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
~subject:"Derivative"
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
Using dynamic copulae for mode...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivative
Theorie
136
Theory
136
Portfolio selection
95
Portfolio-Management
95
Stochastischer Prozess
63
Stochastic process
61
growth optimal portfolio
61
Volatility
45
Volatilität
45
Option pricing theory
39
Optionspreistheorie
39
Benchmarking
36
Hedging
33
benchmark approach
33
Derivat
31
Börsenkurs
24
Share price
24
CAPM
22
Yield curve
21
Zinsstruktur
21
fair pricing
21
minimal market model
21
Aktienindex
20
Stock index
20
Bewertung
18
Evaluation
18
stochastic volatility
17
Arbitrage Pricing
16
Arbitrage pricing
16
Benchmark approach
16
Martingal
16
Martingale
16
Risiko
15
Risikoprämie
15
Risk
15
Risk premium
15
Statistical distribution
15
Statistische Verteilung
15
benchmark model
15
more ...
less ...
Online availability
All
Free
19
Undetermined
5
Type of publication
All
Book / Working Paper
17
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
31
Author
All
Platen, Eckhard
24
Heath, David C.
5
Ignatieva, Ekaterina
5
Baldeaux, Jan
3
Ignatieva, Katja
3
Biagini, Francesca
2
Chan, Leunglung
2
Cretarola, Alessandra
2
Fergusson, Kevin
2
Grasselli, Martino
2
Sherris, Michael
2
West, Jason
2
Ziveyi, Jonathan
2
Baldeaux, Jan F.
1
Bauer, Daniel
1
Craddock, Mark
1
Da Fonseca, José
1
Fonseca, José da
1
Fung, Man Chung
1
Fung, Simon Man Chung
1
Gudkov, Nikolay
1
Hulley, Hardy
1
Kardaras, Constantinos
1
Sidorowicz, Renata
1
Taylor, David
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Asia-Pacific financial markets
3
Energy economics
2
Research paper / Quantitative Finance Research Group, University of Technology Sydney
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
UNSW Business School Research Paper
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
Operations research letters
1
Risks : open access journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A tractable model for indices approximating the growth optimal portfolio
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010347344
Saved in:
2
The law of minimum price
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856792
Saved in:
3
A unifying approach to asset pricing
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857126
Saved in:
4
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
Saved in:
5
Empirical evidence on Student-t log-returns of diversified world stock indices
Platen, Eckhard
;
Sidorowicz, Renata
-
2007
Persistent link: https://www.econbiz.de/10003452457
Saved in:
6
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
- In:
Operations research letters
43
(
2015
)
4
,
pp. 419-422
Persistent link: https://www.econbiz.de/10011372401
Saved in:
7
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
8
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344235
Saved in:
9
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
Saved in:
10
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
