//--> //--> //--> //-->
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
~type:"article"
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
Unified moment-based modeling...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
28
Optionspreistheorie
28
Option trading
18
Optionsgeschäft
18
Theorie
17
Theory
17
Stochastic process
14
Stochastischer Prozess
13
Volatility
13
Volatilität
13
Derivat
11
Derivative
11
Portfolio selection
7
Portfolio-Management
7
Credit risk
6
Finance
6
Forecasting model
6
Kreditrisiko
6
Prognoseverfahren
6
Black-Scholes model
5
Black-Scholes-Modell
5
Capital income
5
Kapitaleinkommen
5
Option pricing
5
Estimation
4
Lévy processes
4
Risikomanagement
4
Risk management
4
Affine processes
3
Aktienmarkt
3
Asia
3
Asien
3
Börsenkurs
3
Characteristic function
3
Discrete monitoring
3
Energiemarkt
3
Energy market
3
Fourier transform
3
Hilbert transform
3
Investment analysis
3
more ...
less ...
Online availability
All
Undetermined
47
Free
7
Type of publication
All
Article
Book / Working Paper
68
Type of publication (narrower categories)
All
Article in journal
51
Aufsatz in Zeitschrift
51
Aufsatz im Buch
5
Book section
5
Mehrbändiges Werk
2
Multi-volume publication
2
Article
1
more ...
less ...
Language
All
English
59
Undetermined
24
Author
All
Fusai, Gianluca
51
Kyriakou, Ioannis
30
Papapostolou, Nikos C.
9
Pouliasis, Panos K.
9
Ballotta, Laura
8
Marazzina, Daniele
8
Brignone, Riccardo
7
Marena, Marina
7
Nomikos, Nikos K.
7
Gambaro, Anna Maria
5
Recchioni, Maria Cristina
5
Roncoroni, Andrea
5
Sgarra, Carlo
5
Caldana, Ruggero
4
May, Caterina
4
Meucci, Attilio
4
Germano, Guido
3
Gerrard, Russell
3
Goia, Aldo
3
Longo, Giovanni
3
Abrahams, I. David
2
Casalini, Riccardo
2
Gerhart, Christoph
2
Ghilarducci, Alessandro
2
Green, Ross
2
Luciano, Elisa
2
Lütkebohmert-Holtz, Eva
2
Nielsen, Jens Perch
2
Pantelous, Athanasios A.
2
Phelan, Carolyn E.
2
Potgieter, Louise
2
Sermpinis, Georgios
2
Sesana, Debora
2
Abrahams, I.
1
Abrahams, I.David
1
Abrahams, IDavid
1
Andriosopoulos, Kostas
1
Asimit, Alexandru V.
1
Beckmann, Joscha
1
Bernis, Guillaume
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
11
Journal of banking & finance
8
Transportation research / E : an international journal
5
Journal of Banking & Finance
3
Quantitative Finance
3
Application of operations research to financial markets
2
Energy economics
2
European Journal of Operational Research
2
Finance and stochastics
2
Insurance / Mathematics & economics
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of Futures Markets
2
Journal of economic dynamics & control
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematics and financial economics
2
The European journal of finance
2
Annals of finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
European financial management : the journal of the European Financial Management Association
1
Finance : revue de l'Association Française de Finance
1
Finance and Stochastics
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
International Journal of Finance & Economics
1
International Journal of Forecasting
1
International journal of theoretical and applied finance
1
Journal of Economic Dynamics and Control
1
Journal of Financial Transformation
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial stability
1
Mathematics and Financial Economics
1
Mathematics of operations research
1
Operations research
1
Production and operations management : the flagship research journal of the Production and Operations Management Society
1
Quantitative finance
1
Review of finance : journal of the European Finance Association
1
Risks : open access journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
56
RePEc
14
OLC EcoSci
10
Other ZBW resources
2
EconStor
1
Showing
1
-
10
of
83
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models
Brignone, Riccardo
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 232-247
Persistent link: https://www.econbiz.de/10012482885
Saved in:
2
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options
Fusai, Gianluca
;
Kyriakou, Ioannis
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 531-559
Persistent link: https://www.econbiz.de/10011520483
Saved in:
3
Risk management of climate impact for tourism operators : an empirical analysis on ski resorts
Ballotta, Laura
;
Fusai, Gianluca
;
Kyriakou, Ioannis
; …
- In:
Tourism management : research, policies, practice
77
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012152024
Saved in:
4
General lattice methods for arithmetic Asian options
Gambaro, Anna Maria
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1185-1199
Persistent link: https://www.econbiz.de/10012161893
Saved in:
5
Technical note: on matrix exponential differentiation with application to weighted sum distributions
Das, Milan Kumar
;
Tsai, Henghsiu
;
Kyriakou, Ioannis
; …
- In:
Operations research
70
(
2022
)
4
,
pp. 1984-1995
Persistent link: https://www.econbiz.de/10013366400
Saved in:
6
Analytical pricing of discretely monitored Asian-style options : theory and application to commodity markets
Fusai, Gianluca
;
Marena, Marina
;
Roncoroni, Andrea
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2033-2045
Persistent link: https://www.econbiz.de/10003778579
Saved in:
7
Pricing discretely monitored Asian options under Lévy processes
Fusai, Gianluca
;
Meucci, Attilio
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2076-2088
Persistent link: https://www.econbiz.de/10003778620
Saved in:
8
Levy processes and option pricing by recursive quadrature
Fusai, Gianluca
;
Longo, Giovanni
;
Marena, Marina
; …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 31-57)
.
2009
Persistent link: https://www.econbiz.de/10003867857
Saved in:
9
The Wiener-Hopf technique and discretely monitored path-dependent option pricing
Green, Ross
;
Fusai, Gianluca
;
Abrahams, I. David
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 259-288
Persistent link: https://www.econbiz.de/10003955738
Saved in:
10
Functional clustering and linear regression for peak load forecasting
Goia, Aldo
;
May, Caterina
;
Fusai, Gianluca
- In:
International journal of forecasting
26
(
2010
)
4
,
pp. 700-711
Persistent link: https://www.econbiz.de/10008807771
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->