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
On pricing CDOs with Meixner d...
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
89
Volatilität
89
Theorie
59
Theory
59
Portfolio selection
40
Portfolio-Management
40
Stochastic volatility
29
Option trading
22
Optionsgeschäft
22
Derivat
19
Derivative
19
CAPM
16
Capital income
16
Kapitaleinkommen
16
Option pricing
16
Experiment
15
Markov chain
14
Markov-Kette
14
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Börsenkurs
13
Mathematical programming
13
Mathematische Optimierung
13
Share price
13
Financial analysis
12
Finanzanalyse
12
Rough volatility
12
Statistical distribution
12
Statistische Verteilung
12
Time series analysis
12
Zeitreihenanalyse
12
Estimation
11
Forecasting model
11
Hedging
11
Neural networks
11
Neuronale Netze
11
more ...
less ...
Online availability
All
Undetermined
158
Free
17
Type of publication
All
Article
174
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
175
Aufsatz in Zeitschrift
175
Conference paper
4
Konferenzbeitrag
4
Konferenzschrift
1
Language
All
English
175
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
Bianchi, Michele Leonardo
2
Bormetti, Giacomo
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
Lillo, Fabrizio
2
Lorig, Matthew
2
Ma, Jingtang
2
Muguruza, Aitor
2
Pirjol, Dan
2
Rubio, Gonzalo
2
Schoutens, Wim
2
Smith, Benjamin
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
646
International journal of theoretical and applied finance
343
Insurance / Mathematics & economics
286
Journal of econometrics
221
Finance and stochastics
200
Computers & operations research : and their applications to problems of world concern ; an international journal
184
Journal of banking & finance
178
International journal of production research
173
Operations research
171
NBER working paper series
170
The journal of structured finance
169
Finance research letters
165
Operations research letters
165
Management science : journal of the Institute for Operations Research and the Management Sciences
159
Working paper / National Bureau of Economic Research, Inc.
159
Mathematics of operations research
156
Journal of economic dynamics & control
154
NBER Working Paper
144
Discussion paper / Tinbergen Institute
139
Risks : open access journal
130
International journal of production economics
125
International review of financial analysis
124
SpringerLink / Bücher
124
Computational economics
123
Applied mathematical finance
122
Journal of financial economics
121
Economics letters
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
118
The accounting review : a publication of the American Accounting Association
110
The journal of computational finance
109
Review of quantitative finance and accounting
103
Wiley trading series
99
Economic modelling
96
The journal of finance : the journal of the American Finance Association
95
Applied economics
93
Journal of mathematical finance
93
Research paper series / Swiss Finance Institute
93
Journal of economic theory
92
The review of financial studies
92
more ...
less ...
Source
All
ECONIS (ZBW)
175
Showing
1
-
10
of
175
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Detailed study of a moving average trading rule
Ferreira, Fernando F.
;
Silva, A. Christian
;
Yen, Ju-Yi
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1599-1617
Persistent link: https://www.econbiz.de/10011913212
Saved in:
2
Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree
Ma, Changfu
;
Xu, Wei
;
Yuan, George
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2037-2053
Persistent link: https://www.econbiz.de/10012313551
Saved in:
3
Modelling fundamental analysis in portfolio selection
Zhang, Huazhu
;
Yan, Cheng
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1315-1326
Persistent link: https://www.econbiz.de/10011911539
Saved in:
4
Technical analysis as a sentiment barometer and the cross-section of stock returns
Ding, Wenjie
;
Mazouz, Khelifa
;
Ap Gwilym, Owain
;
Wang, …
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1617-1636
Persistent link: https://www.econbiz.de/10014419182
Saved in:
5
Trend following with momentum versus moving averages : a tale of differences
Zakamulin, Valeriy
;
Giner, Javier
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 985-1007
Persistent link: https://www.econbiz.de/10012262654
Saved in:
6
Learning the dynamics of technical trading strategies
Murphy, N. J.
;
Gebbie, T. J.
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1325-1349
Persistent link: https://www.econbiz.de/10012608650
Saved in:
7
Leveraging a call-put ratio as a trading signal
Houlihan, Patrick
;
Creamer Guillén, Germán
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 763-777
Persistent link: https://www.econbiz.de/10012194713
Saved in:
8
Detection of false investment strategies using unsupervised learning methods
López de Prado, Marcos M.
;
Lewis, Michael J.
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1555-1565
Persistent link: https://www.econbiz.de/10012194806
Saved in:
9
Extracting implied volatilities from bank bonds
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1177-1197
Persistent link: https://www.econbiz.de/10014321670
Saved in:
10
Are missing values important for earnings forecasts? : a machine learning perspective
Uddin, Ajim
;
Tao, Xinyuan
;
Chou, Chia-Ching
;
Yu, Dantong
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1113-1132
Persistent link: https://www.econbiz.de/10013367888
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...
