//--> //--> //--> //-->
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
Sign tests for dependent obser...
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
156
Theory
156
Stochastic process
97
Stochastischer Prozess
97
Martingal
92
Martingale
92
Portfolio selection
46
Portfolio-Management
46
Volatility
44
Volatilität
44
Hedging
35
Option trading
29
Optionsgeschäft
29
CAPM
27
Derivat
22
Derivative
22
Transaction costs
22
Transaktionskosten
22
Yield curve
22
Zinsstruktur
22
Black-Scholes model
21
Black-Scholes-Modell
21
Mathematical programming
18
Mathematische Optimierung
18
Arbitrage Pricing
17
Arbitrage pricing
17
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Incomplete market
13
Unvollkommener Markt
13
Arbitrage
12
Risiko
11
Risk
11
Markov chain
10
Markov-Kette
10
Search theory
10
Suchtheorie
10
Interest rate derivative
9
more ...
less ...
Online availability
All
Undetermined
87
Free
14
Type of publication
All
Article
280
Type of publication (narrower categories)
All
Article in journal
280
Aufsatz in Zeitschrift
280
Mehrbändiges Werk
2
Multi-volume publication
2
Language
All
English
280
Author
All
Kabanov, Jurij M.
9
Carr, Peter
6
Hobson, David G.
6
Choulli, Tahir
5
Filipović, Damir
5
Jeanblanc, Monique
5
Nutz, Marcel
5
Obłój, Jan
5
Belomestny, Denis
4
Benth, Fred Espen
4
Cox, Alexander M. G.
4
Fontana, Claudio
4
Kardaras, Constantinos
4
Lee, Roger
4
Linetsky, Vadim
4
Schachermayer, Walter
4
Alòs, Elisa
3
Beiglböck, Mathias
3
Bender, Christian
3
Bouchard, Bruno
3
Cuchiero, Christa
3
Dassios, Angelos
3
Deng, Jun
3
Eberlein, Ernst
3
Frittelli, Marco
3
Glasserman, Paul
3
Jacod, Jean
3
Kallsen, Jan
3
Keller-Ressel, Martin
3
Li, Lingfei
3
Mijatovi´c, Aleksandar
3
Muhle-Karbe, Johannes
3
Ruf, Johannes
3
Schweizer, Martin
3
Soner, Halil Mete
3
Stricker, Christophe
3
Touzi, Nizar
3
Ackerer, Damien
2
Aksamit, Anna
2
Arai, Takuji
2
more ...
less ...
Published in...
All
Finance and stochastics
International journal of theoretical and applied finance
491
Journal of econometrics
437
Mathematical finance : an international journal of mathematics, statistics and financial theory
289
The journal of futures markets
266
The journal of computational finance
256
Applied mathematical finance
251
Journal of banking & finance
232
Quantitative finance
210
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Economics letters
190
Review of derivatives research
172
European journal of operational research : EJOR
161
Insurance / Mathematics & economics
156
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
Journal of economic dynamics & control
147
Econometric reviews
144
Finance research letters
138
Econometric theory
130
Computational economics
126
International journal of financial engineering
119
Journal of mathematical finance
113
Research paper series / Swiss Finance Institute
111
Applied economics letters
109
Risks : open access journal
108
NBER working paper series
101
CEMMAP working papers / Centre for Microdata Methods and Practice
99
The European journal of finance
96
Journal of financial economics
89
The North American journal of economics and finance : a journal of financial economics studies
89
Working paper / National Bureau of Economic Research, Inc.
88
Applied economics
86
Asia-Pacific financial markets
84
Discussion paper / Tinbergen Institute
81
Working paper
80
SFB 649 discussion paper
79
NBER Working Paper
78
The econometrics journal
78
Economic modelling
77
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
75
more ...
less ...
Source
All
ECONIS (ZBW)
280
Showing
1
-
10
of
280
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Quadratic BSDEs driven by a continuous
martingale
and applications to the utility maximization problem
Morlais, MarieAmélie
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 121-150
Persistent link: https://www.econbiz.de/10003939488
Saved in:
5
From implied to spot volatilities
Durrleman, Valdo
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 157-177
Persistent link: https://www.econbiz.de/10003951488
Saved in:
6
Hedging variance options on continuous semimartingales
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 179-207
Persistent link: https://www.econbiz.de/10003951494
Saved in:
7
Risk-neutral compatibility with option prices
Jacod, Jean
;
Protter, Philip E.
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 285-315
Persistent link: https://www.econbiz.de/10003951511
Saved in:
8
Option pricing with quadratic volatility : a revisit
Andersen, Leif B. G.
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 191-219
Persistent link: https://www.econbiz.de/10009159127
Saved in:
9
Robust price bounds for the forward starting straddle
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
Saved in:
10
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:
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...
//-->