//--> //--> //--> //-->
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"
~subject:"Black-Scholes-Modell"
~subject:"Konferenz"
~subject:"Risiko"
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
Black-Scholes-Modell
Konferenz
Risiko
Stochastic process
196
Stochastischer Prozess
196
Theorie
130
Theory
130
Option pricing theory
80
Optionspreistheorie
80
Volatility
47
Volatilität
47
Portfolio selection
42
Portfolio-Management
42
Martingal
21
Martingale
21
Yield curve
19
Zinsstruktur
19
Control theory
13
Hedging
13
Kontrolltheorie
13
Markov chain
12
Markov-Kette
12
Risk
12
CAPM
11
Black-Scholes model
10
Derivat
10
Derivative
10
Option trading
10
Optionsgeschäft
10
Analysis
9
Mathematical analysis
9
Mathematical programming
9
Mathematische Optimierung
9
Stochastic volatility
9
Credit risk
8
Finanzmathematik
8
Kreditrisiko
8
Mathematical finance
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Incomplete market
7
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Kabanov, Jurij M.
2
Abrahams, I. David
1
Alòs, Elisa
1
Appleby, John A. D.
1
Ararat, Çağın
1
Barrieu, Pauline
1
Baños, D.
1
Bentata, Amel
1
Björk, Tomas
1
Brigo, Damiano
1
Carmona, René
1
Cheridito, Patrick
1
Cherny, Alexander S.
1
Chong, Wing Fung
1
Cont, Rama
1
Delbaen, Freddy
1
Duedahl, S.
1
El Karoui, Nicole
1
Feinstein, Zachary
1
Fontana, Claudio
1
Fouque, Jean-Pierre
1
Frey, Rüdiger
1
Fusai, Gianluca
1
Grigoriev, Pavel G.
1
Hu, Ying
1
Hult, Henrik
1
Jarrow, Robert A.
1
Kupper, Michael
1
Larsen, Kasper
1
León, Jorge A.
1
Li, Siguang
1
Liang, Gechun
1
Mercurio, Fabio
1
Meyer-Brandis, T.
1
Muhle-Karbe, Johannes
1
Mulinacci, Sabrina
1
Nutz, Marcel
1
Pavarana, Simone
1
Pergamenshchikov, Serguei
1
Pergamenščikov, Sergej M.
1
more ...
less ...
Published in...
All
Finance and stochastics
European journal of operational research : EJOR
62
Insurance / Mathematics & economics
49
Wirtschaftswissenschaft
31
International journal of theoretical and applied finance
29
The journal of structured finance
18
Quantitative finance
17
Review of Pacific Basin financial markets and policies
17
Applied mathematical finance
16
Risks : open access journal
15
Computational economics
14
European economic review : EER
14
Revue économique : revue bimestrielle
14
Journal of mathematical finance
13
The journal of computational finance
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
SpringerLink / Bücher
12
Zeitschrift für Bibliothekswesen und Bibliographie : vereinigt mit Zentralblatt für Bibliothekswesen ; ZfBB ; Organ des wissenschaftlichen Bibliothekswesens
12
International journal of financial engineering
11
Operations research
11
Scandinavian actuarial journal
11
The journal of economic history
11
Working paper / National Bureau of Economic Research, Inc.
11
Das Feuer großer Gruppen : Konzepte, Designs, Praxisbeispiele für Großveranstaltungen
10
Economics letters
10
Journal of banking & finance
10
Journal of mathematical economics
10
Finance research letters
9
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
9
International journal of production research
9
Omega : the international journal of management science
9
Discussion paper
8
IMA journal of management mathematics
8
International journal of production economics
8
Journal of business communication : JBC
8
Journal of econometrics
8
Journal of economic dynamics & control
8
Journal of economic theory
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematics of operations research
8
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Interacting particle systems for the computation of rare credit portfolio losses
Carmona, René
;
Fouque, Jean-Pierre
;
Vestal, Douglas
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 613-633
Persistent link: https://www.econbiz.de/10003899538
Saved in:
3
Dilatation monotone risk measures are law invariant
Cherny, Alexander S.
;
Grigoriev, Pavel G.
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 291-298
Persistent link: https://www.econbiz.de/10003439765
Saved in:
4
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
5
In the insurance business risky investments are dangerous : the case of negative risk sums
Kabanov, Jurij M.
;
Pergamenshchikov, Serguei
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10011471125
Saved in:
6
Bubbles and crashes in a black-scholes model with delay
Appleby, John A. D.
;
Riedle, Markus
;
Swords, Catherine
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009682292
Saved in:
7
An exact analytical solution for discrete barrier options
Fusai, Gianluca
;
Abrahams, I. David
;
Sgarra, Carlo
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003234939
Saved in:
8
Coherent and convex monetary risk measures for unbounded càdlàg processes
Cheridito, Patrick
;
Delbaen, Freddy
;
Kupper, Michael
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 369-387
Persistent link: https://www.econbiz.de/10002946711
Saved in:
9
Satisfying convex risk limits by trading
Larsen, Kasper
;
Pirvu, Traian A.
;
Shreve, Steven E.
; …
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 177-195
Persistent link: https://www.econbiz.de/10002747136
Saved in:
10
A note on Wick products and the fractional Black-Scholes model
Björk, Tomas
;
Hult, Henrik
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 197-209
Persistent link: https://www.econbiz.de/10002747154
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->