//--> //--> //--> //-->
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
Inferring Risk-Averse Probabil...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
116
Optionspreistheorie
116
Stochastic process
56
Stochastischer Prozess
56
Volatility
49
Volatilität
49
Option trading
32
Optionsgeschäft
32
Derivat
24
Derivative
24
Black-Scholes model
20
Black-Scholes-Modell
20
Portfolio selection
15
Portfolio-Management
15
Statistical distribution
14
Statistische Verteilung
14
Yield curve
13
Zinsstruktur
13
CAPM
10
option pricing
10
Credit risk
9
Experiment
9
Interest rate derivative
9
Kreditrisiko
9
Option pricing
9
Zinsderivat
9
Estimation
8
Estimation theory
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Schätztheorie
8
Schätzung
8
Hedging
7
Swap
7
Analysis
6
Mathematical analysis
6
Börsenkurs
5
Finanzmathematik
5
Implied volatility
5
Incomplete market
5
more ...
less ...
Online availability
All
Undetermined
108
Free
6
Type of publication
All
Article
123
Type of publication (narrower categories)
All
Article in journal
123
Aufsatz in Zeitschrift
123
Language
All
English
123
Author
All
Giribone, Pier Giuseppe
6
Ligato, Simone
4
Schoutens, Wim
4
Cui, Zhenyu
3
Liu, Allen
3
Madan, Dilip B.
3
Mi, Yanhui
3
Takahashi, Akihiko
3
Wang, King
3
Ahlip, Rehez
2
Arai, Takuji
2
Dastranj, Elham
2
De Spiegeleer, Jan
2
Ding, Deng
2
Engelmann, Bernd
2
Karlsson, Patrik
2
Lalit, Prasad Narahar
2
Lo, C. F.
2
Lorig, Matthew
2
Mehrdoust, Farshid
2
Mulas, Martina
2
Park, Laurence A. F.
2
Prodan, Ante
2
Purohit, Seema Uday
2
Radoičić, Radoš
2
SenGupta, Indranil
2
Stefanica, Dan
2
Tong, Zhigang
2
Yen, Joseph
2
Zhang, Shengliang
2
Zhong, Yangfan
2
Adinya, Ini
1
Aghili, A.
1
Ahmad, Muhammad Munir
1
Ahmad, Muneeb
1
Bangur, P.
1
Bangur, R.
1
Barger, Weston
1
Bottasso, Anna
1
Brigo, Damiano
1
more ...
less ...
Published in...
All
International journal of financial engineering
International journal of theoretical and applied finance
543
Insurance / Mathematics & economics
427
The journal of futures markets
397
Jurnalul de Studii Juridice
332
Journal of banking & finance
309
MPRA Paper
309
European journal of operational research : EJOR
289
Mathematical finance : an international journal of mathematics, statistics and financial theory
286
Journal of econometrics
262
The journal of computational finance
261
Finance and stochastics
257
The journal of derivatives : the official publication of the International Association of Financial Engineers
256
Applied mathematical finance
251
Quantitative finance
238
Discussion paper / Tinbergen Institute
237
Risks : open access journal
209
Economics letters
196
Review of derivatives research
189
Journal of economic dynamics & control
177
Finance research letters
175
Postmodern Openings
167
Research paper series / Swiss Finance Institute
167
Computational economics
144
International journal of forecasting
138
NBER working paper series
137
Working Paper
136
Management science : journal of the Institute for Operations Research and the Management Sciences
134
Revista romaneasca pentru educatie multidimensionala - Journal for Multidimensional Education
133
Journal of mathematical finance
132
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
128
Working paper / National Bureau of Economic Research, Inc.
127
The European journal of finance
121
NBER Working Paper
114
The North American journal of economics and finance : a journal of financial economics studies
113
Economics Papers from University Paris Dauphine
112
Revista Romana de Sociologie
112
Swiss Finance Institute Research Paper
111
Working paper
111
Journal of financial economics
110
more ...
less ...
Source
All
ECONIS (ZBW)
123
Showing
1
-
10
of
123
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Probabilistic approach to measuring early-warning signals of systemic contagion risk
Hui, Cho H.
;
Lo, Chi-Fai
;
Zheng, Xiao-Fen
;
Fong, Tom
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011922985
Saved in:
3
Multivariate bilateral gamma, copulas, CoSkews and CoKurtosis
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
9
(
2022
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013367492
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
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:
6
On a recursive algorithm for pricing discrete barrier options
Llemit, Dennis G.
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011493320
Saved in:
7
Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
Saved in:
8
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
Saved in:
9
Double barrier American put option pricing under uncertain volatility model
Zaineb, El Kharrazi
;
Sahar, Saoud
;
Zouhir, Mahani
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012662317
Saved in:
10
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
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...
//-->