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~subject:"Optionspreistheorie"
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Optionspreistheorie
Stochastischer Prozess
19,614
Stochastic process
19,167
Theorie
16,412
Theory
16,116
Markov chain
9,521
Markov-Kette
9,237
Volatilität
4,897
Volatility
4,836
Option pricing theory
3,893
Mathematische Optimierung
3,410
Mathematical programming
3,392
Schätzung
3,181
Estimation
3,136
Produktlebenszyklus
3,117
Product life cycle
2,956
Zeitreihenanalyse
2,669
Time series analysis
2,620
Portfolio-Management
2,293
Portfolio selection
2,283
Kontrolltheorie
2,279
Schätztheorie
2,245
Estimation theory
2,223
Control theory
2,047
Control
1,814
Monte Carlo simulation
1,725
Monte-Carlo-Simulation
1,723
Kontrolle
1,632
Bayes-Statistik
1,567
Prognoseverfahren
1,561
Risiko
1,557
Risk
1,556
Bayesian inference
1,551
Forecasting model
1,537
USA
1,395
United States
1,323
Börsenkurs
1,232
Share price
1,199
Dynamische Optimierung
1,172
Dynamic programming
1,155
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Undetermined
1,352
Free
1,306
CC license
89
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Article
2,514
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1,430
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2,405
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91
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Sammelwerk
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English
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German
46
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Cui, Zhenyu
42
Takahashi, Akihiko
36
Chiarella, Carl
34
Siu, Tak Kuen
29
Fabozzi, Frank J.
28
Carr, Peter
26
Elliott, Robert J.
26
Madan, Dilip B.
24
Kim, Young Shin
22
Li, Lingfei
21
Hainaut, Donatien
20
Nguyen, Duy
20
Alòs, Elisa
19
Jacquier, Antoine (Jack)
19
Oosterlee, Cornelis W.
19
Račev, Svetlozar T.
18
Benth, Fred Espen
17
Escobar, Marcos
17
Kirkby, Justin
17
Wang, Xingchun
17
Yamazaki, Akira
17
Filipović, Damir
16
Yamada, Toshihiro
16
Ziveyi, Jonathan
16
Gatheral, Jim
15
Grasselli, Martino
15
He, Xin-Jiang
15
Kim, Jeong-Hoon
15
Kohlmann, Michael
15
Levendorskij, Sergej Z.
15
Forde, Martin
14
Joshi, Mark S.
14
Kang, Boda
14
Kwok, Yue-Kuen
14
Mijatović, Aleksandar
14
Schoutens, Wim
14
Todorov, Viktor
14
Zhu, Song-Ping
14
Ballotta, Laura
13
Ewald, Christian-Oliver
13
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National Bureau of Economic Research
8
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Centre for Analytical Finance <Århus>
3
Queen Mary College / Department of Economics
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
International Center for Financial Asset Management and Engineering
1
Society of Actuaries
1
Springer International Publishing
1
Taylor and Francis.
1
Technische Hochschule Mittelhessen
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
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International journal of theoretical and applied finance
249
Quantitative finance
135
Finance and stochastics
113
The journal of computational finance
102
Applied mathematical finance
98
Insurance / Mathematics & economics
87
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
European journal of operational research : EJOR
71
Computational economics
67
International journal of financial engineering
63
Risks : open access journal
55
Finance research letters
54
Journal of mathematical finance
54
Review of derivatives research
50
The journal of futures markets
41
Journal of economic dynamics & control
40
Journal of banking & finance
39
Journal of econometrics
39
Annals of finance
37
The North American journal of economics and finance : a journal of financial economics studies
36
Asia-Pacific financial markets
31
Research paper series / Swiss Finance Institute
27
The European journal of finance
27
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
Mathematical finance : an international journal of mathematics, statistics and financial economics
22
Operations research letters
21
Energy economics
20
Journal of risk and financial management : JRFM
20
Economic modelling
19
Mathematics of operations research
19
SFB 649 discussion paper
19
Mathematics and financial economics
18
Decisions in economics and finance : DEF ; a journal of applied mathematics
17
Decisions in economics and finance : a journal of applied mathematics
17
Journal of empirical finance
16
Review of quantitative finance and accounting
15
The journal of derivatives : JOD
15
IMA journal of management mathematics
14
Applied economics
13
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ECONIS (ZBW)
3,898
EconStor
40
USB Cologne (EcoSocSci)
6
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1
A stochastic
control
approach to bid-ask price modelling
Dela Vega, Engel John C.
;
Elliott, Robert J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013371064
Saved in:
2
Optimal trading with regime switching : numerical and analytic techniques applied to valuing storage in an electricity balancing market
Johnson, Paul
;
Szabó, Dávid Zoltán
;
Duck, Peter
- In:
European journal of operational research : EJOR
319
(
2024
)
2
,
pp. 611-624
Persistent link: https://www.econbiz.de/10015084871
Saved in:
3
Optimal
control
of linear stochastic systems with singular costs, and the mean-variance hedging problem with stochastic market conditions
Kohlmann, Michael
-
2000
Persistent link: https://www.econbiz.de/10001475182
Saved in:
4
(Reflected) backward stochastic differential equations and contingent claims
Kohlmann, Michael
-
1999
Persistent link: https://www.econbiz.de/10001387121
Saved in:
5
A stochastic
control
framework for real options in strategic valuation
Vollert, Alexander
-
2000
Persistent link: https://www.econbiz.de/10001550637
Saved in:
6
A stochastic
control
framework for real options in strategic evaluation
Vollert, Alexander
-
2003
Persistent link: https://www.econbiz.de/10001711417
Saved in:
7
A Unified Pricing of Variable Annuity Guarantees Under the Optimal Stochastic
Control
Framework
Shevchenko, Pavel V.
-
2017
products via an optimal stochastic
control
framework, and review the existing numerical methods. For numerical valuation of …
Persistent link: https://www.econbiz.de/10012969379
Saved in:
8
A Dual Algorithm for Stochastic
Control
Problems : Applications to Uncertain Volatility Models and CVA
Henry-Labordere, Pierre
-
2015
We derive an algorithm in the spirit of Rogers and Davis & Burstein that leads to upper bounds for stochastic
control
…
Persistent link: https://www.econbiz.de/10013023827
Saved in:
9
A Stochastic
Control
Approach for Option Market Making
El Aoud, Sofiene
-
2015
. Through the use of optimal stochastic
control
, we provide exact expressions of optimal bid and ask quotes of the market making …
Persistent link: https://www.econbiz.de/10013032663
Saved in:
10
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
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