//--> //--> //-->
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 theoretical and applied finance"
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
Theory and application of rene...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Correlation
2
Korrelation
2
Option pricing theory
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
characteristic function
2
stochastic correlation process
2
Credit default swaps
1
Credit derivative
1
Credit risk
1
Derivat
1
Derivative
1
Financial services
1
Finanzdienstleistung
1
Heston model
1
Insolvency
1
Insolvenz
1
Jacobi process
1
Kreditderivat
1
Kreditrisiko
1
Markov chain
1
Markov copula model
1
Markov-Kette
1
Multivariate Verteilung
1
Multivariate distribution
1
Ornstein-Uhlenbeck process
1
Quanto option
1
Swap
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
affine diffusion process
1
correlation risk
1
counterparty risk
1
default correlation
1
default intensity
1
risk-neutral credit valuation adjustment
1
simultaneous default
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Ehrhardt, Matthias
3
Günther, Michael
3
Teng, Long
3
Published in...
All
International journal of theoretical and applied finance
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
24
Graz economics papers : GEP
15
Working Papers / Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
15
Center for Mathematical Economics Working Papers
13
Games and economic behavior
11
Working Papers
10
Institute of Mathematical Economics Working Paper
9
Journal of economic theory
9
Journal of Economic Theory
5
Journal of economic behavior & organization : JEBO
5
Center for Mathematical Economics Working Paper
3
Games and Economic Behavior
3
International journal of game theory : official journal of the Game Theory Society
3
KIER Working Papers
3
Working paper
3
BERG Working Paper Series
2
BERG working paper series
2
Bielefeld Working Papers in Economics and Management
2
Die neue Ordnung in Kirche, Staat, Gesellschaft, Kultur
2
Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
2
European journal of operational research : EJOR
2
FEEM Working Paper
2
IHS economics series : working paper
2
International Economic Review
2
Journal of Economic Behavior & Organization
2
Levine's Working Paper Archive
2
Mathematics and Computers in Simulation (MATCOM)
2
Nota di Lavoro
2
PIE discussion paper series / Project on Intergenerational Equity, Institute of Economic Research, Hitotsubashi University
2
Reihe Ökonomie / Economics Series
2
Review of economic design : RED
2
Studium
2
The journal of computational finance
2
Theoretical Economics
2
Working Papers / Fondazione ENI Enrico Mattei (FEEM)
2
Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order
1
Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
1
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Oligopolistic Competition and Network Formation
1
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2013: Wettbewerbspolitik und Regulierung in einer globalen Wirtschaftsordnung - Session: Evolution of Networks and Games
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bilateral counterparty risk valuation of CDS contracts with simultaneous defaults
Teng, Long
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233305
Saved in:
2
On the Heston model with stochastic correlation
Teng, Long
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011572381
Saved in:
3
Quanto pricing in stochastic correlation models
Teng, Long
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011903766
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->