//--> //--> //--> //-->
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
Quadratic finite element and p...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Optionspreistheorie
14,803
Option pricing theory
14,344
Volatilität
3,890
Volatility
3,827
Theorie
3,740
Theory
3,598
Stochastischer Prozess
3,272
Optionsgeschäft
2,890
Option trading
2,873
Derivat
2,395
Derivative
2,392
Hedging
1,250
Black-Scholes-Modell
1,124
Portfolio-Management
1,117
Portfolio selection
1,105
Black-Scholes model
1,066
CAPM
1,034
Zinsstruktur
940
Yield curve
930
Schätzung
873
Estimation
858
USA
728
United States
714
Realoptionsansatz
646
Real options analysis
645
Risiko
631
Risk
628
Monte-Carlo-Simulation
622
Monte Carlo simulation
610
Kreditrisiko
590
Credit risk
580
Statistische Verteilung
575
Statistical distribution
566
Börsenkurs
562
Share price
548
Kapitaleinkommen
514
Capital income
513
Numerisches Verfahren
475
Zinsderivat
459
more ...
less ...
Online availability
All
Undetermined
1,066
Free
1,020
Type of publication
All
Article
2,035
Book / Working Paper
1,184
Type of publication (narrower categories)
All
Article in journal
1,936
Aufsatz in Zeitschrift
1,936
Graue Literatur
344
Non-commercial literature
344
Arbeitspapier
310
Working Paper
310
Aufsatz im Buch
97
Book section
97
Hochschulschrift
88
Thesis
60
Lehrbuch
33
Textbook
31
Conference paper
22
Konferenzbeitrag
22
Forschungsbericht
14
Collection of articles of several authors
11
Sammelwerk
11
Bibliografie enthalten
8
Bibliography included
8
Aufsatzsammlung
7
Collection of articles written by one author
7
Sammlung
7
Amtsdruckschrift
5
Government document
5
Einführung
4
Glossar enthalten
3
Glossary included
3
Konferenzschrift
3
Mehrbändiges Werk
3
Multi-volume publication
3
Systematic review
3
Übersichtsarbeit
3
Accompanied by computer file
2
Elektronischer Datenträger als Beilage
2
Reprint
2
Adressbuch
1
CD-ROM, DVD
1
Conference proceedings
1
Directory
1
Festschrift
1
more ...
less ...
Language
All
English
3,178
German
42
Author
All
Cui, Zhenyu
35
Chiarella, Carl
29
Takahashi, Akihiko
27
Carr, Peter
23
Madan, Dilip B.
22
Nguyen, Duy
22
Alòs, Elisa
19
Elliott, Robert J.
19
Fabozzi, Frank J.
19
Hainaut, Donatien
19
Oosterlee, Cornelis W.
18
Escobar, Marcos
16
Wang, Xingchun
16
Kim, Young Shin
15
Grasselli, Martino
14
Jacquier, Antoine (Jack)
14
Lorig, Matthew
14
Ewald, Christian-Oliver
13
Forde, Martin
13
Fouque, Jean-Pierre
13
Hess, Markus
13
Levendorskij, Sergej Z.
13
Račev, Svetlozar T.
13
Schoutens, Wim
13
Shiraya, Kenichiro
13
Siu, Tak Kuen
13
Wong, Hoi Ying
13
Yamada, Toshihiro
13
Yamazaki, Akira
13
Ziveyi, Jonathan
13
Benth, Fred Espen
12
Eberlein, Ernst
12
Gatheral, Jim
12
Grzelak, Lech A.
12
Kang, Boda
12
Kirkby, J. Lars
12
Kirkby, Justin
12
Platen, Eckhard
12
Filipović, Damir
11
He, Xin-Jiang
11
more ...
less ...
Institution
All
National Bureau of Economic Research
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Centre for Analytical Finance <Århus>
3
Chambre de commerce et d'industrie de Paris
2
Queen Mary College / Department of Economics
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
International Center for Financial Asset Management and Engineering
1
Society of Actuaries
1
Springer International Publishing
1
Swiss Finance Institute
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Exeter / Department of Economics
1
Universität Ulm
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
208
Quantitative finance
103
Applied mathematical finance
90
The journal of computational finance
87
Finance and stochastics
80
Insurance / Mathematics & economics
67
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
European journal of operational research : EJOR
59
International journal of financial engineering
55
Computational economics
51
Journal of mathematical finance
48
Risks : open access journal
43
Review of derivatives research
40
The journal of futures markets
40
Finance research letters
39
Journal of economic dynamics & control
39
The North American journal of economics and finance : a journal of financial economics studies
32
Journal of banking & finance
31
Annals of finance
27
Journal of econometrics
26
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
24
Research paper series / Swiss Finance Institute
24
Asia-Pacific financial markets
22
Journal of risk and financial management : JRFM
21
Energy economics
20
Mathematical finance : an international journal of mathematics, statistics and financial economics
20
The European journal of finance
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Economic modelling
17
Mathematics and financial economics
17
Operations research letters
16
Journal of financial economics
15
Mathematics of operations research
15
SFB 649 discussion paper
15
Decisions in economics and finance : DEF ; a journal of applied mathematics
14
Review of quantitative finance and accounting
14
Applied economics
13
Mathematical methods of operations research
12
SpringerLink / Bücher
12
Discussion paper / B
11
more ...
less ...
Source
All
ECONIS (ZBW)
3,219
Showing
1
-
10
of
3,219
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Numerical methods for Lévy processes
Hilber, N.
;
Reich, N.
;
Schwab, C.
;
Winter, C.
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 471-500
Persistent link: https://www.econbiz.de/10003899475
Saved in:
2
Fast and accurate pricing of barrier options under Lévy processes
Kudryavtsev, Oleg
;
Levendorskiǐ, Sergei
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 531-562
Persistent link: https://www.econbiz.de/10003899529
Saved in:
3
A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes
Li, Minqiang
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 177-217
Persistent link: https://www.econbiz.de/10008695491
Saved in:
4
Exchange option pricing under stochastic volatility : a correlation expansion
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 45-73
Persistent link: https://www.econbiz.de/10008695501
Saved in:
5
A fast Fourier transform technique for pricing American options under stochastic volatility
Zhylyevskyy, Oleksandr
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10008695503
Saved in:
6
Numerical analysis of volatility change point estimators for discretely sampled stochastic differential equations
Iacus, Stefano Maria
;
Yoshida, Nakahiro
- In:
Economic notes : economic review of Banca Monte dei …
39
(
2010
)
1/2
,
pp. 107-127
Persistent link: https://www.econbiz.de/10008826253
Saved in:
7
Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations
Hepperger, Peter Thomas
-
2011
Persistent link: https://www.econbiz.de/10009375794
Saved in:
8
Numerical schemes for option pricing in regime-switching jump diffusion models
Florescu, Ionuţ
;
Liu, Rui Hua
;
Mariani, Maria Cristina
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010243624
Saved in:
9
Optimal reinsurance strategies in regime-switching jump diffusion models : stochastic differential game formulation and numerical methods
Zhuo, Jin
;
Yin, George
;
Wu, Fuke
-
2013
Persistent link: https://www.econbiz.de/10010349104
Saved in:
10
Analysis, geometry, and modeling in finance : advanced methods in option pricing
Henry-Labordère, Pierre
-
2009
Persistent link: https://www.econbiz.de/10010251946
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->