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:"Stochastic process"
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
Weak Convergence of Hedging St...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Theorie
139
Theory
139
Portfolio-Management
73
Portfolio selection
72
Estimation theory
52
Schätztheorie
52
Nichtparametrisches Verfahren
51
Nonparametric statistics
49
Risikomanagement
35
Optionspreistheorie
32
Risk management
31
Estimation
29
Schätzung
29
Volatilität
29
Option pricing theory
28
Stochastischer Prozess
27
Volatility
26
Capital income
22
Kapitaleinkommen
22
Forecasting model
20
Prognoseverfahren
20
Statistischer Test
19
USA
19
United States
19
Yield curve
19
Zinsstruktur
19
Mathematical programming
18
Mathematische Optimierung
18
Monte-Carlo-Simulation
18
Risikoprämie
18
Statistical test
18
Bootstrap approach
17
Bootstrap-Verfahren
17
Risk premium
17
Monte Carlo simulation
16
Simulation
16
Hedging
15
Regressionsanalyse
15
Statistical distribution
15
more ...
less ...
Online availability
All
Free
8
Undetermined
3
Type of publication
All
Book / Working Paper
17
Article
10
Type of publication (narrower categories)
All
Arbeitspapier
13
Working Paper
13
Article in journal
10
Aufsatz in Zeitschrift
10
Graue Literatur
10
Non-commercial literature
10
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
27
Author
All
Scaillet, Olivier
21
Medvedev, Alexey
8
Prigent, Jean-Luc
8
Topaloglou, Nikolas
6
Arvanitis, Stelios
3
Abid, Ilyes
2
Broze, Laurence
2
Cheng, Peng
2
Lesne, Jean-Philippe
2
Mkaouar, Farid
2
Zakoïan, Jean-Michel
2
Leblanc, Boris
1
Lesne, J. L.
1
Letifi, N.
1
Maalej, Hela
1
Renault, Olivier
1
more ...
less ...
Institution
All
International Center for Financial Asset Management and Engineering
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Published in...
All
Research paper series / Swiss Finance Institute
5
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
FAME research paper series
3
Swiss Finance Institute Research Paper
3
Economic modelling
2
Finance and stochastics
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
CORE discussion paper : DP
1
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Computational economics
1
Documents de travail / THEMA
1
International journal of theoretical and applied finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Journal of mathematical finance
1
Springer Finance
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10001487041
Saved in:
2
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000997340
Saved in:
3
Weak convergence of financial markets
Prigent, Jean-Luc
-
2003
Persistent link: https://www.econbiz.de/10001704709
Saved in:
4
On the stochastic dominance of portfolio insurance strategies
Maalej, Hela
;
Prigent, Jean-Luc
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 14-27
Persistent link: https://www.econbiz.de/10011542992
Saved in:
5
On the optimality of funding and hiring/firing according to stochastic demand : the role of growth and shutdown options
Letifi, N.
;
Prigent, Jean-Luc
- In:
Economic modelling
40
(
2014
),
pp. 410-422
Persistent link: https://www.econbiz.de/10010425583
Saved in:
6
A general subordinated stochastic process for derivatives pricing
Lesne, J. L.
;
Prigent, Jean-Luc
- In:
International journal of theoretical and applied finance
4
(
2001
)
1
,
pp. 121-146
Persistent link: https://www.econbiz.de/10001554222
Saved in:
7
Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds
Mkaouar, Farid
;
Prigent, Jean-Luc
;
Abid, Ilyes
- In:
Economic modelling
67
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011813816
Saved in:
8
A diffusion model for long-term optimization in the presence of stochastic interest and inflation rates
Mkaouar, Farid
;
Prigent, Jean-Luc
;
Abid, Ilyes
- In:
Computational economics
54
(
2019
)
1
,
pp. 367-417
Persistent link: https://www.econbiz.de/10012134192
Saved in:
9
Approximation and calibration of short-term implied volatilities under jump-diffusion stochastic volatility
Medvedev, Alexey
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003354334
Saved in:
10
Pricing american options under stochastic volatility and stochastic interest rates
Medvedev, Alexey
;
Scaillet, Olivier
-
2009
-
This version Sept. 2009
Persistent link: https://www.econbiz.de/10003936104
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
