//--> //--> //--> //-->
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:"Journal of empirical finance"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"Quantitative finance"
~subject:"Black-Scholes-Modell"
~subject:"Derivat"
~subject:"Estimation theory"
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
Recent results in stochastic p...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes-Modell
Derivat
Estimation theory
Stochastic process
299
Stochastischer Prozess
299
Volatility
157
Volatilität
157
Option pricing theory
155
Optionspreistheorie
155
Theorie
101
Theory
101
Portfolio selection
62
Portfolio-Management
62
Derivative
35
Stochastic volatility
34
Option trading
31
Optionsgeschäft
31
Markov chain
27
Markov-Kette
27
Capital income
26
Kapitaleinkommen
26
Statistical distribution
26
Statistische Verteilung
26
Experiment
25
Time series analysis
25
Zeitreihenanalyse
25
Börsenkurs
24
Estimation
24
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Schätztheorie
24
Schätzung
24
Share price
24
CAPM
23
ARCH model
18
ARCH-Modell
18
Option pricing
18
Black-Scholes model
17
Risiko
17
Risk
17
more ...
less ...
Online availability
All
Undetermined
47
Free
7
Type of publication
All
Article
71
Type of publication (narrower categories)
All
Article in journal
71
Aufsatz in Zeitschrift
71
Language
All
English
71
Author
All
Bayer, Christian
2
Friz, Peter K.
2
Gao, Min
2
Jagannathan, Raj
2
Koulis, Theodoro
2
Kristensen, Dennis
2
Sviščuk, Anatolij
2
Wan, Justin W. L.
2
Abdessalem, Mehdi Bekralas
1
Abergel, Frédéric
1
Agosto, Arianna
1
Alim, Md. Abdul
1
Asai, Manabu
1
Azzone, Michele
1
Baviera, Roberto
1
Benth, Fred Espen
1
Bishwal, Jaya Prakasah Narayan
1
Biswas, Md. Haider Ali
1
Breneis, Simon
1
Bégin, Jean-François
1
Cang, Yuquan
1
Capriotti, Luca
1
Cavaliere, Giuseppe
1
Chan, Chia-ying
1
Chen, Dianfa
1
Chen, Yangang
1
Cheng, Chi-Hung
1
Christensen, Troels Sønderby
1
Chronopoulou, Alexandra
1
Creel, Michael D.
1
Cufaro Petroni, Nicola
1
Cui, Kaijie
1
Dalla, Violetta
1
Daníelsson, Jón
1
De Spiegeleer, Jan
1
Defourny, Boris
1
Delage, Erick
1
Deng, Jun
1
Dong, Yinghui
1
Drakos, Stefanos
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of mathematical finance
Quantitative finance
International journal of theoretical and applied finance
85
Journal of econometrics
72
Applied mathematical finance
36
European journal of operational research : EJOR
29
The journal of computational finance
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Computational economics
22
Finance and stochastics
22
Discussion paper / Tinbergen Institute
21
International journal of financial engineering
21
Journal of banking & finance
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Econometric reviews
19
Review of derivatives research
18
CREATES research paper
17
Economic modelling
15
Economics letters
15
Journal of economic dynamics & control
15
Mathematics of operations research
15
Risks : open access journal
15
Econometric theory
14
Insurance / Mathematics & economics
14
SFB 649 discussion paper
14
Annals of finance
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Finance research letters
13
Cowles Foundation discussion paper
12
Asia-Pacific financial markets
11
Discussion papers of interdisciplinary research project 373
11
Journal of risk and financial management : JRFM
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Research paper series / Swiss Finance Institute
11
Operations research
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
The North American journal of economics and finance : a journal of financial economics studies
10
Econometrics : open access journal
9
Energy economics
9
more ...
less ...
Source
All
ECONIS (ZBW)
71
Showing
1
-
10
of
71
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 549-566
Persistent link: https://www.econbiz.de/10003759632
Saved in:
2
Autoregressive stochastic volatility models with heavy-tailed distributions : a comparison with multifactor volatility models
Asai, Manabu
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 332-341
Persistent link: https://www.econbiz.de/10003699171
Saved in:
3
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
4
Prediction of stock price movement using continuous time models
Sonono, Masimba E.
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 178-191
Persistent link: https://www.econbiz.de/10011398992
Saved in:
5
On asymptotic behaviors of exponential hedging in the basis-risk model
Takino, Kazuhiro
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
Saved in:
6
Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij
;
Tertychnyi, Maksym
;
Hoang, Winsor
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 265-278
Persistent link: https://www.econbiz.de/10011312416
Saved in:
7
Maximum quasi-likelihood estimation in fractional Levy stochastic volatility model
Bishwal, Jaya Prakasah Narayan
- In:
Journal of mathematical finance
1
(
2011
)
3
,
pp. 58-62
Persistent link: https://www.econbiz.de/10009668523
Saved in:
8
Recursive estimation for continuous time stochastic volatility models using the Milstein approximation
Koulis, Theodoro
;
Paseka, Alexander
;
Thavaneswaran, …
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 357-365
Persistent link: https://www.econbiz.de/10010239543
Saved in:
9
Calculating first moments and confidence intervals for generalized stochastic dividend discount models
Hurley, William J.
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 275-279
Persistent link: https://www.econbiz.de/10010239571
Saved in:
10
Weather derivatives with applications to Canadian data
Sviščuk, Anatolij
;
Cui, Kaijie
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 81-95
Persistent link: https://www.econbiz.de/10010240221
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...
//-->