//--> //--> //--> //-->
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"
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
Investment under uncertainty a...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
218
Optionspreistheorie
218
Theorie
108
Theory
108
Stochastic process
81
Stochastischer Prozess
81
Volatility
40
Volatilität
40
Martingal
32
Martingale
32
Hedging
29
Option trading
28
Optionsgeschäft
28
Derivat
20
Derivative
20
Portfolio selection
20
Portfolio-Management
20
Black-Scholes model
19
Black-Scholes-Modell
19
CAPM
18
Yield curve
18
Zinsstruktur
18
Transaction costs
16
Transaktionskosten
16
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Mathematical programming
13
Mathematische Optimierung
13
Search theory
10
Suchtheorie
10
Arbitrage Pricing
9
Arbitrage pricing
9
Interest rate derivative
9
Zinsderivat
9
Analysis
8
Markov chain
8
Markov-Kette
8
Mathematical analysis
8
Risiko
8
Risk
8
more ...
less ...
Online availability
All
Undetermined
65
Free
11
Type of publication
All
Article
220
Type of publication (narrower categories)
All
Article in journal
220
Aufsatz in Zeitschrift
220
Mehrbändiges Werk
2
Multi-volume publication
2
Language
All
English
220
Author
All
Carr, Peter
6
Kabanov, Jurij M.
6
Filipović, Damir
5
Hobson, David G.
5
Belomestny, Denis
4
Cox, Alexander M. G.
4
Lee, Roger
4
Linetsky, Vadim
4
Obłój, Jan
4
Alòs, Elisa
3
Benth, Fred Espen
3
Cuchiero, Christa
3
Glasserman, Paul
3
Keller-Ressel, Martin
3
Li, Lingfei
3
Mijatovi´c, Aleksandar
3
Muhle-Karbe, Johannes
3
Nutz, Marcel
3
Soner, Halil Mete
3
Touzi, Nizar
3
Ackerer, Damien
2
Arai, Takuji
2
Beiglböck, Mathias
2
Bender, Christian
2
Biagini, Francesca
2
Bouchard, Bruno
2
Brigo, Damiano
2
Cont, Rama
2
Dassios, Angelos
2
Detering, Nils
2
Eberlein, Ernst
2
Figueroa-López, José E.
2
Fontana, Claudio
2
Forde, Martin
2
Fournié, Éric
2
Giles, Michael B.
2
Glau, Kathrin
2
Gobet, Emmanuel
2
Guyon, Julien
2
Henderson, Vicky
2
more ...
less ...
Published in...
All
Finance and stochastics
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
560
International journal of theoretical and applied finance
475
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
241
Journal of banking & finance
228
Journal of economic dynamics & control
214
The journal of derivatives : the official publication of the International Association of Financial Engineers
206
European journal of operational research : EJOR
201
Quantitative finance
199
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
178
NBER working paper series
172
Review of derivatives research
170
SpringerLink / Bücher
156
Working paper / National Bureau of Economic Research, Inc.
154
Energy economics
149
Insurance / Mathematics & economics
142
Finance research letters
137
Working paper
132
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
127
International journal of financial engineering
118
Computational economics
117
NBER Working Paper
116
Journal of financial and quantitative analysis : JFQA
110
Journal of mathematical finance
110
The journal of finance : the journal of the American Finance Association
105
Journal of financial economics
103
Risks : open access journal
102
The European journal of finance
95
CESifo working papers
94
Economic modelling
93
Research paper series / Swiss Finance Institute
93
The North American journal of economics and finance : a journal of financial economics studies
93
Europäische Hochschulschriften / 5
90
Discussion paper / Tinbergen Institute
87
New horizons in environmental economics
86
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Edward Elgar E-Book Archive
82
more ...
less ...
Source
All
ECONIS (ZBW)
220
Showing
1
-
10
of
220
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
In the insurance business risky investments are dangerous
Frolova, Anna
;
Kabanov, Jurij M.
;
Pergamenshchikov, Serguei
- In:
Finance and stochastics
6
(
2002
)
2
,
pp. 227-235
Persistent link: https://www.econbiz.de/10001662472
Saved in:
2
Irreversible investment in oligopoly
Steg, Jan-Henrik
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 207-224
Persistent link: https://www.econbiz.de/10009544670
Saved in:
3
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:
4
On the duality principle in option pricing : semimartingale setting
Eberlein, Ernst
;
Papapantoleon, Antonis
;
Širjaev, …
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 265-292
Persistent link: https://www.econbiz.de/10003716266
Saved in:
5
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:
6
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:
7
On perpetual American put valuation and first-passage in a regime-switching model with jumps
Jiang, Zhengjun
;
Pistorius, Martijn R.
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 331-355
Persistent link: https://www.econbiz.de/10003899193
Saved in:
8
Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10003899260
Saved in:
9
Arbitrage-free market models for option prices : the multi-strike case
Schweizer, Martin
;
Wissel, Johannes
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 469-505
Persistent link: https://www.econbiz.de/10003899262
Saved in:
10
American and European options in multi-factor jump-diffusion models, near expiry
Levendorskij, Sergej Z.
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 541-560
Persistent link: https://www.econbiz.de/10003899270
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...
//-->