//--> //--> //--> //-->
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
Flexible distribution function...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
196
Portfolio-Management
196
Theorie
189
Theory
189
CAPM
74
Stochastic process
52
Stochastischer Prozess
52
Martingal
40
Martingale
40
Option pricing theory
37
Optionspreistheorie
37
Transaction costs
34
Transaktionskosten
34
Risiko
33
Risk
33
Mathematical programming
31
Mathematische Optimierung
31
Hedging
28
Incomplete market
21
Unvollkommener Markt
21
Risk measure
18
Risikomaß
17
Measurement
14
Messung
14
Control theory
13
Kontrolltheorie
13
Risikomanagement
13
Risk management
13
Arbitrage
12
Arbitrage Pricing
12
Arbitrage pricing
12
Volatility
11
Volatilität
11
Derivat
10
Derivative
10
Dynamic programming
10
Option trading
10
Optionsgeschäft
10
Dynamische Optimierung
9
Fundamental theorem of asset pricing
9
more ...
less ...
Online availability
All
Undetermined
85
Free
11
Type of publication
All
Article
253
Type of publication (narrower categories)
All
Article in journal
253
Aufsatz in Zeitschrift
253
Language
All
English
253
Author
All
Guasoni, Paolo
8
Kabanov, Jurij M.
8
Muhle-Karbe, Johannes
7
Jeanblanc, Monique
6
Choulli, Tahir
5
Karatzas, Ioannis
5
Pham, Huyên
5
Schachermayer, Walter
5
Çetin, Umut
5
Campi, Luciano
4
Larsen, Kasper
4
Lépinette, Emmanuel
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Seifried, Frank Thomas
4
Soner, Halil Mete
4
Bayraktar, Erhan
3
Becherer, Dirk
3
Benth, Fred Espen
3
Bouchard, Bruno
3
Deng, Jun
3
Elie, Romuald
3
Federico, Salvatore
3
Filipović, Damir
3
Frey, Rüdiger
3
Föllmer, Hans
3
Gerhold, Stefan
3
Gozzi, Fausto
3
Jiao, Ying
3
Kardaras, Constantinos
3
Klüppelberg, Claudia
3
Kraft, Holger
3
Madan, Dilip B.
3
Nutz, Marcel
3
Obłój, Jan
3
Pennanen, Teemu
3
Sass, Jörn
3
Wang, Ruodu
3
Zariphopoulou-Souganidis, Thaleia
3
Aksamit, Anna
2
more ...
less ...
Published in...
All
Finance and stochastics
NBER working paper series
975
Working paper / National Bureau of Economic Research, Inc.
834
Journal of banking & finance
785
NBER Working Paper
706
European journal of operational research : EJOR
616
Finance research letters
608
Journal of financial economics
529
The journal of finance : the journal of the American Finance Association
459
Insurance / Mathematics & economics
404
Journal of economic dynamics & control
404
Economics letters
396
International review of financial analysis
386
The review of financial studies
382
Management science : journal of the Institute for Operations Research and the Management Sciences
369
Discussion paper / Centre for Economic Policy Research
344
Journal of empirical finance
309
Applied economics
296
Journal of economic theory
295
Research paper series / Swiss Finance Institute
293
Journal of financial and quantitative analysis : JFQA
286
International journal of theoretical and applied finance
281
Journal of mathematical economics
278
The journal of portfolio management : a publication of Institutional Investor
278
The journal of asset management
271
Economic modelling
261
Working paper
255
Mathematical finance : an international journal of mathematics, statistics and financial theory
252
Journal of economic behavior & organization : JEBO
240
International review of economics & finance : IREF
239
The European journal of finance
239
Quantitative finance
233
CESifo working papers
232
SpringerLink / Bücher
223
Pacific-Basin finance journal
222
The North American journal of economics and finance : a journal of financial economics studies
222
Discussion papers / CEPR
198
Risks : open access journal
194
Swiss Finance Institute Research Paper
194
Journal of risk and financial management : JRFM
191
more ...
less ...
Source
All
ECONIS (ZBW)
253
Showing
1
-
10
of
253
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes
Strub, Moris S.
;
Zhou, Xun Yu
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 331-358
Persistent link: https://www.econbiz.de/10012499731
Saved in:
2
Pricing and hedging European options with discrete-time coherent risk
Cherny, Alexander S.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 537-569
Persistent link: https://www.econbiz.de/10003645530
Saved in:
3
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
4
Liquidity risk, price impacts and the replication problem
Roch, Alexandre F.
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 399-419
Persistent link: https://www.econbiz.de/10009303238
Saved in:
5
Robust hedging with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
6
Model-independent superhedging under portfolio constraints
Fahim, Arash
;
Huang, Yu-Jui
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 51-81
Persistent link: https://www.econbiz.de/10011459952
Saved in:
7
FTAP in finite discrete time with transaction costs by utility maximization
Sass, Jörn
;
Smaga, Martin
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 805-823
Persistent link: https://www.econbiz.de/10010416234
Saved in:
8
Liquidity risk and arbitrage pricing theory
Çetin, Umut
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 311-341
Persistent link: https://www.econbiz.de/10002130310
Saved in:
9
An approximation pricing algrithm in an incomplete market : a differential geometric approach
Gao, Yuan
;
Guan Lim, Kian
;
Hwa Ng, Kah
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 501-523
Persistent link: https://www.econbiz.de/10002261445
Saved in:
10
On the law of one price
Courtault, Jean-Michael
;
Delbaen, Freddy
;
Kabanov, Jurij M.
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 525-530
Persistent link: https://www.econbiz.de/10002261465
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...
//-->