//--> //--> //-->
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
Optimal investment with deriva...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
3
Stochastischer Prozess
3
Option pricing theory
2
Optionspreistheorie
2
Volatility
2
Volatilität
2
Analysis
1
Calibration
1
Derivat
1
Derivative
1
Factor analysis
1
Factor models
1
Faktorenanalyse
1
Forward performance processes
1
Generalised Widder theorem
1
Hamilton-Jacobi-Bellman equations
1
Ill-posed partial differential equations
1
Implied volatility
1
Incomplete market
1
Incomplete markets
1
Mathematical analysis
1
Merton problem
1
Multiscale asymptotics
1
Optimal portfolio selection
1
Portfolio selection
1
Portfolio-Management
1
Positive eigenfunctions
1
Stochastic volatility
1
Theorie
1
Theory
1
Time-consistency
1
Unvollkommener Markt
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Undetermined
2
Author
All
Fouque, Jean-Pierre
3
Sircar, Ronnie
3
Papanicolaou, George
2
Sircar, Kaushik Ronnie
2
Solna, Knut
2
Avanesyan, Levon
1
Jonsson, Mattias
1
Lorig, Matthew
1
Shkolnikov, Mykhaylo
1
Ílhan, Aytaç
1
more ...
less ...
Published in...
All
Finance and stochastics
Applied mathematical finance
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Papers / arXiv.org
9
Applied Mathematical Finance
5
Mathematical Finance
4
International journal of theoretical and applied finance
3
Journal of economic dynamics & control
3
Quantitative Finance
3
Finance and Stochastics
2
Journal of forest economics : JFE
2
Mathematics and financial economics
2
Risk and decision analysis
2
Asia-Pacific financial markets
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometric Society 2004 North American Winter Meetings
1
Energy Economics
1
Energy economics
1
FEDS Working Paper
1
Fields Institute communications
1
Finance and economics discussion series
1
Financial engineering
1
Indifference pricing : theory and applications
1
Journal of Economic Dynamics and Control
1
Journal of Forest Economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER working paper series
1
Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
1
Quality & safety in health care
1
Risk : managing risk in the world's financial markets
1
Stochastic Processes and their Applications
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
OLC EcoSci
2
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal investment with derivative securities
Ílhan, Aytaç
;
Jonsson, Mattias
;
Sircar, Ronnie
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 585-596
Persistent link: https://www.econbiz.de/10008214147
Saved in:
2
Second order multiscale stochastic volatility asymptotics : stochastic terminal layer analysis and calibration
Fouque, Jean-Pierre
;
Lorig, Matthew
;
Sircar, Kaushik Ronnie
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 543-588
Persistent link: https://www.econbiz.de/10011530043
Saved in:
3
Maturity cycles in implied volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, Ronnie
; …
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 451-477
Persistent link: https://www.econbiz.de/10002261414
Saved in:
4
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem
Avanesyan, Levon
;
Shkolnikov, Mykhaylo
;
Sircar, Kaushik …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 981-1011
Persistent link: https://www.econbiz.de/10012518139
Saved in:
5
Maturity cycles in implied volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, Ronnie
; …
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 451-478
Persistent link: https://www.econbiz.de/10008223285
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->