//--> //--> //--> //-->
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:"Optionspreistheorie"
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
A queueing model with server b...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Markov chain
7,837
Markov-Kette
7,545
Theorie
4,027
Theory
4,003
Warteschlangentheorie
2,769
Queueing theory
2,259
Schätzung
1,361
Estimation
1,355
Stochastischer Prozess
1,025
Stochastic process
1,016
Volatilität
878
Volatility
877
Monte-Carlo-Simulation
847
Bayesian inference
844
Monte Carlo simulation
844
Bayes-Statistik
843
Zeitreihenanalyse
781
Time series analysis
777
Prognoseverfahren
610
Forecasting model
606
USA
574
United States
571
Business cycle
502
Konjunktur
501
Mathematische Optimierung
463
Mathematical programming
460
Spieltheorie
454
Game theory
449
ARCH-Modell
430
ARCH model
426
Börsenkurs
421
Kapitaleinkommen
420
Share price
419
Capital income
417
Schätztheorie
415
Estimation theory
414
Simulation
335
Option pricing theory
333
VAR-Modell
323
more ...
less ...
Online availability
All
Undetermined
121
Free
78
Type of publication
All
Article
237
Book / Working Paper
96
Type of publication (narrower categories)
All
Article in journal
232
Aufsatz in Zeitschrift
232
Graue Literatur
37
Non-commercial literature
37
Arbeitspapier
31
Working Paper
31
Hochschulschrift
9
Thesis
8
Aufsatz im Buch
5
Book section
5
Amtsdruckschrift
2
Collection of articles written by one author
2
Forschungsbericht
2
Government document
2
Sammlung
2
more ...
less ...
Language
All
English
329
German
4
Author
All
Cui, Zhenyu
18
Elliott, Robert J.
18
Siu, Tak Kuen
16
Nguyen, Duy
13
Chan, Leunglung
10
Kirkby, Justin
8
Kirkby, J. Lars
7
Li, Lingfei
7
Zhang, Gongqiu
6
Chen, Son-nan
5
Fabozzi, Frank J.
5
Ma, Jingtang
5
Zhu, Song-Ping
5
Hainaut, Donatien
4
He, Xin-Jiang
4
Kim, Young Shin
4
Nishide, Katsumasa
4
Remillard, Bruno
4
Shen, Yang
4
Skindilias, Konstantinos
4
Wang, Yongjin
4
Yang, Wensheng
4
Chourdakis, Kyriakos
3
Chourdakis, Kyriakos M.
3
Filipović, Damir
3
Forbes, Catherine Scipione
3
Gapeev, Pavel V.
3
Godin, Frédéric
3
Goutte, Stéphane
3
Hieber, Peter
3
Jeanblanc, Monique
3
Khaliq, Abdul Q. M.
3
Le Courtois, Olivier
3
Li, Chang-Yi
3
Lo, Chia Chun
3
Macrina, Andrea
3
Martin, Gael M.
3
Platen, Eckhard
3
Račev, Svetlozar T.
3
Russo, Emilio
3
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Technische Hochschule Mittelhessen
1
Published in...
All
International journal of theoretical and applied finance
27
European journal of operational research : EJOR
12
Quantitative finance
12
Finance research letters
9
Insurance / Mathematics & economics
9
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Annals of finance
7
Computational economics
7
Asia-Pacific financial markets
6
Energy economics
6
The journal of computational finance
6
Applied mathematical finance
5
International journal of financial engineering
5
Journal of economic dynamics & control
5
Review of derivatives research
5
Review of quantitative finance and accounting
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of futures markets
5
International journal of theoretical and applied finance : IJTAF
4
Journal of econometrics
4
Stevens Institute of Technology School of Business Research Paper
4
The European journal of finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Journal of banking & finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of mathematical finance
3
Operations research
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Working paper / Department of Economics, Queen Mary
3
Central European journal of economic modelling and econometrics
2
Cogent economics & finance
2
Economic modelling
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of empirical finance
2
Journal of risk and financial management : JRFM
2
Mathematics and financial economics
2
North American actuarial journal
2
more ...
less ...
Source
All
ECONIS (ZBW)
333
Showing
1
-
10
of
333
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A first passage time problem for spectrally positive Lévy processes and its application to a dynamic priority queue
Sarhangian, Vahid
;
Balcıog˜lu, Barış
- In:
Operations research letters
41
(
2013
)
6
,
pp. 659-663
Persistent link: https://www.econbiz.de/10010236055
Saved in:
2
An exact method for the sensitivity analysis of systems simulated by rejection techniques
Joshi, Mark S.
;
Zhu, Dan
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 875-888
Persistent link: https://www.econbiz.de/10011521858
Saved in:
3
Bewertung amerikanischer Optionen mit Hilfe von regressionsbasierten Monte-Carlo-Verfahren
Todorović, Nebojša
-
2007
Persistent link: https://www.econbiz.de/10003635108
Saved in:
4
Entwurf eines Optionspreismodells mit stochastischer Volatilität und tendenziell stabiler IVF-Struktur
Hausmann, Wilfried
-
2007
Persistent link: https://www.econbiz.de/10003635776
Saved in:
5
Defaultable options in a Markovian intensity model of credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10003769008
Saved in:
6
Pricing credit spread options under a Markov chain model with stochastic default rate
Kang, Jangkoo
;
Kim, Hwa-sung
- In:
The journal of futures markets
24
(
2004
)
7
,
pp. 631-648
Persistent link: https://www.econbiz.de/10002108793
Saved in:
7
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Saved in:
8
Essays on asset allocation with derivatives and model estimation
Breuer, Beate
-
2009
Persistent link: https://www.econbiz.de/10003823672
Saved in:
9
Simultaneous calibration to a range of portfolio credit derivatives with a dynamic discrete-time multi-step Markov loss model
Walker, Michael B.
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 633-662
Persistent link: https://www.econbiz.de/10003899505
Saved in:
10
New numerical scheme for pricing American option with regime-switching
Khaliq, Abdul Q. M.
;
Liu, Rui Hua
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 319-340
Persistent link: https://www.econbiz.de/10003867406
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->