//--> //--> //--> //-->
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:"Portfolio selection"
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
Fourier space time-stepping fo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Stochastischer Prozess
17,115
Stochastic process
16,675
Optionspreistheorie
14,747
Option pricing theory
14,289
Theorie
12,542
Theory
12,217
Volatilität
5,955
Volatility
5,848
Optionsgeschäft
2,917
Option trading
2,898
Derivat
2,533
Derivative
2,529
Portfolio-Management
2,302
Mathematische Optimierung
2,211
Mathematical programming
2,198
Schätzung
2,132
Estimation
2,081
Zeitreihenanalyse
1,526
Time series analysis
1,477
Hedging
1,435
CAPM
1,398
Risiko
1,347
Risk
1,333
Schätztheorie
1,288
USA
1,274
Estimation theory
1,264
Zinsstruktur
1,257
Yield curve
1,241
United States
1,228
Black-Scholes-Modell
1,171
Börsenkurs
1,118
Black-Scholes model
1,115
Statistische Verteilung
1,082
Share price
1,080
Statistical distribution
1,062
Markov chain
1,051
Markov-Kette
1,051
Monte-Carlo-Simulation
1,040
Monte Carlo simulation
1,035
more ...
less ...
Online availability
All
Undetermined
775
Free
602
Type of publication
All
Article
1,401
Book / Working Paper
876
Journal
5
Type of publication (narrower categories)
All
Article in journal
1,320
Aufsatz in Zeitschrift
1,320
Graue Literatur
287
Non-commercial literature
287
Arbeitspapier
230
Working Paper
230
Hochschulschrift
104
Thesis
82
Aufsatz im Buch
77
Book section
77
Lehrbuch
67
Textbook
64
Collection of articles of several authors
43
Sammelwerk
43
Aufsatzsammlung
24
Konferenzschrift
17
Handbook
15
Handbuch
15
Conference paper
14
Konferenzbeitrag
14
Collection of articles written by one author
13
Sammlung
13
Bibliografie enthalten
12
Bibliography included
12
Conference proceedings
12
Glossar enthalten
12
Glossary included
12
Ratgeber
5
Systematic review
5
Übersichtsarbeit
5
Bibliografie
4
Forschungsbericht
4
Einführung
3
Festschrift
3
Guidebook
2
Mehrbändiges Werk
2
Mikroform
2
Multi-volume publication
2
Accompanied by computer file
1
Aufgabensammlung
1
more ...
less ...
Language
All
English
2,206
German
69
French
4
Italian
2
Spanish
2
Author
All
Platen, Eckhard
23
Post, Thierry
20
Leung, Tim
17
Escobar, Marcos
16
Korn, Ralf
15
Kraft, Holger
14
Topaloglou, Nikolas
14
Bayraktar, Erhan
13
Fabozzi, Frank J.
12
Runggaldier, Wolfgang J.
12
Perrakis, Stylianos
11
Takahashi, Akihiko
11
Wong, Hoi Ying
11
Wong, Wing Keung
11
Arvanitis, Stelios
10
Chen, An
10
Föllmer, Hans
10
Melʹnikov, Aleksandr V.
10
Consigli, Giorgio
9
Evstigneev, Igor V.
9
Rubtsov, Alexey
9
Elliott, Robert J.
8
Levy, Haim
8
Liang, Zongxia
8
Sass, Jörn
8
Seifried, Frank Thomas
8
Sircar, Ronnie
8
Steffensen, Mogens
8
Bichuch, Maxim
7
Dhaene, Jan
7
Ferrando, Sebastian
7
Fouque, Jean-Pierre
7
Račev, Svetlozar T.
7
Shen, Yang
7
Young, Virginia R.
7
Zenios, Stauros Andrea
7
Barigou, Karim
6
Barro, Diana
6
Branger, Nicole
6
Bruns, Christoph
6
more ...
less ...
