//--> //--> //--> //-->
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 dynamic program under Lévy p...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
196
Optionspreistheorie
196
Stochastic process
165
Stochastischer Prozess
165
Volatility
124
Volatilität
124
Theorie
57
Theory
57
Option trading
51
Optionsgeschäft
51
Portfolio selection
47
Portfolio-Management
47
Derivat
42
Derivative
42
Monte Carlo simulation
30
Monte-Carlo-Simulation
30
Option pricing
29
Stochastic volatility
29
Experiment
27
Hedging
27
Black-Scholes model
21
Black-Scholes-Modell
21
CAPM
20
Markov chain
20
Markov-Kette
20
Statistical distribution
19
Statistische Verteilung
19
Börsenkurs
17
Capital income
17
Kapitaleinkommen
17
Neural networks
17
Neuronale Netze
17
Share price
17
Yield curve
17
Zinsstruktur
17
Implied volatility
16
Rough volatility
16
Time series analysis
16
Zeitreihenanalyse
16
Forecasting model
14
more ...
less ...
Online availability
All
Undetermined
236
Free
27
Type of publication
All
Article
263
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
264
Aufsatz in Zeitschrift
264
Conference paper
7
Konferenzbeitrag
7
Konferenzschrift
1
Language
All
English
264
Author
All
Bayer, Christian
8
Escobar, Marcos
5
Gatheral, Jim
4
Radoičić, Radoš
4
Tempone, Raúl
4
Wong, Hoi Ying
4
Bunn, Derek W.
3
Chan, Tat Lung
3
Felpel, Mike
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Madan, Dilip B.
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Rosenbaum, Mathieu
3
Zhu, Song-Ping
3
Ziveyi, Jonathan
3
Abergel, Frédéric
2
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Ben Hammouda, Chiheb
2
Benth, Fred Espen
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Chen, Jing
2
Cheng, Yuyang
2
Christensen, Troels Sønderby
2
Consigli, Giorgio
2
Cui, Zhenyu
2
Dai, Tian-Shyr
2
De Marco, Stefano
2
Deelstra, Griselda
2
Delage, Erick
2
Drapeau, Samuel
2
Eberlein, Ernst
2
Elliott, Robert J.
2
Endres, Sylvia
2
Forde, Martin
2
Friz, Peter K.
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
955
International journal of theoretical and applied finance
591
Insurance / Mathematics & economics
368
Finance and stochastics
341
Mathematical finance : an international journal of mathematics, statistics and financial theory
313
Journal of economic dynamics & control
287
Applied mathematical finance
276
The journal of futures markets
276
Computers & operations research : and their applications to problems of world concern ; an international journal
273
The journal of computational finance
273
Journal of econometrics
266
Operations research
263
Journal of banking & finance
256
International journal of production research
253
Operations research letters
238
The journal of derivatives : the official publication of the International Association of Financial Engineers
211
International journal of production economics
205
Mathematics of operations research
197
Management science : journal of the Institute for Operations Research and the Management Sciences
196
Computational economics
187
Risks : open access journal
184
Review of derivatives research
181
Discussion paper / Tinbergen Institute
165
Finance research letters
157
Journal of mathematical finance
152
International journal of financial engineering
141
NBER working paper series
138
Energy economics
129
Economic modelling
128
Economics letters
128
Research paper series / Swiss Finance Institute
123
Transportation research / E : an international journal
121
Mathematical methods of operations research
119
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
119
Working paper / National Bureau of Economic Research, Inc.
117
Working paper
114
INFORMS journal on computing : JOC
112
Omega : the international journal of management science
111
NBER Working Paper
109
more ...
less ...
Source
All
ECONIS (ZBW)
264
Showing
1
-
10
of
264
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Learning a functional control for high-frequency finance
Leal, Laura
;
Lauriere, Mathieu
;
Lehalle, Charles-Albert
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
Saved in:
2
Marginal consistent dependence modelling using weak subordination for Brownian motions
Michaelsen, Markus
;
Szimayer, Alexander
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1909-1925
Persistent link: https://www.econbiz.de/10012262863
Saved in:
3
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:
4
Moments of integrated exponential Lévy processes and applications to Asian options pricing
Brignone, Riccardo
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1717-1729
Persistent link: https://www.econbiz.de/10013367942
Saved in:
5
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
6
Dynamic programming for optimal stopping via pseudo-regression
Bayer, Christian
;
Redmann, Martin
;
Schoenmakers, John
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10012424631
Saved in:
7
Deep differentiable reinforcement learning and optimal trading
Jaisson, Thibault
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1429-1443
Persistent link: https://www.econbiz.de/10013367918
Saved in:
8
Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas
Ji, Bingbing
;
Chen, Zhiping
;
Consigli, Giorgio
;
Yan, Zhe
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1759-1784
Persistent link: https://www.econbiz.de/10013367945
Saved in:
9
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
Lee, Jinkyu
;
Kwon, Do-Gyun
;
Lee, Yongjae
;
Kim, Jang Ho
; …
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1341-1360
Persistent link: https://www.econbiz.de/10014339931
Saved in:
10
The SINC way : a fast and accurate approach to Fourier pricing
Baschetti, Fabio
;
Bormetti, Giacomo
;
Romagnoli, Silvia
; …
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 427-446
Persistent link: https://www.econbiz.de/10013167768
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...
//-->