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Stochastic process
Zins
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Optionspreistheorie
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22
Nguyen, Duy
22
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20
Alòs, Elisa
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Escobar, Marcos
19
Fabozzi, Frank J.
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Oosterlee, Cornelis W.
19
Platen, Eckhard
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Kim, Young Shin
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Siu, Tak Kuen
15
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14
Jacquier, Antoine (Jack)
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Ewald, Christian-Oliver
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Grzelak, Lech A.
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Hess, Markus
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Levendorskij, Sergej Z.
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Račev, Svetlozar T.
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Schoutens, Wim
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Shiraya, Kenichiro
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Wong, Hoi Ying
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Yamada, Toshihiro
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Yamazaki, Akira
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Eberlein, Ernst
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Eric Cuvillier <Firma>
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International journal of theoretical and applied finance
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Quantitative finance
105
Applied mathematical finance
92
The journal of computational finance
89
Finance and stochastics
81
Insurance / Mathematics & economics
81
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
European journal of operational research : EJOR
63
International journal of financial engineering
60
Computational economics
55
Journal of mathematical finance
53
Risks : open access journal
47
Journal of economic dynamics & control
43
The journal of futures markets
43
Review of derivatives research
42
Finance research letters
40
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of banking & finance
32
Annals of finance
30
Journal of econometrics
27
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
25
Research paper series / Swiss Finance Institute
25
Asia-Pacific financial markets
24
Journal of risk and financial management : JRFM
23
Economic modelling
22
Mathematical finance : an international journal of mathematics, statistics and financial economics
21
The European journal of finance
21
Energy economics
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Journal of financial economics
18
Mathematics and financial economics
17
Operations research letters
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Mathematics of operations research
15
SFB 649 discussion paper
15
Applied economics
14
Decisions in economics and finance : DEF ; a journal of applied mathematics
14
Review of quantitative finance and accounting
14
SpringerLink / Bücher
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Mathematical methods of operations research
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ECONIS (ZBW)
3,510
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1
Valuation of mortgages by using Lévy models
Chiang, Shu Ling
;
Tsai, Ming-shann
- In:
Journal of real estate research : JRER ; a publication …
46
(
2024
)
1
,
pp. 25-54
Persistent link: https://www.econbiz.de/10014582188
Saved in:
2
Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
1
,
pp. 57-72
Persistent link: https://www.econbiz.de/10012587815
Saved in:
3
Pricing CDOs with a smile : the local correlation model
Turc, Julien
;
Very, Philippe
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 235-250)
.
2009
Persistent link: https://www.econbiz.de/10003787606
Saved in:
4
Notes on exact and semi-exact Lévy models for the valuation of CDOs
Eichler, Andreas
;
Leobacher, Gunther
;
Zellinger, Heidrun
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 979-1000
Persistent link: https://www.econbiz.de/10008905093
Saved in:
5
Comparing some alternative Lévy base correlation models for pricing and hedging CDO tranches
Masol, Viktoriya
;
Schoutens, Wim
-
2008
Persistent link: https://www.econbiz.de/10003709746
Saved in:
6
Commercial
mortgage
-backed securities
Shiu, Peijie
;
Luong, Uyen
;
Rozov, Yadin
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 55-66
Persistent link: https://www.econbiz.de/10009314955
Saved in:
7
CDO term structure modelling with Lévy processes and the relation to market models
Schmidt, Thorsten
;
Zabczyk, Jerzy
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009562136
Saved in:
8
Option pricing with scheduled and unscheduled news flows
Pérignon, Christophe
-
2000
Persistent link: https://www.econbiz.de/10001469980
Saved in:
9
Numerical methods for Lévy processes
Hilber, N.
;
Reich, N.
;
Schwab, C.
;
Winter, C.
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 471-500
Persistent link: https://www.econbiz.de/10003899475
Saved in:
10
Fast and accurate pricing of barrier options under Lévy processes
Kudryavtsev, Oleg
;
Levendorskiǐ, Sergei
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 531-562
Persistent link: https://www.econbiz.de/10003899529
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