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:"Malliavin calculus"
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
Some remarks on mean-variance...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Malliavin calculus
Option pricing theory
13
Optionspreistheorie
13
Theorie
9
Theory
9
Stochastic process
8
Stochastischer Prozess
8
Incomplete market
7
Hedging
6
Unvollkommener Markt
6
Martingal
5
Martingale
5
Volatility
5
Volatilität
5
Portfolio selection
4
Portfolio-Management
4
Barndorff-Nielsen and Shephard models
3
CAPM
3
Mean-variance hedging
3
fast Fourier transform
3
Convex risk measure
2
Derivat
2
Derivative
2
Experiment
2
Incomplete markets
2
Lévy processes
2
Option trading
2
Optionsgeschäft
2
Risiko
2
Risikomaß
2
Risk
2
Risk measure
2
Stochastic volatility models
2
fundamental theorem of asset pricing
2
good deal bound
2
local risk-minimization
2
q-optimal martingale measure
2
stochastic volatility models
2
variance-optimal martingale measure
2
Approximate option pricing
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Arai, Takuji
3
Imai, Yuto
2
Suzuki, Ryoichi
2
Published in...
All
Applied mathematical finance
1
Finance and stochastics
1
International journal of financial engineering
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
2
Local risk-minimization for Barndorff-Nielsen and Shephard models
Arai, Takuji
;
Imai, Yuto
;
Suzuki, Ryoichi
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 551-592
Persistent link: https://www.econbiz.de/10011944406
Saved in:
3
A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus
Arai, Takuji
;
Imai, Yuto
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 247-267
Persistent link: https://www.econbiz.de/10012128947
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
