkova, Svetlana
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Brandão, Luiz Eduardo Teixeira
1
Bregantini, Daniele
1
Caldana, Ruggero
1
Cao, Yi
1
Casassus, Jaime
1
Chaib, Karim
1
Chang, Charles
1
Chavez-Demoulin, Valerie
1
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European journal of operational research : EJOR
Journal of banking & finance
International journal of theoretical and applied finance
135
Journal of econometrics
104
Quantitative finance
89
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Discussion paper / Tinbergen Institute
56
The journal of computational finance
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Computational economics
48
Finance and stochastics
47
Journal of economic dynamics & control
47
Econometric reviews
44
Finance research letters
39
Journal of mathematical finance
38
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Annals of finance
31
The journal of futures markets
31
Energy economics
30
Journal of empirical finance
30
Risks : open access journal
30
Research paper series / Swiss Finance Institute
29
Economics letters
27
The North American journal of economics and finance : a journal of financial economics studies
26
CAMA working paper series
24
Review of derivatives research
24
Journal of risk and financial management : JRFM
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Applied economics
21
Economic modelling
20
Econometrics : open access journal
18
Journal of financial economics
18
NBER working paper series
18
The European journal of finance
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ECONIS (ZBW)
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1
Discrete time modeling of mean-reverting stochastic processes for real option valuation
Hahn, Warren J.
;
Dyer, James S.
- In:
European journal of operational research : EJOR
184
(
2008
)
2
,
pp. 534-548
Persistent link: https://www.econbiz.de/10003768285
Saved in:
2
Volatility estimation for stochastic project value models
Brandão, Luiz Eduardo Teixeira
;
Dyer, James S.
;
Hahn, …
- In:
European journal of operational research : EJOR
220
(
2012
)
3
,
pp. 642-648
Persistent link: https://www.econbiz.de/10009550564
Saved in:
3
Robustness of distance-to-default
Jessen, Cathrine
;
Lando, David
- In:
Journal of banking & finance
50
(
2015
),
pp. 493-505
Persistent link: https://www.econbiz.de/10010510191
Saved in:
4
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
5
Profitability of time series momentum
He, Xue-zhong
;
Li, Kai
- In:
Journal of banking & finance
53
(
2015
),
pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
Saved in:
6
Variance swap with mean reversion, multifactor stochastic volatility and jumps
Pun, Chi Seng
;
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
245
(
2015
)
2
,
pp. 571-580
Persistent link: https://www.econbiz.de/10011308968
Saved in:
7
High-frequency financial data modeling using Hawkes processes
Chavez-Demoulin, Valerie
;
McGill, James A.
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3415-3426
Persistent link: https://www.econbiz.de/10009660437
Saved in:
8
Keep on smiling? : the pricing of Quanto options when all covariances are stochastic
Branger, Nicole
;
Muck, Matthias
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1577-1591
Persistent link: https://www.econbiz.de/10009616465
Saved in:
9
Optimizing bounds on security prices in incomplete markets : does stochastic volatility specification matter?
Marroquín-Martínez, Naroa
;
Moreno, Manuel
- In:
European journal of operational research : EJOR
225
(
2013
)
3
,
pp. 429-442
Persistent link: https://www.econbiz.de/10009706918
Saved in:
10
Have the GIPSI settled down? : breaks and multivariate stochastic volatility models for, and not against, the European financial integration
Ge̜bka, Bartosz
;
Karoglou, Michail
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3639-3653
Persistent link: https://www.econbiz.de/10010126309
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