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:"Stochastischer Prozess"
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
An asymptotic analysis of an o...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Theorie
626,594
Theory
611,691
USA
41,976
United States
40,878
Schätzung
30,242
Estimation
29,510
Welt
25,833
World
25,208
Deutschland
22,826
Geldpolitik
22,490
Monetary policy
21,771
Germany
21,439
Portfolio-Management
20,873
Portfolio selection
20,674
Risiko
18,454
Risk
18,260
Mathematische Optimierung
17,122
Mathematical programming
17,016
Optionspreistheorie
14,821
Option pricing theory
14,362
Prognoseverfahren
14,198
Volatilität
14,026
Forecasting model
13,938
Volatility
13,753
Wirtschaftswachstum
13,292
Zeitreihenanalyse
12,923
Spieltheorie
12,767
Economic growth
12,723
Time series analysis
12,545
Stochastic process
12,073
Game theory
12,045
Börsenkurs
11,835
Share price
11,630
Experiment
11,606
Asymmetrische Information
10,738
CAPM
10,470
Asymmetric information
10,456
Transaction costs
10,392
Wettbewerb
10,300
more ...
less ...
Online availability
All
Free
3,922
Undetermined
3,714
Type of publication
All
Article
7,286
Book / Working Paper
5,061
Journal
4
Type of publication (narrower categories)
All
Article in journal
6,739
Aufsatz in Zeitschrift
6,739
Working Paper
2,101
Graue Literatur
1,956
Non-commercial literature
1,956
Arbeitspapier
1,876
Aufsatz im Buch
496
Book section
496
Hochschulschrift
342
Thesis
260
Lehrbuch
111
Textbook
100
Conference paper
65
Konferenzbeitrag
65
Collection of articles of several authors
59
Sammelwerk
59
Collection of articles written by one author
49
Sammlung
49
Bibliografie enthalten
39
Bibliography included
39
Konferenzschrift
32
Aufsatzsammlung
31
Forschungsbericht
29
Amtsdruckschrift
22
Government document
22
Systematic review
14
Übersichtsarbeit
14
Conference proceedings
12
Einführung
10
Festschrift
9
Mehrbändiges Werk
7
Multi-volume publication
7
Glossar enthalten
6
Glossary included
6
Nachschlagewerk
6
Reference book
6
Reprint
6
Article
3
Handbook
3
Handbuch
3
more ...
less ...
Language
All
English
12,075
German
253
French
14
Polish
5
Italian
2
Russian
2
Swedish
2
Finnish
1
Ancient Greek (to 1453)
1
Spanish
1
Undetermined
1
Not applicable
1
more ...
less ...
Author
All
Phillips, Peter C. B.
60
Chiarella, Carl
52
Koopman, Siem Jan
47
Sethi, Suresh
42
Cui, Zhenyu
39
Escudero, Laureano F.
39
Platen, Eckhard
39
Takahashi, Akihiko
37
Barndorff-Nielsen, Ole E.
34
Yu, Jun
34
Benth, Fred Espen
33
McAleer, Michael
33
Post, Thierry
33
Fabozzi, Frank J.
32
Escobar, Marcos
31
Madan, Dilip B.
31
Kohlmann, Michael
30
Elliott, Robert J.
29
Carr, Peter
27
Gendreau, Michel
27
Hainaut, Donatien
27
Siu, Tak Kuen
27
Račev, Svetlozar T.
26
Linton, Oliver
24
Nguyen, Duy
24
Chan, Joshua
23
Zhang, Qing
23
Asai, Manabu
22
Grasselli, Martino
22
Küchler, Uwe
22
Wong, Hoi Ying
22
Yamada, Toshihiro
22
Alòs, Elisa
21
Fouque, Jean-Pierre
21
Gao, Jiti
21
Shephard, Neil G.
21
Todorov, Viktor
21
Branger, Nicole
20
Föllmer, Hans
20
Inderfurth, Karl
20
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
47
National Bureau of Economic Research
40
Centre for Analytical Finance <Århus>
12
Springer Fachmedien Wiesbaden
7
Econometrisch Instituut <Rotterdam>
5
Erasmus Research Institute of Management
5
University of Exeter / Department of Economics
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Chambre de commerce et d'industrie de Paris
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Institutionen för Skogsekonomi <Ume°a>
3
Judge Institute of Management Studies
3
Springer-Verlag GmbH
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
International Center for Financial Asset Management and Engineering
2
Kansantaloustieteen Laitos <Helsinki>
2
Kassel University Press GmbH
2
London School of Economics and Political Science
2
Queen Mary College / Department of Economics
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Springer International Publishing
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
University of British Columbia / Finance Division
2
University of Essex / Department of Economics
2
Universität Mannheim
2
Universität Ulm
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Agricultural Land Markets - Efficiency and Regulation
1
Australian National University / Research School of Pacific and Asian Studies / Economics Division
1
Bachelier Finance Society
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
515
International journal of theoretical and applied finance
292
Insurance / Mathematics & economics
220
Finance and stochastics
178
Quantitative finance
156
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Journal of econometrics
129
Operations research
129
International journal of production research
128
Operations research letters
118
Applied mathematical finance
114
Mathematical finance : an international journal of mathematics, statistics and financial theory
111
Journal of economic dynamics & control
109
Risks : open access journal
107
The journal of computational finance
100
Mathematics of operations research
98
Computational economics
91
Discussion paper / Tinbergen Institute
81
International journal of production economics
79
International journal of financial engineering
74
Journal of mathematical finance
73
Finance research letters
68
INFORMS journal on computing : JOC
65
Computational Management Science : CMS
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Mathematical methods of operations research
61
Econometric reviews
60
Economics letters
60
Economic modelling
58
Journal of economic theory
57
Annals of finance
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Journal of banking & finance
54
Energy economics
53
Transportation research / E : an international journal
52
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
48
Discussion papers of interdisciplinary research project 373
47
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
47
Research paper series / Swiss Finance Institute
47
more ...
less ...
Source
All
ECONIS (ZBW)
12,112
EconStor
228
USB Cologne (EcoSocSci)
9
BASE
1
OLC EcoSci
1
Showing
1
-
10
of
12,351
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Strategien zur Absicherung ungewisser Verpflichtungen mit
Transaktionskosten
im Binomialmodell
Wehrmann, Dirk C.
-
1998
Persistent link: https://www.econbiz.de/10000676156
Saved in:
2
Essays on market frictions and model misspecification in asset pricing
Seeger, Norman
-
2009
Persistent link: https://www.econbiz.de/10003863665
Saved in:
3
Exponential
hedging
and pricing under proportional transaction costs
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548982
Saved in:
4
A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548990
Saved in:
5
Conditional-mean
hedging
under transaction costs in Gaussian models
Sottinen, Tommi
;
Viitasaari, Lauri
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011854596
Saved in:
6
Asset pricing and
hedging
in financial markets with transaction costs : an approach based on the von Neumann-Gale model
Dempster, Michael A. H.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003187224
Saved in:
7
Game theoretic analysis of incomplete markets : emergence of probabilities, nonlinear and fractional Black-Scholes equations
Kolokolʹcov, Vassilij N.
- In:
Risk and decision analysis
4
(
2013
)
3
,
pp. 131-161
Persistent link: https://www.econbiz.de/10010190161
Saved in:
8
Option pricing and
hedging
with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
9
Approximate
hedging
problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
10
Superhedging in illiquid markets
Pennanen, Teemu
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 519-540
Persistent link: https://www.econbiz.de/10009156016
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...
