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Stochastischer Prozess
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Phillips, Peter C. B.
60
Chiarella, Carl
51
Koopman, Siem Jan
47
Sethi, Suresh
42
Platen, Eckhard
41
Cui, Zhenyu
39
Escudero, Laureano F.
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Barndorff-Nielsen, Ole E.
34
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Yu, Jun
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Post, Thierry
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Escobar, Marcos
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Madan, Dilip B.
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Elliott, Robert J.
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Kohlmann, Michael
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Benth, Fred Espen
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Carr, Peter
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Gendreau, Michel
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Hainaut, Donatien
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Siu, Tak Kuen
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Račev, Svetlozar T.
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Linton, Oliver
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Nguyen, Duy
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Asai, Manabu
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Chan, Joshua
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Zhang, Qing
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Grasselli, Martino
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Küchler, Uwe
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Wong, Hoi Ying
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Yamada, Toshihiro
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Alòs, Elisa
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Fouque, Jean-Pierre
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Gao, Jiti
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Shephard, Neil G.
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Todorov, Viktor
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Branger, Nicole
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Föllmer, Hans
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Inderfurth, Karl
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
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Springer Fachmedien Wiesbaden
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Econometrisch Instituut <Rotterdam>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Judge Institute of Management Studies
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Springer-Verlag GmbH
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Kassel University Press GmbH
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Social Systems Research Institute
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Springer International Publishing
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Aarhus Universitet / Centre for Non-Linear Economic Modelling
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Agricultural Land Markets - Efficiency and Regulation
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Australian National University / Research School of Pacific and Asian Studies / Economics Division
1
Bachelier Finance Society
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European journal of operational research : EJOR
516
International journal of theoretical and applied finance
291
Insurance / Mathematics & economics
218
Finance and stochastics
179
Quantitative finance
157
Computers & operations research : and their applications to problems of world concern ; an international journal
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Operations research
129
International journal of production research
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Journal of econometrics
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Operations research letters
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Applied mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of economic dynamics & control
108
Risks : open access journal
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The journal of computational finance
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Mathematics of operations research
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Computational economics
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Discussion paper / Tinbergen Institute
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International journal of production economics
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Journal of mathematical finance
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International journal of financial engineering
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Finance research letters
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INFORMS journal on computing : JOC
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Computational Management Science : CMS
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Mathematical methods of operations research
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Econometric reviews
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Economic modelling
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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Journal of economic theory
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Annals of finance
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Journal of banking & finance
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Energy economics
52
Transportation research / E : an international journal
52
Discussion papers of interdisciplinary research project 373
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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EconStor
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OLC EcoSci
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1
Pricing of defaultable securities under stochastic interest
Kordzakhia, Nino
;
Novikov, Alexander
- In:
Mathematical control theory and finance
,
(pp. 251-263)
.
2008
Persistent link: https://www.econbiz.de/10003755613
Saved in:
2
Credit risk and incomplete information : filtering and EM parameter estimation
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 683-715
Persistent link: https://www.econbiz.de/10008904347
Saved in:
3
A generalization of the formulas for options on the maximum or the minimum of several assets
Lindset, Snorre
- In:
The European journal of finance
12
(
2006
)
8
,
pp. 717-730
Persistent link: https://www.econbiz.de/10003396191
Saved in:
4
Essays about option valuation under stochastic interest rates
Wittke, Manuel
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009412416
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5
Renormalization of Black-Scholes equation for stochastically fluctuating interest rate
Muslimov, Alexander G.
;
Silantʹev, Nikolai A.
- In:
International journal of theoretical and applied finance
4
(
2001
)
4
,
pp. 621-634
Persistent link: https://www.econbiz.de/10001600364
Saved in:
6
A note on forward price and forward measure
Chen, Ren-Raw
;
Huang, Jing-Zhi
- In:
Review of quantitative finance and accounting
19
(
2002
)
3
,
pp. 261-272
Persistent link: https://www.econbiz.de/10001722034
Saved in:
7
Option pricing under stochastic interest rates : an empirical investigation
Kim, Yong-jin
- In:
Asia-Pacific financial markets
9
(
2002
)
1
,
pp. 23-44
Persistent link: https://www.econbiz.de/10001722346
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8
Die Bewertung von Convertible und Exchangeable Bonds bei stochastischer Zinsentwicklung
Wöster, Christoph
-
2004
-
1. Aufl.
Persistent link: https://www.econbiz.de/10002006130
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9
Deposit insurance stochastic interest rates, and the regulation of depository institutions
Au, Kelly T.
;
Dennis, Steven A.
;
Thurston, David C.
- In:
Research in finance
17
(
1999
),
pp. 139-151
Persistent link: https://www.econbiz.de/10001485090
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10
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10001487041
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