//--> //--> //--> //-->
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:"Finance and stochastics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Konferenz"
~subject:"Theory"
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
Recent results in stochastic p...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Konferenz
Theory
Stochastic process
281
Stochastischer Prozess
281
Theorie
173
Option pricing theory
86
Optionspreistheorie
86
Volatility
56
Volatilität
56
Portfolio selection
52
Portfolio-Management
52
Mathematical programming
31
Mathematische Optimierung
31
Yield curve
22
Zinsstruktur
22
Martingal
21
Martingale
21
Risiko
19
Risk
19
Control theory
17
Kontrolltheorie
17
Dynamic programming
16
Dynamische Optimierung
16
CAPM
14
Hedging
14
Markov chain
14
Markov-Kette
14
Probability theory
14
Wahrscheinlichkeitsrechnung
14
Operations Research
13
Operations research
13
Option trading
13
Optionsgeschäft
13
Risikoaversion
13
Risk aversion
13
Credit risk
12
Derivat
12
Derivative
12
Inventory model
12
Kreditrisiko
12
Lagerhaltungsmodell
12
more ...
less ...
Online availability
All
Undetermined
62
Free
5
Type of publication
All
Article
173
Type of publication (narrower categories)
All
Article in journal
171
Aufsatz in Zeitschrift
171
Language
All
English
173
Author
All
Kabanov, Jurij M.
4
Tzeng, Larry Y.
4
Björk, Tomas
3
Choulli, Tahir
3
Fukasawa, Masaaki
3
Huang, Rachel J.
3
Jeanblanc, Monique
3
Karatzas, Ioannis
3
Kardaras, Constantinos
3
Post, Thierry
3
Aksamit, Anna
2
Alòs, Elisa
2
Benth, Fred Espen
2
Carmona, René
2
Dawande, Milind
2
Delbaen, Freddy
2
Deng, Jun
2
Feng, Qi
2
Fouque, Jean-Pierre
2
Geman, Hélyette
2
Jarrow, Robert A.
2
Kallus, Nathan
2
Kim, Donghan
2
Kopa, Miloš
2
Kou, Steven
2
Leblanc, Boris
2
Lépinette, Emmanuel
2
Mao, Xiaojie
2
Pergamenshchikov, Serguei
2
Pratelli, Maurizio
2
Reich, N.
2
Rheinländer, Thorsten
2
Riedel, Frank
2
Ruf, Johannes
2
Scaillet, Olivier
2
Shanthikumar, J. George
2
Shreve, Steven E.
2
Sim, Melvyn
2
Steffensen, Mogens
2
Winter, C.
2
more ...
less ...
Published in...
All
Finance and stochastics
Management science : journal of the Institute for Operations Research and the Management Sciences
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
107
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
78
Journal of economic dynamics & control
74
Discussion paper / Tinbergen Institute
71
INFORMS journal on computing : JOC
64
Risks : open access journal
64
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Computational Management Science : CMS
52
Transportation research / E : an international journal
52
SpringerLink / Bücher
51
Economics letters
50
Mathematical methods of operations research
50
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
Omega : the international journal of management science
43
Econometric theory
42
Economic modelling
42
SFB 649 discussion paper
40
IMA journal of management mathematics
38
NBER Working Paper
38
Annals of operations research
37
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
more ...
less ...
Source
All
ECONIS (ZBW)
173
Showing
1
-
10
of
173
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal software reuse in incremental software development : a transfer pricing approach
Ceran, Yasin
;
Dawande, Milind
;
Liu, Dengpan
;
Mookerjee, …
- In:
Management science : journal of the Institute for …
60
(
2014
)
3
,
pp. 541-559
Persistent link: https://www.econbiz.de/10010347936
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Consistent variance curve models
Buehler, Hans
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 178-203
Persistent link: https://www.econbiz.de/10003334916
Saved in:
9
Comparison of option prices in seminartingale models
Bergenthum, Jan
;
Rüschendorf, Ludger
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10003334918
Saved in:
10
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
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...
//-->