//--> //--> //--> //-->
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:"Conference paper"
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
Shadow prices, fractional Brow...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
121
Portfolio-Management
121
Theorie
107
Theory
107
Stochastic process
81
Stochastischer Prozess
81
Option pricing theory
44
Optionspreistheorie
44
Mathematical programming
38
Mathematische Optimierung
38
Transaction costs
32
Transaktionskosten
32
Costs
25
Kosten
25
Volatility
20
Volatilität
20
Anlageverhalten
15
Behavioural finance
15
Risiko
13
Risk
13
CAPM
12
Capital income
11
Derivat
11
Derivative
11
Hedging
11
Investment Fund
11
Investmentfonds
11
Kapitaleinkommen
11
Risikomaß
11
Risk measure
11
Yield curve
11
Zinsstruktur
11
Multi-criteria analysis
10
Multikriterielle Entscheidungsanalyse
10
Risikomanagement
10
Risk management
10
Simulation
10
Financial market
9
Finanzmarkt
9
Measurement
9
more ...
less ...
Online availability
All
Undetermined
164
Free
44
Type of publication
All
Article
249
Book / Working Paper
25
Type of publication (narrower categories)
All
Conference paper
Article in journal
41,095
Aufsatz in Zeitschrift
41,095
Graue Literatur
13,488
Non-commercial literature
13,488
Working Paper
13,341
Arbeitspapier
12,210
Aufsatz im Buch
4,587
Book section
4,587
Hochschulschrift
3,488
Thesis
2,789
Collection of articles of several authors
817
Sammelwerk
817
Lehrbuch
675
Textbook
615
Bibliografie enthalten
603
Bibliography included
603
Collection of articles written by one author
461
Sammlung
461
Aufsatzsammlung
438
Dissertation u.a. Prüfungsschriften
399
Konferenzbeitrag
274
Konferenzschrift
258
Case study
209
Fallstudie
209
Handbook
177
Handbuch
177
Ratgeber
170
Glossar enthalten
159
Glossary included
159
Amtsdruckschrift
158
Government document
158
Conference proceedings
133
Guidebook
131
research-article
128
Systematic review
125
Übersichtsarbeit
125
Forschungsbericht
122
Reprint
117
Article
104
more ...
less ...
Language
All
English
267
German
6
French
1
Author
All
Grbac, Zorana
3
Mordecki, Ernesto
3
Pichler, Alois
3
Barbachan, José Santiago Fajardo
2
Chen, Wei
2
Consigli, Giorgio
2
Corcuera, José Manuel
2
Hendrix, Eligius M. T.
2
Hitaj, Asmerilda
2
Kallsen, Jan
2
Kopa, Miloš
2
Marzban, Saeed
2
Mehlawat, Mukesh Kumar
2
Merkert, Rico
2
Mulley, Corinne
2
Olivera, Federico de
2
Papapantoleon, Antonis
2
Paraschiv, Florentina
2
Rainero, Christian
2
Rutterford, Janette
2
Schmidt, Thorsten
2
Sheraz, Muhammad
2
Sōtēropulos, Dēmētrēs P.
2
Vorst, Jacobus Gerardus Adrianus Johannes van der
2
Watson, Jean-Paul
2
Weissensteiner, Alex
2
Adasme, Pablo
1
Afonso, Paulo
1
Ahmadi, Abbas
1
Ajibulu, Ade
1
Aktug, Rahmi Erdem
1
Al-Shammari, Minwir
1
Aliouat, Boualem
1
Almeida, Adiel Teixeira de
1
Almeida, Jonatas Araujo de
1
Ambrose, Brent William
1
Anderson, Ross
1
Andersson, Matts
1
Andrade, Luiza Cardoso de
1
Angelelli, Enrico
1
more ...
less ...
Institution
All
NERA Economic Consulting
1
Published in...
All
Computational Management Science : CMS
16
International journal of theoretical and applied finance
13
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
12
Quantitative finance
12
International journal of production economics
7
Research in transportation economics
7
Multiple criteria decision making in finance, insurance and investment
6
The European journal of finance
6
The journal of real estate finance and economics
6
Trends in mathematical economics : dialogues between Southern Europe and Latin America
6
Computational management science
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Mathematics in business management : [International Conference on Mathematics in Engineering and Business Management during 9 - 10 March 2012, Chennai, India]
4
Recent advances in optimization theory and applications
4
The American economic review
4
Agricultural finance review
3
Applied mathematical optimization and modelling (APMOD 2014)
3
Economic dynamics and sustainable development ; Part 1
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Journal of international economics
3
Journal of productivity analysis
3
Open economies review
3
Revue d'économie politique
3
3. Bargeldsymposium der Deutschen Bundesbank 2016
2
Analytical and stochastic modelling techniques
2
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
2
Competition and cooperation in economics and business : Proceedings of the Asia-Pacific Research in Social Sciences and Humanities, Depok, Indonesia, 7-9 November 2016, Topics in Economics and Business
2
Economic modelling
2
Energy reports
2
Health care management science
2
Interdisciplinary management research XVI ; 2
2
International journal of economics and financial issues : IJEFI
2
Journal of financial stability
2
Journal of industrial engineering and management : JIEM
2
Journal of scheduling
2
Perspectives on financial and corporate strategies
2
The economics of information security and privacy : [this volume contains a selection of 13 revised contributions to the 11th WEIS, which took place in Berlin, Germany, on 25 - 26 June 2012.]
2
The journal of law, economics, & organization
2
more ...
less ...
Source
All
ECONIS (ZBW)
274
Showing
1
-
10
of
274
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Conditional-mean hedging under transaction costs in Gaussian models
Sottinen, Tommi
;
Viitasaari, Lauri
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011854596
Saved in:
2
Optimal strategies with option compensation under mean reverting returns or volatilities
Herzel, Stefano
;
Nicolosi, Marco
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 47-69
Persistent link: https://www.econbiz.de/10011993415
Saved in:
3
Timing portfolio strategies with exponential Lévy processes
Lozza, Sergio Ortobelli
;
Angelelli, Enrico
;
Ndoci, Alda
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 97-127
Persistent link: https://www.econbiz.de/10011993426
Saved in:
4
Construction and hedging of optimal payoffs in Lévy models
Rüschendorf, Ludger
;
Wolf, Viktor
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 331-377)
.
2016
Persistent link: https://www.econbiz.de/10011800386
Saved in:
5
Almost surely optimal portfolios under proportional transaction costs
Feodoria, Mark-Roman
;
Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 303-312)
.
2016
Persistent link: https://www.econbiz.de/10011800383
Saved in:
6
Pricing interest rate derivatives under monetary changes
Genaro, Alan de
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
Saved in:
7
Multivariate option pricing models with Lévy and Sato VG marginal processes
Guillaume, Florence
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011854500
Saved in:
8
Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien
;
Ngare, Philip
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
Saved in:
9
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
10
First-order asymptotics of path-dependent derivatives in multiscale stochastic volatility environment
Saporito, Yuri F.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011889526
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->