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 methods of operations research"
~person:"Becherer, Dirk"
~person:"Kim, Young Shin"
~source:"econis"
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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Incomplete market
2
Option pricing theory
2
Optionspreistheorie
2
Unvollkommener Markt
2
Analysis
1
Backward stochastic differential equations
1
Decision under uncertainty
1
Entscheidung unter Unsicherheit
1
Good-deal bounds
1
Good-deal hedging
1
Hedging
1
Incomplete markets
1
Martingal
1
Martingale
1
Mathematical analysis
1
Model uncertainty
1
Multiple priors
1
Risiko
1
Risk
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Becherer, Dirk
Kim, Young Shin
Lempa, Jukka
2
Abergel, Frédérik
1
Aleksandrov, N.
1
Alvarez, Luis H. R.
1
Andersen, Lars Nørvang
1
Baran, Michał
1
Bayraktar, Erhan
1
Blatter, Anja
1
Bäuerle, Nicole
1
Callegaro, Giorgia
1
Campi, Luciano
1
Eriksson, Marcus
1
Ewald, Christian-Oliver
1
Fabozzi, Frank J.
1
Focardi, Sergio
1
Gabih, Abdelali
1
Gatarek, Dariusz
1
Giusto, Valeria
1
Grandits, Peter
1
Grecksch, Wilfried
1
Gruntjes, Paul
1
Guo, Junyi
1
Hambly, Ben
1
Ibrahim, Dalia
1
Iseger, Peter den
1
Janczura, Joanna
1
Kentia Tonleu, Klébert
1
Kociński, Marek
1
Korn, Ralf
1
Lee, Jeong Hyun
1
Leobacher, Gunther
1
Mandjes, Michel
1
Maruhn, Jan H.
1
Mastinšek, Miklavž
1
Menkens, Olaf
1
Menn, Christian
1
Müller, Alfred
1
Nilssen, Trygve Kastberg
1
more ...
less ...
Published in...
All
Mathematical methods of operations research
Journal of banking & finance
3
International journal of theoretical and applied finance
2
Journal of risk and financial management : JRFM
2
Review of derivatives research
2
The Frank J. Fabozzi series
2
Working paper series in economics
2
Applied financial economics
1
Applied mathematical finance
1
Computational Management Science : CMS
1
Computational economics
1
Economics letters
1
Finance research letters
1
Frank J. Fabozzi Ser
1
International review of financial analysis
1
Journal of econometrics
1
New developments in financial modelling
1
Quantitative finance
1
Risk assessment : decisions in banking and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The relative entropy in CGMY processes and its applications to finance
Kim, Young Shin
;
Lee, Jeong Hyun
- In:
Mathematical methods of operations research
66
(
2007
)
2
,
pp. 327-338
Persistent link: https://www.econbiz.de/10003564151
Saved in:
2
Hedging under generalized good-deal bounds and model uncertainty
Becherer, Dirk
;
Kentia Tonleu, Klébert
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 171-214
Persistent link: https://www.econbiz.de/10011714399
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
