//--> //--> //--> //-->
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_genre:"Aufsatz in Zeitschrift"
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
Interest Rate Modeling: A Matl...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
7
Optionspreistheorie
7
Portfolio selection
5
Portfolio-Management
5
Finance
4
Theorie
4
Theory
4
Calibration
3
Führungskräfte
3
Managers
3
Option pricing
3
Option trading
3
Optionsgeschäft
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Wishart process
3
Altersgrenze
2
Asset management
2
Black-Scholes model
2
Black-Scholes-Modell
2
Compensation system
2
Cryptocurrency
2
Derivat
2
Derivative
2
Hilbert transform
2
Investment Fund
2
Investmentfonds
2
Leistungsentgelt
2
Modellierung
2
Monte Carlo
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Performance pay
2
Retirement
2
Scientific modelling
2
Stablecoin
2
USA
2
United States
2
more ...
less ...
Online availability
All
Undetermined
12
Free
4
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
19
Aufsatz im Buch
1
Book section
1
Language
All
English
19
Author
All
Marazzina, Daniele
19
Barucci, Emilio
8
Fusai, Gianluca
4
La Bua, Gaetano
4
Germano, Guido
2
Giuffra Moncayo, Giancarlo
2
Agasisti, Tommaso
1
Baccarin, Stefano
1
Ballotta, Laura
1
Biffs, Enrico
1
Brachetta, Matteo
1
Brigo, Damiano
1
Cannistrà, Marta
1
Corsaro, Stefania
1
Ding, Guodong
1
Francischello, Marco
1
Kyriakou, Ioannis
1
Marino, Zelda
1
Phelan, Carolyn E.
1
Sesana, Debora
1
Soncin, Mara
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
6
Digital finance : smart data analytics, investment innovation, and financial technology
2
Annals of finance
1
Applied economics
1
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Computational management science
1
Decisions in economics and finance : a journal of applied mathematics
1
Economic modelling
1
Finance research letters
1
International journal of financial engineering
1
International journal of theoretical and applied finance
1
Operations research letters
1
Quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A general framework for pricing Asian options under stochastic volatility on parallel architecture
Corsaro, Stefania
;
Kyriakou, Ioannis
;
Marazzina, Daniele
; …
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1082-1095
Persistent link: https://www.econbiz.de/10011942796
Saved in:
2
Integrated structural approach to Credit Value Adjustment
Ballotta, Laura
;
Fusai, Gianluca
;
Marazzina, Daniele
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1143-1157
Persistent link: https://www.econbiz.de/10011942867
Saved in:
3
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
Phelan, Carolyn E.
;
Marazzina, Daniele
;
Fusai, Gianluca
; …
- In:
European journal of operational research : EJOR
271
(
2018
)
1
,
pp. 210-223
Persistent link: https://www.econbiz.de/10011882800
Saved in:
4
Risk seeking, nonconvex remuneration and regime switching
Barucci, Emilio
;
Marazzina, Daniele
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403197
Saved in:
5
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options
Fusai, Gianluca
;
Germano, Guido
;
Marazzina, Daniele
- In:
European journal of operational research : EJOR
251
(
2016
)
1
,
pp. 124-134
Persistent link: https://www.econbiz.de/10011446230
Saved in:
6
Optimal impulse control of a portfolio with a fixed transaction cost
Baccarin, Stefano
;
Marazzina, Daniele
- In:
Central European journal of operations research : CEJOR …
22
(
2014
)
2
,
pp. 355-372
Persistent link: https://www.econbiz.de/10010356907
Saved in:
7
Pricing exotic derivatives exploiting structure
Sesana, Debora
;
Marazzina, Daniele
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 369-381
Persistent link: https://www.econbiz.de/10010361703
Saved in:
8
Market impact and efficiency in cryptoassets markets
Barucci, Emilio
;
Giuffra Moncayo, Giancarlo
;
Marazzina, …
- In:
Digital finance : smart data analytics, investment …
5
(
2023
)
3/4
,
pp. 519-562
Persistent link: https://www.econbiz.de/10014451869
Saved in:
9
Health insurance, portfolio choice, and retirement incentives
Barucci, Emilio
;
Biffs, Enrico
;
Marazzina, Daniele
- In:
European journal of operational research : EJOR
307
(
2023
)
2
,
pp. 910-921
Persistent link: https://www.econbiz.de/10014335292
Saved in:
10
On relative performance, remuneration and risk taking of asset managers
Barucci, Emilio
;
La Bua, Gaetano
;
Marazzina, Daniele
- In:
Annals of finance
14
(
2018
)
4
,
pp. 517-545
Persistent link: https://www.econbiz.de/10012268321
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->