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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
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Derivat
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McAleer, Michael
97
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70
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57
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53
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49
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44
Cui, Zhenyu
44
Escudero, Laureano F.
44
Ferrari, Giorgio
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Asai, Manabu
42
Post, Thierry
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Takahashi, Akihiko
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Yu, Jun
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Benth, Fred Espen
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Fabozzi, Frank J.
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Shephard, Neil G.
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Chan, Joshua
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Gao, Jiti
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Todorov, Viktor
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Escobar, Marcos
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Linton, Oliver
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Elliott, Robert J.
31
Hainaut, Donatien
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Gendreau, Michel
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Kohlmann, Michael
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Gil-Alaña, Luis A.
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Račev, Svetlozar T.
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Wong, Hoi Ying
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Clark, Todd E.
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Siu, Tak Kuen
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Carr, Peter
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Stein, Jerome L.
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Wong, Wing Keung
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Batabyal, Amitrajeet A.
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Bos, Charles S.
26
Topaloglou, Nikolas
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Wallace, Stein W.
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Mumtaz, Haroon
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National Bureau of Economic Research
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London School of Economics and Political Science
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Meeting on Stochastic Programming <1979, Oberwolfach>
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Springer International Publishing
2
Umeå Universitet / Institutionen för Nationalekonomi
2
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European journal of operational research : EJOR
643
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
176
International journal of production research
169
Quantitative finance
167
Operations research letters
164
Mathematics of operations research
161
Journal of economic dynamics & control
142
Risks : open access journal
127
Discussion paper / Tinbergen Institute
125
International journal of production economics
124
Applied mathematical finance
122
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
110
The journal of computational finance
106
Economics letters
96
Journal of mathematical finance
89
Econometric reviews
86
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Energy economics
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Economic modelling
81
Transportation research / E : an international journal
81
International journal of financial engineering
80
INFORMS journal on computing : JOC
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Finance research letters
78
Annals of operations research
77
Mathematical methods of operations research
77
Omega : the international journal of management science
76
Computational Management Science : CMS
73
Journal of banking & finance
71
Journal of economic theory
71
Working paper
71
Annals of finance
69
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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USB Cologne (EcoSocSci)
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USB Cologne (business full texts)
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OLC EcoSci
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1
Pricing of derivatives on mean-reverting assets
Lutz, Björn
-
2010
stochastic
volatility
, jumps in the underlying and the price process and a stochastic target level as well as with deterministic …
Persistent link: https://www.econbiz.de/10003846466
Saved in:
2
Derivatives in financial markets with stochastic
volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
-
2000
Persistent link: https://www.econbiz.de/10001464269
Saved in:
3
Time-changed Ornstein-Uhlenbeck processes and their applications in commodity
derivative
models
Li, Lingfei
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
Saved in:
4
Pricing and hedging of
derivative
securities
Nielsen, Lars Tyge
-
1999
-
1. publ.
Persistent link: https://www.econbiz.de/10001396069
Saved in:
5
Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus
-
2010
-
3., vollst. überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10003856589
Saved in:
6
Zeitstetige Modellierung von Preisprozessen auf Finanzmärkten : zur Interpretation und Notwendigkeit der Usual Conditions
Klößner, Stefan
-
2005
-
1. Aufl.
Persistent link: https://www.econbiz.de/10002749826
Saved in:
7
Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus
-
2001
-
2., verbesserte und erweiterte Auflage
Persistent link: https://www.econbiz.de/10001498159
Saved in:
8
Einführung in die Stochastik der Finanzmärkte : mit 19 Tabellen
Sandmann, Klaus
-
1999
Persistent link: https://www.econbiz.de/10001354860
Saved in:
9
Zeitstetige Modellierung von Preisprozessen auf Finanzmärkten : Zur Interpretation und Notwendigkeit der Usual Conditions
Klößner, Stefan
-
2005
Modifikation der
Theorie
der Stochastischen Integration zeigt der Autor, dass der Zustands-Präferenz-Ansatz in einer Version ohne …
Persistent link: https://www.econbiz.de/10013517354
Saved in:
10
Uncertain
volatility
models :
theory
and application
Buff, Robert
-
2002
Persistent link: https://www.econbiz.de/10001647305
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