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
Robust bounds for forward star...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Theorie
43
Theory
43
Option pricing theory
22
Optionspreistheorie
22
Volatility
16
Volatilität
16
Hedging
12
Stochastischer Prozess
12
Option trading
10
Optionsgeschäft
10
Incomplete market
8
Risiko
8
Risk
8
Unvollkommener Markt
8
Martingal
7
Martingale
7
Börsenkurs
6
Derivat
6
Derivative
6
Portfolio selection
6
Portfolio-Management
6
Share price
6
Aktienmarkt
5
Großbritannien
5
Risikoprämie
5
Risk premium
5
Stock market
5
USA
5
United Kingdom
5
United States
5
CAPM
4
Capital income
4
Kapitaleinkommen
4
Pension fund
4
Pensionskasse
4
Prospect Theory
4
Prospect theory
4
Search theory
4
Suchtheorie
4
more ...
less ...
Online availability
All
Free
5
Type of publication
All
Article
9
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
12
Author
All
Hobson, David G.
10
Henderson, Vicky
6
Howison, Sam
2
Kluge, Tino
2
Zeng, Matthew
2
Britten-Jones, Mark
1
Herdegen, Martin
1
Hobson, David
1
Jerome, Joseph
1
Neuberger, Anthony
1
Penn, Jeremy
1
Rogers, Leonard C. G.
1
more ...
less ...
Published in...
All
Mathematical finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Applied mathematical finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Economic theory
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
Review of derivatives research
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option prices, implied price processes, and stochastic volatility
Britten-Jones, Mark
;
Neuberger, Anthony
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 839-866
Persistent link: https://www.econbiz.de/10001497298
Saved in:
2
Bounds for the utility-indifference prices of non-traded assets in incomplete markets
Hobson, David G.
- In:
Decisions in economics and finance : DEF ; a journal of …
28
(
2005
)
1
,
pp. 33-52
Persistent link: https://www.econbiz.de/10003048352
Saved in:
3
Stochastic volatility models, correlation, and the q-optimal measure
Hobson, David G.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 537-556
Persistent link: https://www.econbiz.de/10002396346
Saved in:
4
A comparison of q-optimal option prices in a stochastic volatility model with correlation
Henderson, Vicky
;
Hobson, David G.
;
Howison, Sam
; …
-
2003
Persistent link: https://www.econbiz.de/10009581657
Saved in:
5
Coupling and option price comparisons in a jumb-diffusion model
Henderson, Vicky
;
Hobson, David G.
-
2002
Persistent link: https://www.econbiz.de/10009581663
Saved in:
6
A comparison of option prices under different pricing measures in a stochastic volatility model with correlation
Henderson, Vicky
;
Hobson, David G.
;
Howison, Sam
; …
- In:
Review of derivatives research
8
(
2005
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10002975937
Saved in:
7
Maximizing the probability of a perfect hedge using an imperfectly correlated instrument
Hobson, David G.
;
Penn, Jeremy
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 763-790
Persistent link: https://www.econbiz.de/10003133872
Saved in:
8
Passport options with stochastic volatility
Henderson, Vicky
;
Hobson, David G.
- In:
Applied mathematical finance
8
(
2001
)
2
,
pp. 97-118
Persistent link: https://www.econbiz.de/10001628628
Saved in:
9
Complete models with stochastic volatility
Hobson, David G.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10001240799
Saved in:
10
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin
;
Hobson, David G.
;
Jerome, Joseph
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 127-158
Persistent link: https://www.econbiz.de/10013489501
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
