//--> //--> //--> //-->
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
The Bayesian methods of jump d...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
262
Theory
262
Option pricing theory
218
Optionspreistheorie
218
Stochastic process
196
Stochastischer Prozess
196
Portfolio selection
80
Portfolio-Management
80
Volatility
75
Volatilität
75
CAPM
74
Martingal
59
Martingale
59
Hedging
42
Option trading
34
Optionsgeschäft
34
Yield curve
34
Zinsstruktur
34
Derivat
30
Derivative
30
Transaction costs
28
Transaktionskosten
28
Mathematical programming
25
Mathematische Optimierung
25
Black-Scholes model
24
Black-Scholes-Modell
24
Risiko
24
Risk
24
Markov chain
21
Markov-Kette
21
Monte Carlo simulation
20
Monte-Carlo-Simulation
20
Incomplete market
19
Unvollkommener Markt
19
Arbitrage Pricing
18
Arbitrage pricing
18
Statistical distribution
14
Statistische Verteilung
14
Arbitrage
13
Control theory
13
more ...
less ...
Online availability
All
Undetermined
123
Free
18
Type of publication
All
Article
408
Type of publication (narrower categories)
All
Article in journal
408
Aufsatz in Zeitschrift
408
Mehrbändiges Werk
2
Multi-volume publication
2
Language
All
English
408
Author
All
Kabanov, Jurij M.
11
Benth, Fred Espen
7
Carr, Peter
7
Hobson, David G.
7
Filipović, Damir
6
Fukasawa, Masaaki
6
Guasoni, Paolo
6
Linetsky, Vadim
6
Björk, Tomas
5
Jeanblanc, Monique
5
Kardaras, Constantinos
5
Çetin, Umut
5
Alòs, Elisa
4
Belomestny, Denis
4
Choulli, Tahir
4
Cox, Alexander M. G.
4
Cuchiero, Christa
4
Fontana, Claudio
4
Frey, Rüdiger
4
Glasserman, Paul
4
Jarrow, Robert A.
4
Karatzas, Ioannis
4
Lee, Roger
4
Muhle-Karbe, Johannes
4
Obłój, Jan
4
Protter, Philip E.
4
Schweizer, Martin
4
Stricker, Christophe
4
Touzi, Nizar
4
Beiglböck, Mathias
3
Campi, Luciano
3
Carmona, René
3
Delbaen, Freddy
3
Eberlein, Ernst
3
Fouque, Jean-Pierre
3
Frittelli, Marco
3
Jacod, Jean
3
Kallsen, Jan
3
Keller-Ressel, Martin
3
Li, Lingfei
3
more ...
less ...
Published in...
All
Finance and stochastics
NBER working paper series
979
Finance research letters
927
Working paper / National Bureau of Economic Research, Inc.
886
European journal of operational research : EJOR
829
Journal of banking & finance
814
Energy economics
798
NBER Working Paper
787
International journal of theoretical and applied finance
718
Journal of econometrics
664
The journal of futures markets
648
International review of financial analysis
606
Applied economics
578
Insurance / Mathematics & economics
554
Economics letters
540
Economic modelling
536
Journal of financial economics
527
International review of economics & finance : IREF
494
Journal of economic dynamics & control
491
The North American journal of economics and finance : a journal of financial economics studies
464
Journal of empirical finance
457
Discussion paper / Tinbergen Institute
428
Working paper
424
Applied economics letters
405
Discussion paper / Centre for Economic Policy Research
405
Mathematical finance : an international journal of mathematics, statistics and financial theory
404
The review of financial studies
397
The journal of finance : the journal of the American Finance Association
393
Applied financial economics
389
Quantitative finance
380
Research in international business and finance
351
Journal of international money and finance
350
Journal of international financial markets, institutions & money
333
Risks : open access journal
329
Applied mathematical finance
327
The European journal of finance
326
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
305
Journal of risk and financial management : JRFM
304
Management science : journal of the Institute for Operations Research and the Management Sciences
293
Research paper series / Swiss Finance Institute
293
more ...
less ...
Source
All
ECONIS (ZBW)
408
Showing
1
-
10
of
408
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Shifting martingale measures and the birth of a bubble as a submartingale
Biagini, Francesca
;
Föllmer, Hans
;
Nedelcu, Sorin
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10010340747
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
Affine forward variance models
Gatheral, Jim
;
Keller-Ressel, Martin
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 501-533
Persistent link: https://www.econbiz.de/10012023754
Saved in:
4
Hybrid scheme for Brownian semistationary processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 931-965
Persistent link: https://www.econbiz.de/10011944457
Saved in:
5
The Jacobi stochastic
volatility
model
Ackerer, Damien
;
Filipović, Damir
;
Pulido, Sergio
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 667-700
Persistent link: https://www.econbiz.de/10011945894
Saved in:
6
Jacobi stochastic
volatility
factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
7
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
8
A risk-neutral equilibrium leading to uncertain
volatility
pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
9
Extreme at-the-money skew in a local
volatility
model
Pigato, Paolo
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 827-859
Persistent link: https://www.econbiz.de/10012114660
Saved in:
10
Smart expansion and fast calibration for
jump
diffusions
Benhamou, Eric
;
Gobet, E.
;
Miri, M.
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 563-589
Persistent link: https://www.econbiz.de/10003899530
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...
//-->