//--> //--> //--> //-->
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:"International journal of financial engineering"
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
A Poisson limit for the depart...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
80
Stochastischer Prozess
80
Option pricing theory
55
Optionspreistheorie
55
Volatility
35
Volatilität
35
Theorie
19
Theory
19
Portfolio selection
16
Portfolio-Management
16
Derivat
13
Derivative
13
Black-Scholes model
9
Black-Scholes-Modell
9
Option trading
9
Optionsgeschäft
9
Simulation
7
Statistical distribution
6
Statistische Verteilung
6
Analysis
5
Control theory
5
Experiment
5
Interest rate
5
Kontrolltheorie
5
Lévy processes
5
Markov chain
5
Markov-Kette
5
Mathematical analysis
5
Mathematical programming
5
Mathematische Optimierung
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Swap
5
Yield curve
5
Zins
5
Zinsstruktur
5
option pricing
5
stochastic volatility
5
Estimation theory
4
Finanzmathematik
4
more ...
less ...
Online availability
All
Undetermined
68
Free
5
Type of publication
All
Article
80
Type of publication (narrower categories)
All
Article in journal
80
Aufsatz in Zeitschrift
80
Language
All
English
80
Author
All
Dastranj, Elham
3
Leung, Tim
3
Yamada, Toshihiro
3
Ahlip, Rehez
2
Arai, Takuji
2
Brigo, Damiano
2
Cui, Zhenyu
2
Giribone, Pier Giuseppe
2
Karlsson, Patrik
2
Liu, Allen
2
Park, Laurence A. F.
2
Prodan, Ante
2
SenGupta, Indranil
2
Tong, Zhigang
2
Vavilov, Sergey A.
2
Abid, Fathi
1
Adinya, Ini
1
Aghili, A.
1
Alghalith, Moawia
1
Barger, Weston
1
Bellani, Claudio
1
Bhar, Ramaprasad
1
Bottasso, Anna
1
Cao, Hongkai
1
Chakroun, Fatma
1
Chan, Leunglung
1
Chatterjee, Rupak
1
Cheng, Zailei
1
Diffouo, Pauline M. Ngugnie
1
Doctor, O.
1
Doctor, Obonye
1
Done, Alex
1
Dowd, Kevin
1
Edwards, David A.
1
Ekhaguere, G. O. S.
1
Ellersgaard, Simon
1
Engelmann, Bernd
1
Fan, Yulian
1
Fard, Hossein Sahebi
1
Feng, Yuqiang
1
more ...
less ...
Published in...
All
International journal of financial engineering
European journal of operational research : EJOR
815
Operations research
396
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
285
Computers & operations research : and their applications to problems of world concern ; an international journal
251
Operations research letters
248
International journal of production research
241
Management science : journal of the Institute for Operations Research and the Management Sciences
238
Journal of econometrics
225
Finance and stochastics
196
Mathematics of operations research
183
Quantitative finance
168
Discussion paper / Tinbergen Institute
166
International journal of production economics
164
Journal of economic dynamics & control
142
Risks : open access journal
128
Applied mathematical finance
123
Computational economics
116
Mathematical finance : an international journal of mathematics, statistics and financial theory
116
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
114
Mathematical methods of operations research
108
The journal of computational finance
106
Transportation research / E : an international journal
106
Economics letters
104
Annals of operations research
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
INFORMS journal on computing : JOC
92
Omega : the international journal of management science
91
Journal of mathematical finance
89
Econometric reviews
86
Finance research letters
85
Energy economics
84
Manufacturing & service operations management : M & SOM
83
Economic modelling
82
Journal of economic theory
75
Computational Management Science : CMS
74
OR spectrum : quantitative approaches in management
72
Journal of banking & finance
71
Opsearch : journal of the Operational Research Society of India
71
more ...
less ...
Source
All
ECONIS (ZBW)
80
Showing
1
-
10
of
80
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Revisiting variance gamma pricing : an application to S&P500 index options
Mozumder, Sharif
;
Sorwar, Ghulam
;
Dowd, Kevin
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011333422
Saved in:
2
An asymptotic expansion of forward-backward SDEs with a perturbed driver
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011333428
Saved in:
3
Analytical valuation of autocallable notes
Guillaume, Tristan
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011333447
Saved in:
4
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
5
Stochastic simulation framework for the limit order book using liquidity-motivated agents
Panayi, Efstathios
;
Peters, Gareth W.
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-52
Persistent link: https://www.econbiz.de/10011333470
Saved in:
6
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
7
Pricing European options and currency options by time changed mixed fractional Brownian motion with transaction costs
Shokrollahi, Foad
;
Kılıçman, Adem
;
Magdziarz, Marcin
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011532750
Saved in:
8
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011532753
Saved in:
9
Optimal CAR simulation
Chakroun, Fatma
;
Abid, Fathi
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011493106
Saved in:
10
Dynamic risk model for CMO with credit tranching
Parnes, Dror
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011493318
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->