//--> //--> //--> //-->
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
Missing time-dependent covaria...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
China
39
Consumer behaviour
39
Konsumentenverhalten
39
Theorie
31
Theory
31
USA
23
United States
23
Option pricing theory
22
Optionspreistheorie
22
Volatility
20
Volatilität
20
Yield curve
17
Zinsstruktur
17
Customer satisfaction
14
Kundenzufriedenheit
14
Capital income
13
Dienstleistungsqualität
13
Kapitaleinkommen
13
Service quality
13
Stochastischer Prozess
13
Portfolio selection
12
Portfolio-Management
12
Internet marketing
11
Online retailing
11
Online-Handel
11
Online-Marketing
11
Option trading
11
Optionsgeschäft
11
Tourism
11
Tourismus
11
Estimation
10
Schätzung
10
Game theory
9
Social Web
9
Social web
9
Spieltheorie
9
Beziehungsmarketing
8
Börsenkurs
8
Lieferkette
8
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Aufsatz im Buch
1
Book section
1
Language
All
English
13
Author
All
Wu, Liuren
10
Carr, Peter
6
Bakshi, Gurdip S.
1
Huang, Jing-Zhi
1
Lee, Roger
1
Li, Zhongfei
1
Ma, Chaoqun
1
Ma, Jingtang
1
Ma, Yong
1
Wu, Haofei
1
Wu, Hui
1
Wu, Huiling
1
Yue, Shengjie
1
Zhu, Jingyi
1
more ...
less ...
Published in...
All
Journal of financial economics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Computational economics
1
Finance and stochastics
1
Financial engineering
1
Insurance / Mathematics & economics
1
Journal of financial and quantitative analysis : JFQA
1
Quantitative finance
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A fast algorithm for simulation of rough volatility models
Ma, Jingtang
;
Wu, Haofei
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 447-462
Persistent link: https://www.econbiz.de/10013167769
Saved in:
2
Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow
Wu, Huiling
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 371-384
Persistent link: https://www.econbiz.de/10009544166
Saved in:
3
Pricing vulnerable options with stochastic volatility and stochastic interest rate
Ma, Chaoqun
;
Yue, Shengjie
;
Wu, Hui
;
Ma, Yong
- In:
Computational economics
56
(
2020
)
2
,
pp. 391-429
Persistent link: https://www.econbiz.de/10012272041
Saved in:
4
Dampened power law : reconciling the tail behavior of financial security returns
Wu, Liuren
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1445-1475
Persistent link: https://www.econbiz.de/10003337016
Saved in:
5
Stochastic skew in currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 213-247
Persistent link: https://www.econbiz.de/10003546310
Saved in:
6
Modeling financial security returns using Lévy processes
Wu, Liuren
- In:
Financial engineering
,
(pp. 117-162)
.
2008
Persistent link: https://www.econbiz.de/10003567103
Saved in:
7
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
8
Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
Bakshi, Gurdip S.
;
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10003628900
Saved in:
9
Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
Saved in:
10
Time-changed Lévy processes and option pricing
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
71
(
2004
)
1
,
pp. 113-141
Persistent link: https://www.econbiz.de/10001881163
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->