Institution
All
National Bureau of Economic Research
4
Bonn Graduate School of Economics
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Springer-Verlag GmbH
2
Bachelier Finance Society
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Cambridge University Press
1
Centre for Actuarial Studies
1
Commissariat à l'énergie atomique
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
FernUniversität in Hagen
1
Institute of Finance and Accounting <London>
1
International Conference on Financial Engineering, E-Commerce, and Supply Chain <2001, Athen>
1
International Conference on Numerical Methods for Finance <2006, Dublin>
1
International Conference on Stochastic Finance <2004, Lissabon>
1
International Workshop on Finance <2011, Kyōto>
1
Johannes Gutenberg-Universität Mainz
1
Judge Institute of Management Studies
1
Leonard N. Stern School of Business / Information Systems Department
1
Salomon Brothers Center for the Study of Financial Institutions
1
Society of Actuaries
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Swiss Finance Institute
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Universität Ulm
1
Walter de Gruyter GmbH & Co. KG
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Workshop on Mathematical Finance <2000, Konstanz>
1
École des Hautes Études Commerciales <Lausanne>
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
106
International journal of theoretical and applied finance
70
European journal of operational research : EJOR
68
Finance and stochastics
55
Quantitative finance
47
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
Journal of economic dynamics & control
39
Mathematical methods of operations research
28
Journal of mathematical finance
27
Applied mathematical finance
26
Risks : open access journal
26
International journal of financial engineering
25
Journal of banking & finance
24
Mathematics and financial economics
23
Annals of finance
22
Finance research letters
22
Scandinavian actuarial journal
21
Research paper series / Swiss Finance Institute
19
Journal of risk and financial management : JRFM
17
Computational economics
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
SpringerLink / Bücher
14
Computational Management Science : CMS
13
Mathematical finance : an international journal of mathematics, statistics and financial economics
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Mathematics of operations research
12
The North American journal of economics and finance : a journal of financial economics studies
12
Astin bulletin : the journal of the International Actuarial Association
11
Economic modelling
11
IMA journal of management mathematics
11
Operations research letters
11
Swiss Finance Institute Research Paper
11
The journal of computational finance
11
International review of financial analysis
10
Review of derivatives research
10
Asia-Pacific financial markets
9
Discussion paper / Tinbergen Institute
9
The European journal of finance
9
The journal of asset management
8
The review of financial studies
8
more ...
less ...
Source
All
ECONIS (ZBW)
2,282
Showing
1
-
10
of
2,282
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
2
Modelling of and empirical studies on portfolio choice, option pricing, and credit risk
Polbennikov, Simon Yurievich
-
2005
Persistent link: https://www.econbiz.de/10003311057
Saved in:
3
Tools and techniques
Aït-Sahalia, Yacine
(
ed.
);
Hansen, Lars Peter
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10003898678
Saved in:
4
Introduction to stochastic calculus applied to finance
Lamberton, Damien
;
Lapeyre, Bernard
-
2008
-
2. ed.
Persistent link: https://www.econbiz.de/10003427489
Saved in:
5
Probability distribution and option pricing for drawdown in a stochastic volatility environment
Yamamoto, Kyo
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008860388
Saved in:
6
The Heston stochastic volatility model for single assets and for asset portfolios: parameter estimation and an application to the Italian financial market
Ballestra, Luca Vincenzo
;
Ferri, Roberto
;
Pacelli, Graziella
- In:
The international journal of business and finance …
1
(
2007
)
2
,
pp. 11-23
Persistent link: https://www.econbiz.de/10003955535
Saved in:
7
A benchmark approach to quantitative finance
Platen, Eckhard
;
Heath, David C.
-
2010
-
Corr., 2. print.
Persistent link: https://www.econbiz.de/10008779415
Saved in:
8
Pricing related projects
Flam, S. D.
;
Gassmann, H. I.
- In:
Coping with uncertainty : modeling and policy issues
,
(pp. 301-313)
.
2006
Persistent link: https://www.econbiz.de/10003394901
Saved in:
9
Power utility maximization in exponential Lévy models : convergence of discrete-time to continuous-time maximizers
Temme, Johannes P.
- In:
Mathematical methods of operations research
76
(
2012
)
1
,
pp. 21-41
Persistent link: https://www.econbiz.de/10009571220
Saved in:
10
Tracking errors from discrete hedging in exponential Lévy models
Brodén, Mats
;
Tankov, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 803-837
Persistent link: https://www.econbiz.de/10009381005
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...
//-->