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
Estimating early exercise prem...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Optionspreistheorie
14,725
Option pricing theory
14,267
Theorie
5,913
Theory
5,715
Volatilität
5,091
Optionsgeschäft
5,083
Volatility
5,032
Option trading
4,874
Zustandsraummodell
3,754
State space model
3,713
Stochastischer Prozess
3,574
Derivat
2,839
Derivative
2,834
Gold
2,683
Schätzung
2,141
Estimation
2,090
Hedging
1,752
Zeitreihenanalyse
1,694
Time series analysis
1,666
USA
1,659
United States
1,584
Portfolio-Management
1,581
Portfolio selection
1,566
Welt
1,378
World
1,365
Börsenkurs
1,258
Share price
1,242
Prognoseverfahren
1,227
CAPM
1,205
Forecasting model
1,201
Black-Scholes-Modell
1,186
Zinsstruktur
1,168
Yield curve
1,163
Black-Scholes model
1,134
Kalman filter
1,098
Kapitaleinkommen
998
Capital income
995
Risiko
835
Risk
834
more ...
less ...
Online availability
All
Free
1,164
Undetermined
1,138
Type of publication
All
Article
2,167
Book / Working Paper
1,345
Type of publication (narrower categories)
All
Article in journal
2,069
Aufsatz in Zeitschrift
2,069
Graue Literatur
478
Non-commercial literature
478
Arbeitspapier
431
Working Paper
431
Aufsatz im Buch
96
Book section
96
Hochschulschrift
96
Thesis
65
Lehrbuch
30
Textbook
28
Conference paper
22
Konferenzbeitrag
22
Forschungsbericht
15
Collection of articles of several authors
12
Sammelwerk
12
Collection of articles written by one author
10
Sammlung
10
Bibliografie enthalten
7
Bibliography included
7
Amtsdruckschrift
6
Aufsatzsammlung
6
Government document
6
Einführung
4
Glossar enthalten
3
Glossary included
3
Mehrbändiges Werk
3
Multi-volume publication
3
Systematic review
3
Übersichtsarbeit
3
Accompanied by computer file
2
Elektronischer Datenträger als Beilage
2
Konferenzschrift
2
Reprint
2
Adressbuch
1
CD-ROM, DVD
1
Conference proceedings
1
Directory
1
Festschrift
1
more ...
less ...
Language
All
English
3,469
German
44
Author
All
Cui, Zhenyu
35
Koopman, Siem Jan
33
Chiarella, Carl
30
Takahashi, Akihiko
27
Carr, Peter
23
Madan, Dilip B.
22
Nguyen, Duy
22
Elliott, Robert J.
20
Hainaut, Donatien
19
Alòs, Elisa
18
Fabozzi, Frank J.
18
Oosterlee, Cornelis W.
18
Escobar, Marcos
17
Wang, Xingchun
17
Chan, Joshua
16
Martin, Gael M.
16
Benth, Fred Espen
15
Kim, Young Shin
15
Todorov, Viktor
15
Grasselli, Martino
14
Jacquier, Antoine (Jack)
14
Lorig, Matthew
14
Siu, Tak Kuen
14
Forbes, Catherine Scipione
13
Forde, Martin
13
Fouque, Jean-Pierre
13
Hess, Markus
13
Kang, Boda
13
Levendorskij, Sergej Z.
13
Schoutens, Wim
13
Shiraya, Kenichiro
13
Wong, Hoi Ying
13
Yamada, Toshihiro
13
Yamazaki, Akira
13
Ziveyi, Jonathan
13
Eberlein, Ernst
12
Gatheral, Jim
12
Grzelak, Lech A.
12
Kirkby, J. Lars
12
Kirkby, Justin
12
more ...
less ...
Institution
All
National Bureau of Economic Research
5
Centre for Analytical Finance <Århus>
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Chambre de commerce et d'industrie de Paris
2
Queen Mary College / Department of Economics
2
Springer International Publishing
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
Christian-Albrechts-Universität zu Kiel
1
Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
International Center for Financial Asset Management and Engineering
1
Nuffield College
1
Society of Actuaries
1
Swiss Finance Institute
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Exeter / Department of Economics
1
Universität Ulm
1
Verlag Dr. Kovač
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
212
Quantitative finance
103
The journal of computational finance
87
Applied mathematical finance
85
Finance and stochastics
83
Insurance / Mathematics & economics
67
Mathematical finance : an international journal of mathematics, statistics and financial theory
63
European journal of operational research : EJOR
61
International journal of financial engineering
56
Computational economics
52
Journal of mathematical finance
47
Risks : open access journal
44
Journal of econometrics
43
The journal of futures markets
42
Journal of economic dynamics & control
40
Review of derivatives research
40
Finance research letters
38
Discussion paper / Tinbergen Institute
37
Journal of banking & finance
34
The North American journal of economics and finance : a journal of financial economics studies
33
Annals of finance
28
Research paper series / Swiss Finance Institute
27
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
Asia-Pacific financial markets
22
Energy economics
22
Journal of risk and financial management : JRFM
22
The European journal of finance
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Economic modelling
20
Mathematical finance : an international journal of mathematics, statistics and financial economics
20
Mathematics and financial economics
16
Operations research letters
16
Journal of financial economics
15
Mathematics of operations research
15
Decisions in economics and finance : DEF ; a journal of applied mathematics
14
Review of quantitative finance and accounting
14
SFB 649 discussion paper
14
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Applied economics
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
more ...
less ...
Source
All
ECONIS (ZBW)
3,512
Showing
1
-
10
of
3,512
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spot price modelling of industrial metals :an heterogeneous agent based model for
copper
Geman, Hélyette
;
Scheiber, Matthias
-
2014
Persistent link: https://www.econbiz.de/10010366820
Saved in:
2
Optimal adaptive sequential calibration of option models
Lindström, Erik
;
Åkerlindh, Carl
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 165-181)
.
2018
Persistent link: https://www.econbiz.de/10011898632
Saved in:
3
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
4
A probabilistic approach for denoising option prices
Gueye, Djibril
;
Lawuobahsumo, Kokulo
- In:
International journal of economics and financial issues …
13
(
2023
)
2
,
pp. 18-26
Persistent link: https://www.econbiz.de/10014251651
Saved in:
5
Volatility bursts : a discrete-time option model with multiple volatility components
Lilla, Francesca
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 678-713
Persistent link: https://www.econbiz.de/10014314782
Saved in:
6
Lévy processes in
gold
option modeling
Kumari, Sandya N.
- In:
International journal of economics and finance
12
(
2020
)
2
,
pp. 65-81
Persistent link: https://www.econbiz.de/10012202747
Saved in:
7
Pricing
gold
options
under Markov-modulated jump-diffusion processes
Lin, Shih-kuei
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 825-836
Persistent link: https://www.econbiz.de/10010402550
Saved in:
8
Valuing long-term commodity assets
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001445708
Saved in:
9
General lattice methods for arithmetic Asian
options
Gambaro, Anna Maria
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1185-1199
Persistent link: https://www.econbiz.de/10012161893
Saved in:
10
Analyses of retirement benefits with
options
Lin, Chung-gee
;
Yang, Wei-ning
;
Chen, Shu-chuan
- In:
Economic modelling
36
(
2014
),
pp. 130-135
Persistent link: https://www.econbiz.de/10010412430
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...
