//--> //--> //--> //-->
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 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
An ergodic BSDE risk represent...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
383
Theory
383
Option pricing theory
255
Optionspreistheorie
255
Portfolio selection
177
Portfolio-Management
177
Stochastic process
115
Stochastischer Prozess
115
Volatility
76
Volatilität
76
Hedging
50
Incomplete market
48
Unvollkommener Markt
48
Risiko
47
Risk
47
CAPM
41
Yield curve
41
Zinsstruktur
41
Option trading
40
Optionsgeschäft
40
Martingal
36
Martingale
36
Derivat
33
Derivative
33
Transaction costs
29
Transaktionskosten
29
Risikomaß
25
Risk measure
25
Mathematical programming
24
Mathematische Optimierung
24
Measurement
22
Messung
22
Control theory
21
Kontrolltheorie
21
Black-Scholes model
20
Black-Scholes-Modell
20
Credit risk
15
Kreditrisiko
15
Swap
15
Analysis
14
more ...
less ...
Online availability
All
Undetermined
57
Type of publication
All
Article
469
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
470
Aufsatz in Zeitschrift
470
Collection of articles of several authors
2
Sammelwerk
2
Language
All
English
470
Author
All
Rogers, Leonard C. G.
9
Platen, Eckhard
8
Carr, Peter
7
Madan, Dilip B.
7
Zhou, Xun Yu
7
Cont, Rama
6
Filipović, Damir
6
Glasserman, Paul
6
Guasoni, Paolo
6
Hobson, David G.
6
Muhle-Karbe, Johannes
6
Frittelli, Marco
5
Jarrow, Robert A.
5
Kallsen, Jan
5
Kwok, Yue-Kuen
5
Li, Duan
5
Linetsky, Vadim
5
Yor, Marc
5
Bender, Christian
4
Bensoussan, Alain
4
Biagini, Francesca
4
Bielecki, Tomasz R.
4
Cadenillas, Abel
4
Dai, Min
4
El Karoui, Nicole
4
Elliott, Robert J.
4
Geman, Hélyette
4
Henderson, Vicky
4
Jin, Hanqing
4
Kardaras, Constantinos
4
Korn, Ralf
4
Levendorskij, Sergej Z.
4
Schachermayer, Walter
4
Sircar, Kaushik Ronnie
4
Zapatero, Fernando
4
Zariphopoulou-Souganidis, Thaleia
4
Bayraktar, Erhan
3
Benth, Fred Espen
3
Capponi, Agostino
3
Carassus, Laurence
3
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
1,504
Working paper / National Bureau of Economic Research, Inc.
1,355
European journal of operational research : EJOR
1,330
NBER Working Paper
1,211
Journal of banking & finance
1,059
Finance research letters
951
Insurance / Mathematics & economics
897
International journal of theoretical and applied finance
766
Economics letters
627
Journal of economic dynamics & control
605
Discussion paper / Centre for Economic Policy Research
573
Applied economics
557
Working paper
550
International review of financial analysis
545
Management science : journal of the Institute for Operations Research and the Management Sciences
515
Finance and stochastics
511
Risks : open access journal
500
Energy economics
491
Journal of financial economics
488
CESifo working papers
487
Economic modelling
470
Quantitative finance
445
Discussion paper / Tinbergen Institute
427
SpringerLink / Bücher
421
The journal of futures markets
418
International review of economics & finance : IREF
417
The review of financial studies
417
Applied economics letters
415
The journal of finance : the journal of the American Finance Association
408
Research paper series / Swiss Finance Institute
393
Discussion paper series / IZA
385
Journal of econometrics
385
The North American journal of economics and finance : a journal of financial economics studies
371
Journal of empirical finance
360
Journal of risk and financial management : JRFM
342
Applied mathematical finance
340
Journal of financial and quantitative analysis : JFQA
339
Journal of economic theory
335
The European journal of finance
334
more ...
less ...
Source
All
ECONIS (ZBW)
470
Showing
1
-
10
of
470
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
From smile asymptotics to market
risk
measures
Sircar, Kaushik Ronnie
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 400-425
Persistent link: https://www.econbiz.de/10011350605
Saved in:
2
Convex
risk
measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
3
Multidimensional dynamic
risk
measure via conditional g-expectation
Xu, Yuhong
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Saved in:
4
Risk
measures : rationality and diversification
Cerreia-Vioglio, Simone
;
Maccheroni, Fabio
;
Marinacci, …
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
Saved in:
5
Risk
measures on P(R) and value at
risk
with probability/loss function
Frittelli, Marco
;
Maggis, Marco
;
Peri, Ilaria
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 442-463
Persistent link: https://www.econbiz.de/10010484275
Saved in:
6
Multivariate
risk
measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
Saved in:
7
Dynamic coherent acceptability indices and their applications to finance
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Zhang, Zhao
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 411-441
Persistent link: https://www.econbiz.de/10010484294
Saved in:
8
One-parameter families of distortion
risk
measures
Tsukahara, Hideatsu
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 691-705
Persistent link: https://www.econbiz.de/10003937550
Saved in:
9
A short note on second-order stochastic dominance preserving coherent
risk
measures
Leitner, Johannes
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 649-651
Persistent link: https://www.econbiz.de/10003121136
Saved in:
10
Coherence and elicitability
Ziegel, Johanna F.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 901-918
Persistent link: https://www.econbiz.de/10011583809
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...
//-->