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
Quadratic hedging schemes for...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Portfolio selection
2
Portfolio-Management
2
Anlageverhalten
1
Applied mathematical finance
1
Arbitrage
1
Arbitrage relationship
1
Außenwirtschaftspolitik
1
Behavioural finance
1
CBOE VIX
1
Diffusion limits
1
Expected utility maximization
1
Extended Girsanov principle
1
Finanzmathematik
1
Finite difference method
1
Foreign economic policy
1
Generalized Esscher transform
1
Hedging
1
Interest rate
1
Markov chain
1
Markov-Kette
1
Martingal
1
Martingale
1
Martingale condition
1
Mathematical finance
1
Non-Gaussian GARCH models
1
Optimal asset allocation
1
Option pricing
1
Option pricing theory
1
Optionspreistheorie
1
Quantitative trading strategies
1
Regime switching risk
1
Search frictions
1
Search theory
1
State-dependent trading strategies
1
Stochastic control
1
Stochastic interest rate
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Elliott, Robert J.
3
Badescu, Alexandru
2
Augustyniak, Maciej
1
Bradrania, Reza
1
Chen, Yuyu
1
Couch, Matthew
1
Cui, Zhenyu
1
Guo, Zhiyu
1
Siu, Tak Kuen
1
Wang, Ning
1
Zhu, Song-Ping
1
more ...
less ...
Published in...
All
Quantitative finance
Papers / arXiv.org
5,733
Energy economics
13
International journal of theoretical and applied finance
13
Journal of economic dynamics & control
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Department of Economics discussion paper / Department of Economics, The University of Birmingham
8
Discussion papers / Department of Economics, The University of Birmingham
8
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
8
Insurance / Mathematics & economics
8
Annals of finance
7
Applied mathematical finance
7
International Journal of Theoretical and Applied Finance (IJTAF)
7
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
6
Mathematical Finance
6
Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
6
Review of world economics
6
Stochastic Processes and their Applications
6
The world economy : the leading journal on international economic relations
6
Environmental and resource economics
5
Finance and stochastics
5
Journal of Economic Dynamics and Control
5
Quantitative Finance
4
RIETI discussion paper series
4
Asia-Pacific financial markets
3
CREDIT research paper
3
Economic modelling
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
The journal of finance : the journal of the American Finance Association
3
The journal of futures markets
3
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
3
Annals of operations research
2
Applied Mathematical Finance
2
China economic review : an international journal
2
Computational Statistics
2
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
2
Economic Modelling
2
Energy Economics
2
Finance and Stochastics
2
Insurance: Mathematics and Economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Lattice-based hedging schemes under GARCH models
Augustyniak, Maciej
;
Badescu, Alexandru
;
Guo, Zhiyu
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 697-710
Persistent link: https://www.econbiz.de/10012500182
Saved in:
2
Variance swaps valuation under non-affine GARCH models and their diffusion limits
Badescu, Alexandru
;
Chen, Yuyu
;
Couch, Matthew
;
Cui, Zhenyu
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 227-246
Persistent link: https://www.econbiz.de/10012194650
Saved in:
3
Estimating a regime switching pairs trading model
Elliott, Robert J.
;
Bradrania, Reza
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 877-883
Persistent link: https://www.econbiz.de/10011907956
Saved in:
4
A generalized Esscher transform for option valuation with regime switching risk
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 691-705
Persistent link: https://www.econbiz.de/10013367853
Saved in:
5
Optimal asset allocation under search frictions and stochastic interest rate
Wang, Ning
;
Zhu, Song-Ping
;
Elliott, Robert J.
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 1019-1033
Persistent link: https://www.econbiz.de/10014304432
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
