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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Optionspreistheorie
14,718
Option pricing theory
14,260
Theorie
4,628
Theory
4,489
Volatilität
4,072
Volatility
4,008
Stochastic process
3,167
Optionsgeschäft
2,873
Option trading
2,855
Währungsderivat
2,721
Currency derivative
2,705
Derivat
2,643
Derivative
2,640
Hedging
1,649
Portfolio-Management
1,188
Portfolio selection
1,175
Schätzung
1,169
Estimation
1,153
CAPM
1,115
Zinsstruktur
1,105
Black-Scholes-Modell
1,101
USA
1,101
Yield curve
1,094
United States
1,084
Black-Scholes model
1,048
Risikoprämie
791
Risk premium
780
Wechselkurs
678
Risiko
667
Exchange rate
666
Risk
663
Realoptionsansatz
638
Real options analysis
637
Monte-Carlo-Simulation
617
Monte Carlo simulation
612
Börsenkurs
597
Kreditrisiko
594
Credit risk
585
Share price
583
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Online availability
All
Free
1,042
Undetermined
1,041
Type of publication
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Article
2,001
Book / Working Paper
1,216
Type of publication (narrower categories)
All
Article in journal
1,905
Aufsatz in Zeitschrift
1,905
Working Paper
351
Graue Literatur
345
Non-commercial literature
345
Arbeitspapier
311
Aufsatz im Buch
94
Book section
94
Hochschulschrift
84
Thesis
57
Lehrbuch
31
Textbook
29
Conference paper
22
Konferenzbeitrag
22
Forschungsbericht
14
Collection of articles of several authors
10
Sammelwerk
10
Aufsatzsammlung
6
Bibliografie enthalten
6
Bibliography included
6
Collection of articles written by one author
6
Sammlung
6
Amtsdruckschrift
5
Government document
5
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
Dissertation u.a. Prüfungsschriften
2
Elektronischer Datenträger als Beilage
2
Konferenzschrift
2
Reprint
2
Adressbuch
1
CD-ROM, DVD
1
Conference proceedings
1
Directory
1
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English
3,175
German
42
Undetermined
1
Author
All
Cui, Zhenyu
35
Chiarella, Carl
29
Takahashi, Akihiko
27
Carr, Peter
23
Madan, Dilip B.
22
Nguyen, Duy
22
Elliott, Robert J.
19
Hainaut, Donatien
19
Alòs, Elisa
18
Fabozzi, Frank J.
18
Oosterlee, Cornelis W.
18
Escobar, Marcos
16
Wang, Xingchun
16
Kim, Young Shin
15
Kohlmann, Michael
15
Grasselli, Martino
14
Jacquier, Antoine (Jack)
14
Lorig, Matthew
14
Forde, Martin
13
Fouque, Jean-Pierre
13
Hess, Markus
13
Levendorskij, Sergej Z.
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
Ewald, Christian-Oliver
11
Filipović, Damir
11
He, Xin-Jiang
11
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Institution
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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
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Published in...
All
International journal of theoretical and applied finance
209
Quantitative finance
101
The journal of computational finance
87
Applied mathematical finance
85
Finance and stochastics
81
Insurance / Mathematics & economics
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
European journal of operational research : EJOR
58
International journal of financial engineering
55
Computational economics
48
Journal of mathematical finance
47
The journal of futures markets
42
Review of derivatives research
41
Risks : open access journal
41
Journal of economic dynamics & control
37
Finance research letters
36
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
25
Research paper series / Swiss Finance Institute
24
Asia-Pacific financial markets
22
Journal of risk and financial management : JRFM
20
Mathematical finance : an international journal of mathematics, statistics and financial economics
20
The European journal of finance
20
Energy economics
19
Economic modelling
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
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
Applied economics
13
Mathematical methods of operations research
12
Discussion paper / B
11
Swiss Finance Institute Research Paper
11
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Source
All
ECONIS (ZBW)
3,171
EconStor
40
USB Cologne (EcoSocSci)
6
Showing
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10
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1
Pricing foreign currency options with stochastic volatility
Melino, Angelo
;
Turnbull, Stuart M.
-
1988
Persistent link: https://www.econbiz.de/10000772329
Saved in:
2
An empirical examination of currency futures options under stochastic interest rates
Poon, Winnie P. H.
- In:
Global finance journal
9
(
1998
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10001249654
Saved in:
3
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
4
Pricing of foreign exchange options under the MPT stochastic volatility model and the CIR interest rates
Ahlip, Rehez
;
Rutkowski, Marek
- In:
The European journal of finance
22
(
2016
)
7/9
,
pp. 551-571
Persistent link: https://www.econbiz.de/10011619055
Saved in:
5
Foreign exchange derivative pricing with stochastic correlation
Nabirye, Topilista
;
Ngare, Philip
;
Mungatu, Joseph
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 887-899
Persistent link: https://www.econbiz.de/10011658109
Saved in:
6
Semi-analytical pricing of currency options in the Heston/CIR jump-diffusion hybrid model
Ahlip, Rehez
;
Rutkowski, Marek
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010505183
Saved in:
7
Multicurrency extension of the quasi-Gaussian stochastic volatility interest rate model
Ng, Leslie
- In:
The journal of computational finance
18
(
2014/15
)
3
,
pp. 59-98
Persistent link: https://www.econbiz.de/10011298899
Saved in:
8
Foreign exchange option pricing in the currency cycle with jump risks
Lin, Chien-Hsiu
;
Lin, Shih-kuei
;
Wu, An-Chi
- In:
Review of quantitative finance and accounting
44
(
2015
)
4
,
pp. 755-789
Persistent link: https://www.econbiz.de/10011333144
Saved in:
9
The forward smile in local-stochastic volatility models
Mazzon, Andrea
;
Pascucci, Andrea
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011689675
Saved in:
10
Modelling electricity swaps with stochastic forward premium models
Blanco, Iván
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
The energy journal
39
(
2018
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011825389
Saved in:
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