//--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial economics"
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
Guaranteed Minimum Withdrawal...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
2
Portfolio-Management
2
CAPM
1
Correlation
1
Derivat
1
Derivative
1
Entropie
1
Entropy
1
Estimation theory
1
Hilbert transform method
1
Korrelation
1
Learning process
1
Lernprozess
1
Lévy jumps
1
Option pricing theory
1
Optionspreistheorie
1
Schätztheorie
1
Simulation
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Transaction costs
1
Transaktionskosten
1
Volatility
1
Volatilität
1
analytical solvability
1
asset allocation
1
asymptotic expansion
1
correlation
1
entropy regularized exploration-exploitation
1
equilibrium mean variance analysis
1
exact simulation
1
interpolation
1
multiple assets
1
path-dependent derivatives
1
reinforcement learning
1
stochastic volatility
1
transaction costs
1
more ...
less ...
Online availability
All
Undetermined
3
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
Dai, Min
2
Chen, Xinfu
1
Dong, Yuchao
1
Jia, Yanwei
1
Jiang, Pingping
1
Jiang, Wei
1
Kwok, Yue-Kuen
1
Qin, Cong
1
Xu, Ziqing
1
Zeng, Pingping
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial economics
Journal of economic dynamics & control
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
International journal of theoretical and applied finance
13
The journal of futures markets
11
Quantitative Finance
7
European journal of operational research : EJOR
6
Journal of Economic Dynamics and Control
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Journal of Futures Markets
5
Mathematical Finance
5
Applied mathematical finance
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Insurance / Mathematics & economics
4
Review of derivatives research
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
European Journal of Operational Research
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
NBER working paper series
3
Asia-Pacific financial markets
2
Insurance: Mathematics and Economics
2
International journal of financial engineering
2
Journal of economic theory
2
Journal of financial engineering
2
Mathematics of operations research
2
Papers / arXiv.org
2
The Kyoto economic review
2
The journal of computational finance
2
Applied Mathematical Finance
1
Asia-Pacific Financial Markets
1
Chapman & Hall/CRC financial mathematics series
1
Columbia Business School Research Paper
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion papers / CEPR
1
Economics letters
1
Forthcoming: Review of Financial Studies
1
International entrepreneurship and management journal
1
Journal of Economic Theory
1
Journal of econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps
Zeng, Pingping
;
Xu, Ziqing
;
Jiang, Pingping
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 842-890
Persistent link: https://www.econbiz.de/10014329916
Saved in:
2
Asymptotic analysis of long-term investment with two illiquid and correlated assets
Chen, Xinfu
;
Dai, Min
;
Jiang, Wei
;
Qin, Cong
- In:
Mathematical finance : an international journal of …
32
(
2022
)
4
,
pp. 1133-1169
Persistent link: https://www.econbiz.de/10013463397
Saved in:
3
Learning equilibrium mean-variance strategy
Dai, Min
;
Dong, Yuchao
;
Jia, Yanwei
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1166-1212
Persistent link: https://www.econbiz.de/10014370647
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->