//--> //--> //--> //-->
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 mathematical finance"
~isPartOf:"Quantitative finance"
~source:"econis"
~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
254
Stochastischer Prozess
254
Option pricing theory
148
Optionspreistheorie
148
Volatility
126
Volatilität
126
Theorie
79
Theory
79
Portfolio selection
57
Portfolio-Management
57
Derivative
34
Option trading
30
Optionsgeschäft
30
Stochastic volatility
29
Experiment
25
Markov chain
22
Markov-Kette
22
CAPM
20
Statistical distribution
19
Statistische Verteilung
19
Monte Carlo simulation
18
Monte-Carlo-Simulation
18
Black-Scholes model
17
Analysis
16
Capital income
16
Hedging
16
Kapitaleinkommen
16
Mathematical analysis
16
Option pricing
16
Börsenkurs
15
Share price
15
Control theory
14
Kontrolltheorie
14
Risiko
14
Risk
14
Schätztheorie
14
Time series analysis
14
more ...
less ...
Online availability
All
Undetermined
40
Free
7
Type of publication
All
Article
60
Type of publication (narrower categories)
All
Article in journal
60
Aufsatz in Zeitschrift
60
Language
All
English
60
Author
All
Bayer, Christian
2
Friz, Peter K.
2
Gao, Min
2
Jagannathan, Raj
2
Koulis, Theodoro
2
Sviščuk, Anatolij
2
Wan, Justin W. L.
2
Abdessalem, Mehdi Bekralas
1
Abergel, Frédéric
1
Alim, Md. Abdul
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
Chen, Dianfa
1
Chen, Yangang
1
Cheng, Chi-Hung
1
Christensen, Troels Sønderby
1
Chronopoulou, Alexandra
1
Cufaro Petroni, Nicola
1
Cui, Kaijie
1
De Spiegeleer, Jan
1
Defourny, Boris
1
Delage, Erick
1
Deng, Jun
1
Drakos, Stefanos
1
Duedahl, Sindre
1
Eberlein, Ernst
1
Esen, Halil Erturk
1
Ewald, Christian
1
Fadugba, Sunday Emmanuel
1
Feng, Jianfen
1
Funahashi, Hideharu
1
Gassiat, Paul
1
Gerhart, Christoph
1
more ...
less ...
Published in...
All
Journal of mathematical finance
Quantitative finance
International journal of theoretical and applied finance
85
Journal of econometrics
72
Applied mathematical finance
34
European journal of operational research : EJOR
29
The journal of computational finance
28
Computational economics
22
Finance and stochastics
22
Discussion paper / Tinbergen Institute
21
International journal of financial engineering
21
Journal of banking & finance
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
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
Insurance / Mathematics & economics
14
Mathematics of operations research
14
Risks : open access journal
14
Annals of finance
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Econometric theory
13
Cowles Foundation discussion paper
12
Finance research letters
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
SFB 649 discussion paper
11
Journal of empirical finance
10
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
Energy economics
9
Operations research letters
9
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
60
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Uncertain volatility derivative model based on the polynomial chaos
Drakos, Stefanos
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 55-63
Persistent link: https://www.econbiz.de/10011543102
Saved in:
2
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
3
Attenuated model of pricing credit default swap under the fractional Brownian motion environment
Gu, Wenjing
;
Liu, Yinglin
;
Hao, Ruili
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
Saved in:
4
A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
Saved in:
5
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:
6
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:
7
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:
8
Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
Saved in:
9
Foreign exchange derivative pricing with stochastic correlation
Nabirye, Topilista
;
Ngare, Philip
;
Mungatu, Joseph
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 887-899
Persistent link: https://www.econbiz.de/10011658109
Saved in:
10
Applying the barycentric Jacobi spectral method to price options with transaction costs in a fractional Black-Scholes framework
Nteumagné, B. F.
;
Pindza, E.
;
Maré, E.
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 35-46
Persistent link: https://www.econbiz.de/10010422895
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->