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Volatility
Investition
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Investment
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Theorie
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Theory
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17,210
Stochastic process
16,769
Suchtheorie
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investment
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Portfolio-Management
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Portfolio selection
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Investment decision
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Sparen
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Welt
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World
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Savings
2,076
Spieltheorie
2,066
Game theory
2,015
Risiko
1,994
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1,976
Germany
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McAleer, Michael
66
Asai, Manabu
37
Koopman, Siem Jan
36
Chan, Joshua
34
Todorov, Viktor
34
Cui, Zhenyu
33
Chiarella, Carl
29
Clark, Todd E.
25
Mumtaz, Haroon
25
Escobar, Marcos
24
Barndorff-Nielsen, Ole E.
23
Shephard, Neil G.
23
Tauchen, George Eugene
23
Fouque, Jean-Pierre
21
Andersen, Torben
20
Carriero, Andrea
19
Nguyen, Duy
19
Yu, Jun
19
Alòs, Elisa
18
Marcellino, Massimiliano
18
Platen, Eckhard
18
Bos, Charles S.
17
Hafner, Christian M.
17
Martin, Gael M.
17
Renò, Roberto
17
Rodriguez, Gabriel
17
Takahashi, Akihiko
17
Kang, Boda
16
Wong, Hoi Ying
16
Chan, Joshua C. C.
15
Grasselli, Martino
15
Jacquier, Antoine (Jack)
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Benth, Fred Espen
14
Carr, Peter
14
Forde, Martin
14
Lucas, André
14
Renault, Eric
14
Caporin, Massimiliano
13
Corsi, Fulvio
13
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
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Chambre de commerce et d'industrie de Paris
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Nuffield College
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Europäisches Institut für Internationale Wirtschaftsbeziehungen
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University of Canterbury / Dept. of Economics and Finance
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Asian Development Bank
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Australian National University / Research School of Pacific and Asian Studies / Department of Economics
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Département des Sciences Économiques, École des Sciences de la Gestion (ESG)
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Rodney L. White Center for Financial Research
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Zentrum für Europäische Wirtschaftsforschung
1
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International journal of theoretical and applied finance
135
Journal of econometrics
104
Quantitative finance
89
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Discussion paper / Tinbergen Institute
56
The journal of computational finance
50
Computational economics
49
Journal of economic dynamics & control
49
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Finance and stochastics
47
Econometric reviews
44
Working paper
44
Energy economics
41
Finance research letters
41
European journal of operational research : EJOR
39
Journal of banking & finance
38
Journal of mathematical finance
38
Insurance / Mathematics & economics
36
International journal of financial engineering
36
The journal of futures markets
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Annals of finance
31
Economics letters
31
Research paper series / Swiss Finance Institute
31
Risks : open access journal
31
Journal of empirical finance
30
NBER working paper series
28
The North American journal of economics and finance : a journal of financial economics studies
28
CAMA working paper series
26
Working paper / National Bureau of Economic Research, Inc.
26
Review of derivatives research
25
Journal of risk and financial management : JRFM
24
NBER Working Paper
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Applied economics
23
CREATES research paper
22
Economic modelling
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Journal of financial economics
21
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ECONIS (ZBW)
4,220
RePEc
10
EconStor
2
BASE
1
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1
A Stackelberg reinsurance-
investment
game underα-maxminmean-variance criterion and stochastic volatility
Guana, Guohui
;
Liang, Zongxia
;
Song, Yilun
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 28-63
Persistent link: https://www.econbiz.de/10014519918
Saved in:
2
Super-diffusive noise source in asset dynamics
Hongler, Max-Olivier
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 53-58
Persistent link: https://www.econbiz.de/10010240227
Saved in:
3
Boundary evolution equations for American options
Mitchell, Daniel
;
Goodman, Jonathan
;
Muthuraman, Kumar
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 505-532
Persistent link: https://www.econbiz.de/10010486015
Saved in:
4
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
Saved in:
5
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
6
Stochastic volatility Libor modeling and efficient algorithms for optimal stopping problems
Ladkau, Marcel
-
2015
Persistent link: https://www.econbiz.de/10012385011
Saved in:
7
Portfolio selection in mean-minimum return level-expected bounded first passage time framework
Kutalia, Tsotne
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 229-238
Persistent link: https://www.econbiz.de/10012210157
Saved in:
8
Portfolio selection in mean-minimum return level-expected bounded first passage time framework
Kutalia, Tsotne
- In:
Inventi impact: microfinance & banking
(
2019
)
4
,
pp. 225-234
Persistent link: https://www.econbiz.de/10012430848
Saved in:
9
Optimal stopping time with stochastic volatility
Zhang, Ran
;
Xu, Shuang
- In:
Economic modelling
41
(
2014
),
pp. 319-328
Persistent link: https://www.econbiz.de/10010440735
Saved in:
10
Empirical evidence on the dynamics of
investment
under uncertainty in the US
Haque, Qazi
;
Magnusson, Leandro M.
;
Tomioka, Kazuki
-
2019
Persistent link: https://www.econbiz.de/10012224674
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