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
Optimal investment with deriva...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Theorie
38
Theory
38
Volatility
37
Volatilität
37
Stochastic process
28
Option pricing theory
24
Optionspreistheorie
24
Portfolio selection
21
Portfolio-Management
21
Spieltheorie
10
Derivat
9
Derivative
9
Game theory
9
Duopol
8
Duopoly
8
Hedging
7
Risiko
7
Risk
7
Capital income
6
Kapitaleinkommen
6
Oligopol
6
Oligopoly
6
stochastic volatility
5
Black-Scholes model
4
Black-Scholes-Modell
4
Börsenkurs
4
CAPM
4
Experiment
4
Financial economics
4
Financial market
4
Finanzmarkt
4
Kapitalmarkttheorie
4
Mathematical programming
4
Mathematische Optimierung
4
Share price
4
Aktienoption
3
Credit risk
3
Dynamic game
3
Dynamisches Spiel
3
more ...
less ...
Online availability
All
Free
12
Undetermined
4
Type of publication
All
Book / Working Paper
15
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Bibliografie enthalten
1
Bibliography included
1
Language
All
English
28
Author
All
Sircar, Ronnie
14
Sircar, Kaushik Ronnie
13
Fouque, Jean-Pierre
11
Papanicolaou, George
6
Bichuch, Maxim
3
Sølna, Knut
3
Agarwal, Ankush
2
Krishnan, Nikhil
2
Lorig, Matthew
2
Papanicolaou, Andrew
2
Avanesyan, Levon
1
Bayraktar, Erhan
1
Brown, Isaiah
1
Chan, Patrick
1
Funk, Jacob
1
Ilhan, Aytaç
1
Jonsson, Mattias
1
Juneja, Sandeep
1
Leung, Tim
1
Poor, H.Vincent
1
Shkolnikov, Mykhaylo
1
Solna, Knut
1
Sturm, Stephan
1
Zariphopoulou, Thaleia
1
Zariphopoulou-Souganidis, Thaleia
1
more ...
less ...
Published in...
All
Applied mathematical finance
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Finance and stochastics
3
International journal of theoretical and applied finance
2
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Partial hedging in a stochastic volatility environment
Jonsson, Mattias
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 375-409
Persistent link: https://www.econbiz.de/10001741949
Saved in:
2
Optimal static-dynamic hedges for barrier options
Ilhan, Aytaç
;
Sircar, Kaushik Ronnie
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 359-385
Persistent link: https://www.econbiz.de/10003326016
Saved in:
3
Stochastic volatility effects on defaultable bonds
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
;
Sølna, Knut
- In:
Applied mathematical finance
13
(
2006
)
3
,
pp. 215-244
Persistent link: https://www.econbiz.de/10003383651
Saved in:
4
Second order multiscale stochastic volatility asymptotics : stochastic terminal layer analysis and calibration
Fouque, Jean-Pierre
;
Lorig, Matthew
;
Sircar, Kaushik Ronnie
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 543-588
Persistent link: https://www.econbiz.de/10011530043
Saved in:
5
Implied volatility of leveraged ETF options
Leung, Tim
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 162-188
Persistent link: https://www.econbiz.de/10010505139
Saved in:
6
Maturity cycles in implied volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, Ronnie
; …
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 451-477
Persistent link: https://www.econbiz.de/10002261414
Saved in:
7
Estimating the fractal dimension of the S&P 500 index using wavelet analysis
Bayraktar, Erhan
;
Poor, H.Vincent
;
Sircar, Kaushik Ronnie
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 615-643
Persistent link: https://www.econbiz.de/10002171489
Saved in:
8
Mean-reverting stochastic volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 101-142
Persistent link: https://www.econbiz.de/10001488358
Saved in:
9
Derivatives in financial markets with stochastic volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
-
2000
Persistent link: https://www.econbiz.de/10001464269
Saved in:
10
Stochastic volatility, smile & asymptotics
Sircar, Kaushik Ronnie
;
Papanicolaou, George
- In:
Applied mathematical finance
6
(
1999
)
2
,
pp. 107-145
Persistent link: https://www.econbiz.de/10001449244
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
