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:"Quantitative finance"
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
A class of renewal interruped...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
165
Stochastischer Prozess
165
Option pricing theory
101
Optionspreistheorie
101
Volatility
88
Volatilität
88
Theorie
56
Theory
56
Portfolio selection
36
Portfolio-Management
36
Stochastic volatility
29
Option trading
22
Optionsgeschäft
22
Derivat
19
Derivative
19
CAPM
16
Option pricing
16
Experiment
15
Markov chain
14
Markov-Kette
14
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Capital income
13
Kapitaleinkommen
13
Börsenkurs
12
Mathematical programming
12
Mathematische Optimierung
12
Rough volatility
12
Share price
12
Statistical distribution
12
Statistische Verteilung
12
Time series analysis
12
Zeitreihenanalyse
12
Hedging
11
Neural networks
11
Neuronale Netze
11
Risiko
9
Risk
9
ARCH model
8
ARCH-Modell
8
more ...
less ...
Online availability
All
Undetermined
153
Free
15
Type of publication
All
Article
167
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
168
Aufsatz in Zeitschrift
168
Conference paper
4
Konferenzbeitrag
4
Konferenzschrift
1
Language
All
English
168
Author
All
Escobar, Marcos
5
Bayer, Christian
4
Gatheral, Jim
4
Felpel, Mike
3
Kienitz, Jörg
3
Madan, Dilip B.
3
McWalter, Thomas A.
3
Radoičić, Radoš
3
Rosenbaum, Mathieu
3
Abergel, Frédéric
2
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Chan, Tat Lung
2
Cheang, Gerald H. L.
2
Chen, Jing
2
Cheng, Yuyang
2
Consigli, Giorgio
2
Eberlein, Ernst
2
Endres, Sylvia
2
Forde, Martin
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
González-Urteaga, Ana
2
Gudkov, Nikolay
2
Guyon, Julien
2
Guéant, Olivier
2
Hainaut, Donatien
2
Horvath, Blanka Nora
2
Jaisson, Thibault
2
Kim, Jeong-Hoon
2
Lorig, Matthew
2
Ma, Jingtang
2
Muguruza, Aitor
2
Pirjol, Dan
2
Rubio, Gonzalo
2
Schoutens, Wim
2
Smith, Benjamin
2
Sornette, Didier
2
Stübinger, Johannes
2
Wan, Justin W. L.
2
more ...
less ...
Institution
All
International Conference on Stochastic Programming <15., 2019, Trondheim>
1
Published in...
All
Quantitative finance
European journal of operational research : EJOR
934
Operations research
597
Journal of econometrics
367
Management science : journal of the Institute for Operations Research and the Management Sciences
348
International journal of theoretical and applied finance
325
Insurance / Mathematics & economics
289
Computers & operations research : and their applications to problems of world concern ; an international journal
252
International journal of production research
251
Operations research letters
248
Journal of the Royal Statistical Society
246
Finance and stochastics
196
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
195
Journal of the American Statistical Association : JASA
192
Discussion paper / Tinbergen Institute
184
Nachrichten für Aussenhandel : NfA ; Märkte, Trends, Geschäftschancen
183
Mathematics of operations research
182
Economics letters
179
Statistik des Auslandes
166
International journal of production economics
161
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
160
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
159
Journal of economic dynamics & control
151
Discussion paper
138
Econometric reviews
137
Bulletin of the International Statistical Institute
127
Risks : open access journal
125
Applied mathematical finance
123
SpringerLink / Bücher
123
Mathematical finance : an international journal of mathematics, statistics and financial theory
117
Computational economics
115
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
114
Mathematical methods of operations research
111
The journal of computational finance
108
Transportation research / E : an international journal
107
Annals of operations research
106
Working paper
106
Econometric theory
104
Revue de statistique appliquée
94
INFORMS journal on computing : JOC
93
more ...
less ...
Source
All
ECONIS (ZBW)
168
Showing
1
-
10
of
168
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Internalisation by electronic FX spot dealers
Butz, M.
;
Oomen, R.
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 35-56
Persistent link: https://www.econbiz.de/10012194619
Saved in:
2
A dynamic equilibrium model for U-shaped pricing kernels
Yamazaki, Akira
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 851-875
Persistent link: https://www.econbiz.de/10011907953
Saved in:
3
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 933-949
Persistent link: https://www.econbiz.de/10011910932
Saved in:
4
Orthogonal expansions for VIX options under affine jump diffusions
Barletta, Andrea
;
Nicolato, Elisa
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 951-967
Persistent link: https://www.econbiz.de/10011911220
Saved in:
5
Heston stochastic vol-of-vol model for joint calibration of VIX and S&P 500 options
Fouque, Jean-Pierre
;
Saporito, Y. F.
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 1003-1016
Persistent link: https://www.econbiz.de/10011911259
Saved in:
6
Calibration to American options : numerical investigation of the de-Americanization method
Burkovska, O.
;
Gass, M.
;
Glau, Kathrin
;
Mahlstedt, M.
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1091-1113
Persistent link: https://www.econbiz.de/10011911523
Saved in:
7
Singular Fourier-Padé series expansion of European option prices
Chan, Tat Lung
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1149-1171
Persistent link: https://www.econbiz.de/10011911530
Saved in:
8
Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity
Bergen, V.
;
Escobar, Marcos
;
Rubtsov, A.
;
Zagst, Rudi
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10011911537
Saved in:
9
Instantaneous portfolio theory
Madan, Dilip B.
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1345-1364
Persistent link: https://www.econbiz.de/10011911544
Saved in:
10
Optimal investment strategies for general utilities under dynamic elasticity of variance models
Li, Wenyuan
;
Ma, Jingtang
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1379-1388
Persistent link: https://www.econbiz.de/10011911546
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...
