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~subject:"Stochastic process"
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Stochastic process
Derivat
13,953
Derivative
13,952
Theorie
4,111
Theory
4,104
Optionspreistheorie
2,475
Option pricing theory
2,448
Hedging
2,263
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1,629
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1,627
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1,243
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1,188
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1,119
Futures
1,047
Option trading
1,026
Welt
1,026
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1,025
Derivat <Wertpapier>
969
Börsenkurs
862
Share price
857
Rohstoffderivat
853
Commodity derivative
852
Deutschland
786
Germany
741
Warenbörse
696
Commodity exchange
679
Stochastischer Prozess
661
CAPM
634
Schätzung
629
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628
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620
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Article
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Graue Literatur
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635
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Benth, Fred Espen
11
Escobar, Marcos
10
Chiarella, Carl
9
Fouque, Jean-Pierre
8
Perrakis, Stylianos
8
Cheng, Benjamin
7
McAleer, Michael
7
Nikitopoulos, Christina Sklibosios
7
Schlögl, Erik
7
Crépey, Stéphane
6
Cui, Zhenyu
6
Madan, Dilip B.
6
Packham, Natalie
6
Papanicolaou, George
6
Schmidt, Wolfgang M.
6
Schoutens, Wim
6
Wang, Xingchun
6
Chang, Chia-Lin
5
Fabozzi, Frank J.
5
Kallsen, Jan
5
Kwok, Yue-Kuen
5
Leung, Tim
5
Sabino, Piergiacomo
5
Sviščuk, Anatolij
5
Capriotti, Luca
4
Fu, Michael
4
Gouriéroux, Christian
4
Howison, Sam
4
Kang, Boda
4
Račev, Svetlozar T.
4
Schlögl, Lutz
4
Siu, Tak Kuen
4
Sklibosios Nikitopoulos, Christina
4
Xu, Wei
4
Zagst, Rudi
4
Antonelli, Fabio
3
Baldeaux, Jan
3
Barth, Jörn
3
Bertsimas, Dimitris
3
Branger, Nicole
3
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National Bureau of Economic Research
3
Bachelier Finance Society
1
Eberhard Karls Universität Tübingen
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Instituto Valenciano de Investigaciones Económicas
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer-Verlag GmbH
1
Swiss Finance Institute
1
Universität Trier
1
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International journal of theoretical and applied finance
60
Applied mathematical finance
24
Quantitative finance
20
Journal of mathematical finance
15
Review of derivatives research
14
European journal of operational research : EJOR
13
International journal of financial engineering
13
Journal of banking & finance
12
The journal of computational finance
12
Annals of finance
11
Journal of econometrics
11
Journal of economic dynamics & control
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Finance and stochastics
10
Energy economics
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Finance research letters
7
Risks : open access journal
7
Computational economics
6
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of risk and financial management : JRFM
5
Mathematical finance
5
The European journal of finance
5
The journal of derivatives : JOD
5
Applied economics
4
Journal of financial economics
4
Mathematics and financial economics
4
Research paper series / Swiss Finance Institute
4
Research series / Universiteit van Amsterdam
4
The journal of futures markets
4
Tinbergen Institute research series
4
Working paper series / Centre for Practical Quantitative Finance
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Applied economics letters
3
Asia-Pacific journal of financial studies
3
Discussion paper / Tinbergen Institute
3
International review of financial analysis
3
Journal of financial engineering
3
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ECONIS (ZBW)
659
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1
Futures
hedging with stochastic volatility : a new method
Alghalith, Moawia
;
Floros, Christos
- In:
International journal of computational economics and …
10
(
2020
)
2
,
pp. 203-207
Persistent link: https://www.econbiz.de/10012226719
Saved in:
2
Options with stochastic lives
Jennergren, Lars Peter
;
Näslund, Bertil
-
1991
Persistent link: https://www.econbiz.de/10000826417
Saved in:
3
Financial calculus : an introduction to derivative pricing
Baxter, Martin
-
1996
-
1. publ.
Persistent link: https://www.econbiz.de/10000614304
Saved in:
4
Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C.
-
1998
Persistent link: https://www.econbiz.de/10000676156
Saved in:
5
The concept of credit OAS in valuation of MBS
Levin, Alexander
;
Davidson, Andrew
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
3
,
pp. 41-55
Persistent link: https://www.econbiz.de/10003727642
Saved in:
6
Modeling simultaneous defaults : a top-down approach
Kunisch, Michael
;
Uhrig-Homburg, Marliese
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 25-36
Persistent link: https://www.econbiz.de/10003757569
Saved in:
7
Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S.
-
2008
Persistent link: https://www.econbiz.de/10003645209
Saved in:
8
Robust stochastic discount factors
Boyle, Phelim P.
;
Feng, Shui
;
Tian, Weidong
;
Wang, Tan
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1077-1122
Persistent link: https://www.econbiz.de/10003742222
Saved in:
9
Calibration of parametric CAT bonds : a case study of Mexican earthquakes
Härdle, Wolfgang
;
López Cabrera, Brenda
- In:
Schmollers Jahrbuch : journal of contextual economics
128
(
2008
)
4
,
pp. 615-630
Persistent link: https://www.econbiz.de/10003786603
Saved in:
10
Pricing temperature derivatives using a partial differential equation approach in incomplete markets
Ehlers, Manuel
-
2008
Persistent link: https://www.econbiz.de/10003781004
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