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Konferenz
Theory
Stochastic process
338
Stochastischer Prozess
338
Theorie
204
Option pricing theory
118
Optionspreistheorie
118
Volatility
94
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94
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Li, Kai
5
Kabanov, Jurij M.
4
Björk, Tomas
3
Choulli, Tahir
3
Fukasawa, Masaaki
3
He, Xue-zhong
3
Jeanblanc, Monique
3
Karatzas, Ioannis
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Kardaras, Constantinos
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Aksamit, Anna
2
Alfarano, Simone
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Benth, Fred Espen
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Carmona, René
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Chambers, Marcus J.
2
Delbaen, Freddy
2
Deng, Jun
2
Elliott, Robert J.
2
Elliott, Robert J. R.
2
Fouque, Jean-Pierre
2
Gaivoronski, Alexei A.
2
Geman, Hélyette
2
Guo, Bin
2
Huang, Fuzhe
2
Jarrow, Robert A.
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Kim, Donghan
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Kraft, Holger
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2
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Finance and stochastics
Journal of economic dynamics & control
European journal of operational research : EJOR
459
Insurance / Mathematics & economics
153
Computers & operations research : and their applications to problems of world concern ; an international journal
146
International journal of production research
128
Operations research
120
International journal of theoretical and applied finance
116
Journal of econometrics
106
Operations research letters
102
Mathematics of operations research
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
International journal of production economics
77
Discussion paper / Tinbergen Institute
71
Risks : open access journal
64
INFORMS journal on computing : JOC
63
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
57
Econometric reviews
57
Journal of economic theory
55
Quantitative finance
54
Computational Management Science : CMS
52
Transportation research / E : an international journal
52
SpringerLink / Bücher
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Mathematical methods of operations research
50
Economics letters
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Computational economics
46
Discussion papers of interdisciplinary research project 373
46
Working paper / National Bureau of Economic Research, Inc.
44
Management science : journal of the Institute for Operations Research and the Management Sciences
43
Econometric theory
42
Economic modelling
42
Omega : the international journal of management science
42
SFB 649 discussion paper
40
Annals of operations research
38
IMA journal of management mathematics
38
NBER Working Paper
38
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
37
Lecture notes in economics and mathematical systems : LNEMS
36
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ECONIS (ZBW)
204
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1
General equilibrium models and homotopy methods
Eaves, Burchett Curtis
;
Schmedders, Karl
- In:
Journal of economic dynamics & control
23
(
1999
)
9/10
,
pp. 1249-1279
Persistent link: https://www.econbiz.de/10001415361
Saved in:
2
When to make proprietary software open source
Caulkins, Jonathan P.
;
Feichtinger, Gustav
;
Grass, Dieter
; …
- In:
Journal of economic dynamics & control
37
(
2013
)
6
,
pp. 1182-1194
Persistent link: https://www.econbiz.de/10009740443
Saved in:
3
Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
Saved in:
4
Valuation of default-sensitive claims under imperfect information
Coculescu, Delia
;
Geman, Hélyette
;
Jeanblanc, Monique
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10003716260
Saved in:
5
Dynamic risk measures : time consistency and risk measures from BMO martingales
Bion-Nadal, Jocelyne
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 219-244
Persistent link: https://www.econbiz.de/10003716264
Saved in:
6
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
7
Stochastic flow approach to Dupire's formula
Jourdain, B.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 521-535
Persistent link: https://www.econbiz.de/10003645525
Saved in:
8
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa
;
León, Jorge A.
;
Vives, Josep
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 571-589
Persistent link: https://www.econbiz.de/10003645538
Saved in:
9
On the application and use of DSGE models
Álvarez Lois, Pedro Pablo
;
Harrison, Richard T.
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
8
,
pp. 2428-2452
Persistent link: https://www.econbiz.de/10003745406
Saved in:
10
Approximating volatility diffusions with CEV-ARCH models
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of economic dynamics & control
30
(
2006
)
6
,
pp. 931-966
Persistent link: https://www.econbiz.de/10003327657
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