//--> //--> //-->
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:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
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
Recent results in stochastic p...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
7
Stochastischer Prozess
7
Theorie
7
Theory
7
Arbitrage
2
Estimation theory
2
Option pricing theory
2
Optionspreistheorie
2
Schätztheorie
2
CAPM
1
Incomplete market
1
Induktive Statistik
1
Interest rate
1
Statistical distribution
1
Statistical inference
1
Statistische Verteilung
1
Time series analysis
1
Unvollkommener Markt
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
Zins
1
more ...
less ...
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
7
Working Paper
7
Amtsdruckschrift
5
Government document
5
Graue Literatur
5
Non-commercial literature
5
Language
All
English
6
French
1
Author
All
Carassus, Laurence
2
Renault, Eric
2
Scaillet, Olivier
2
Touzi, Nizar
2
Broze, Laurence
1
Comte, Fabienne
1
Guerre, Emmanuel
1
Jouini, Elyès
1
Lesne, Jean-Philippe
1
Maes, J.
1
Pastorello, Sergio
1
Pham, Huyên
1
Prigent, Jean-Luc
1
Zakoïan, Jean-Michel
1
more ...
less ...
Published in...
All
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
European journal of operational research : EJOR
662
International journal of theoretical and applied finance
325
Insurance / Mathematics & economics
282
Journal of econometrics
225
VDI-Berichte
220
Schriftenreihe der Deutschen Verkehrswissenschaftlichen Gesellschaft / B
201
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
190
International journal of production research
182
Operations research
175
Operations research letters
165
Quantitative finance
165
Schriften des Vereins für Socialpolitik, Gesellschaft für Wirtschafts- und Sozialwissenschaften
163
Mathematics of operations research
156
Loccumer Protokolle
155
Journal of economic dynamics & control
142
International journal of production economics
141
SpringerLink / Bücher
135
Annals of operations research
131
Discussion paper / Tinbergen Institute
126
Risks : open access journal
125
Applied mathematical finance
119
Computational economics
116
Mathematical finance : an international journal of mathematics, statistics and financial theory
116
The journal of computational finance
106
Lecture notes in economics and mathematical systems : operations research, computer science, social science
98
Economics letters
96
Lecture notes in computer science
94
Management science : journal of the Institute for Operations Research and the Management Sciences
93
Kurs / Deutsche Verkehrswissenschaftliche Gesellschaft e.V., DVWG
91
Journal of mathematical finance
89
Econometric reviews
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Economic modelling
82
INFORMS journal on computing : JOC
82
Energy economics
81
Transportation research / E : an international journal
81
International journal of financial engineering
80
Omega : the international journal of management science
80
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quasi indirect inference for diffusion processes
Broze, Laurence
;
Scaillet, Olivier
;
Zakoïan, Jean-Michel
-
1994
Persistent link: https://www.econbiz.de/10000908837
Saved in:
2
Arbitrage and super-replication cost with convex constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980462
Saved in:
3
Coûts de transaction, contraintes de vente à découvert et taxes : une approche unifiée
Carassus, Laurence
;
Jouini, Elyès
-
1997
Persistent link: https://www.econbiz.de/10000980469
Saved in:
4
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
5
Optimal rate for nonparametric estimation in deterministic dynamical systems
Guerre, Emmanuel
;
Maes, J.
-
1998
Persistent link: https://www.econbiz.de/10000984193
Saved in:
6
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000997340
Saved in:
7
Long memory in continuous time stochastic volatility models
Comte, Fabienne
;
Renault, Eric
-
1996
Persistent link: https://www.econbiz.de/10000930699
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->