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STOCHASTIC ORDERS IN WELFARE E...
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Derivative
Stochastischer Prozess
16,902
Stochastic process
16,723
Theorie
9,664
Theory
9,636
Volatilität
3,803
Volatility
3,800
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3,191
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3,185
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2,081
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2,080
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1,467
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1,467
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1,416
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1,413
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1,393
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1,385
social welfare
1,088
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1,015
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1,015
Social welfare
934
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877
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877
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823
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815
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736
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657
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657
Börsenkurs
649
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647
Prognoseverfahren
647
Share price
647
Derivat
641
USA
635
United States
611
Monte-Carlo-Simulation
588
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587
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562
CAPM
559
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558
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624
German
17
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Benth, Fred Espen
11
Escobar, Marcos
10
Chiarella, Carl
9
Fouque, Jean-Pierre
8
Perrakis, Stylianos
8
Cheng, Benjamin
7
McAleer, Michael
7
Nikitopoulos, Christina Sklibosios
7
Schlögl, Erik
7
Cui, Zhenyu
6
Packham, Natalie
6
Papanicolaou, George
6
Schmidt, Wolfgang M.
6
Schoutens, Wim
6
Wang, Xingchun
6
Chang, Chia-Lin
5
Crépey, Stéphane
5
Fabozzi, Frank J.
5
Kallsen, Jan
5
Kwok, Yue-Kuen
5
Madan, Dilip B.
5
Sabino, Piergiacomo
5
Sviščuk, Anatolij
5
Capriotti, Luca
4
Fu, Michael
4
Gouriéroux, Christian
4
Howison, Sam
4
Kang, Boda
4
Račev, Svetlozar T.
4
Schlögl, Lutz
4
Siu, Tak Kuen
4
Sklibosios Nikitopoulos, Christina
4
Xu, Wei
4
Zagst, Rudi
4
Antonelli, Fabio
3
Baldeaux, Jan
3
Barth, Jörn
3
Bertsimas, Dimitris
3
Branger, Nicole
3
Carr, Peter
3
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National Bureau of Economic Research
3
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1
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1
Instituto Valenciano de Investigaciones Económicas
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Swiss Finance Institute
1
Universität Trier
1
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International journal of theoretical and applied finance
59
Applied mathematical finance
24
Quantitative finance
20
Journal of mathematical finance
15
Review of derivatives research
14
European journal of operational research : EJOR
13
International journal of financial engineering
13
Journal of banking & finance
12
The journal of computational finance
12
Journal of econometrics
11
Journal of economic dynamics & control
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Finance and stochastics
10
Annals of finance
9
Energy economics
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Finance research letters
7
Risks : open access journal
7
Computational economics
6
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Journal of risk and financial management : JRFM
5
Mathematical finance
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of derivatives : JOD
5
Applied economics
4
Mathematics and financial economics
4
Research paper series / Swiss Finance Institute
4
Research series / Universiteit van Amsterdam
4
The journal of futures markets
4
Tinbergen Institute research series
4
Working paper series / Centre for Practical Quantitative Finance
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Asia-Pacific journal of financial studies
3
Discussion paper / Tinbergen Institute
3
International review of financial analysis
3
Journal of financial economics
3
Journal of financial engineering
3
NBER working paper series
3
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ECONIS (ZBW)
641
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1
Estimating functional efficiency in energy futures markets
García-Verdugo Sales, Javier
;
Consuegra, Meliyara
- In:
Economics and Business Letters : EBL
2
(
2013
)
3
,
pp. 105-115
Persistent link: https://www.econbiz.de/10010347116
Saved in:
2
Measuring the functional efficiency of agricultural futures markets
Consuegra, Meliyara
;
García-Verdugo Sales, Javier
- In:
The Australian journal of agricultural and resource …
61
(
2017
)
2
,
pp. 232-246
Persistent link: https://www.econbiz.de/10011674488
Saved in:
3
Approximations of bond and swaption prices in a Black-Karasinski model
Daniluk, Andrzej
;
Muchorski, Rafał
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011523750
Saved in:
4
An effective approximation for zero-coupon bonds and arrow-debreu prices in the Black-Karasinski model
Stehlíková, Beáta
;
Capriotti, Luca
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010438534
Saved in:
5
Commodity derivative valuation under a factor model with time-varying market prices of risk
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10011414114
Saved in:
6
Estimating stochastic volatility : the rough side to equityreturns
Haynes, Jonathan
;
Schmitt, Daniel
;
Grimm, Lukas
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 449-469
Persistent link: https://www.econbiz.de/10012127236
Saved in:
7
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
8
Options with stochastic lives
Jennergren, Lars Peter
;
Näslund, Bertil
-
1991
Persistent link: https://www.econbiz.de/10000826417
Saved in:
9
Financial calculus : an introduction to derivative pricing
Baxter, Martin
-
1996
-
1. publ.
Persistent link: https://www.econbiz.de/10000614304
Saved in:
10
The concept of credit OAS in valuation of MBS
Levin, Alexander
;
Davidson, Andrew
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
3
,
pp. 41-55
Persistent link: https://www.econbiz.de/10003727642
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