//--> //--> //--> //-->
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
What's wrong with today's econ...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Theorie
252
Theory
250
Portfolio selection
226
Portfolio-Management
226
USA
144
United States
124
Anleihe
74
Bond
73
Option pricing theory
67
Optionspreistheorie
67
Derivat
66
Derivative
66
CAPM
65
Welt
56
World
54
Finanzanalyse
53
Risikomanagement
50
Asset-Backed Securities
47
Asset-backed securities
47
Capital income
46
Financial analysis
46
Kapitaleinkommen
46
Risk management
46
Festverzinsliches Wertpapier
45
Volatilität
45
Statistische Verteilung
44
Kapitalanlage
43
Portfoliomanagement
43
Statistical distribution
43
Volatility
43
Aufsatzsammlung
38
Kreditrisiko
37
Stochastischer Prozess
37
Credit risk
36
Börsenkurs
35
Financial market
35
Finanzmarkt
35
Schätzung
34
Share price
34
more ...
less ...
Online availability
All
Undetermined
12
Free
7
Type of publication
All
Article
26
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Arbeitspapier
2
Aufsatz im Buch
2
Book section
2
Graue Literatur
2
Handbook
2
Handbuch
2
Non-commercial literature
2
Working Paper
2
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
37
Author
All
Fabozzi, Frank J.
37
Račev, Svetlozar T.
21
Stoyanov, Stoyan V.
11
Bianchi, Michele Leonardo
9
Kim, Young Shin
9
Tassinari, Gian Luca
3
Akyildirim, Erdinc
2
Focardi, Sergio M.
2
Goncu, Ahmet
2
Kanamura, Takashi
2
Rachev, Svetlozar
2
Russo, Vincenzo
2
Sensoy, Ahmet
2
Shirvani, Abootaleb
2
Arshanapalli, Bala
1
Caner, Mehmet
1
Choi, Jaehyung
1
Fallahgoul, Hasan A.
1
Giacometti, Rosella
1
Grebeck, Michael J.
1
Kim, Hyangju
1
Klingler, Sven
1
Leccadito, Arturo
1
Lin, Zuodong
1
Lozza, Sergio Ortobelli
1
Menn, Christian
1
Mittnik, Stefan
1
Nelson, William
1
Ortobelli, Sergio
1
Park, Jiho
1
Paulauskas, Vygantas
1
Racheva-Iotova, Borjana
1
Racheva-Iotova, Boryana
1
Shalit, Haim
1
Sun, Wei
1
Tunaru, Radu S.
1
Yang, Yifan
1
Zaevski, Tsvetelin S.
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
5
Computational economics
3
The Frank J. Fabozzi series
2
Working paper series in economics
2
Annals of operations research
1
Applied economics
1
Applied financial economics
1
Bank of Italy Temi di Discussione (Working Paper)
1
Econometric reviews
1
Econometric theory
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of risk
1
Review of derivatives research
1
Risk management decisions and value under uncertainty
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of fixed income
1
The journal of trading
1
Valuation, financial modeling, and quantitative tools
1
World Scientific handbook in financial economics series
1
World scientific handbook in financial economics series
1
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Handbook of heavy-tailed distributions in asset management and risk management
Bianchi, Michele Leonardo
;
Stoyanov, Stoyan V.
; …
-
2019
Persistent link: https://www.econbiz.de/10012010807
Saved in:
2
Handbook of heavy-tailed distributions in asset management and risk management
Bianchi, Michele Leonardo
;
Stoyanov, Stoyan V.
; …
-
2019
Persistent link: https://www.econbiz.de/10012643535
Saved in:
3
A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
Saved in:
4
Investigating the performance of non-gaussian stochastic intensity models in the calibration of credit default swap spreads
Bianchi, Michele Leonardo
;
Fabozzi, Frank J.
- In:
Computational economics
46
(
2015
)
2
,
pp. 243-273
Persistent link: https://www.econbiz.de/10011478467
Saved in:
5
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
6
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
Saved in:
7
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
8
Option pricing under stochastic volatility and tempered stable Lévy jumps
Zaevski, Tsvetelin S.
;
Kim, Young Shin
;
Fabozzi, Frank J.
- In:
International review of financial analysis
31
(
2014
),
pp. 101-108
Persistent link: https://www.econbiz.de/10010461532
Saved in:
9
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
10
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->