//--> //--> //--> //-->
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
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
Pricing multivariate barrier r...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
17,191
Stochastic process
16,750
Optionspreistheorie
14,803
Option pricing theory
14,344
Theorie
14,062
Theory
13,679
Volatilität
6,283
Volatility
6,164
Multivariate Analyse
3,609
Multivariate analysis
3,329
Optionsgeschäft
2,943
Option trading
2,924
Schätzung
2,573
Derivat
2,569
Derivative
2,565
Estimation
2,504
Portfolio-Management
2,479
Portfolio selection
2,455
Mathematische Optimierung
2,266
Mathematical programming
2,251
Zeitreihenanalyse
2,074
Time series analysis
2,008
Schätztheorie
1,668
Estimation theory
1,638
USA
1,516
Hedging
1,460
United States
1,454
Risiko
1,452
CAPM
1,439
Risk
1,436
Prognoseverfahren
1,341
Statistische Verteilung
1,332
Statistical distribution
1,309
Forecasting model
1,308
Zinsstruktur
1,272
Yield curve
1,256
Börsenkurs
1,249
Share price
1,203
Black-Scholes-Modell
1,182
ARCH-Modell
1,177
more ...
less ...
Online availability
All
Free
10,666
Undetermined
7,701
Type of publication
All
Article
17,948
Book / Working Paper
14,953
Journal
29
Other
11
Type of publication (narrower categories)
All
Article in journal
16,160
Aufsatz in Zeitschrift
16,160
Working Paper
5,263
Graue Literatur
4,991
Non-commercial literature
4,991
Arbeitspapier
4,725
Aufsatz im Buch
1,275
Book section
1,275
Hochschulschrift
1,091
Thesis
865
Lehrbuch
350
Textbook
312
Collection of articles of several authors
252
Sammelwerk
252
Collection of articles written by one author
152
Sammlung
152
Aufsatzsammlung
137
Dissertation u.a. Prüfungsschriften
133
Bibliografie enthalten
128
Bibliography included
128
Konferenzschrift
114
Conference paper
109
Konferenzbeitrag
109
Forschungsbericht
71
research-article
59
Conference proceedings
55
Amtsdruckschrift
42
Government document
42
Glossar enthalten
36
Glossary included
36
Handbook
36
Handbuch
36
Systematic review
35
Übersichtsarbeit
35
Einführung
33
Article
27
Reprint
26
Case study
23
Fallstudie
23
Festschrift
23
more ...
less ...
Language
All
English
30,973
German
1,294
Undetermined
503
French
73
Spanish
40
Polish
31
Italian
22
Portuguese
12
Russian
7
Hungarian
3
Romanian
3
Swedish
3
Czech
2
Slovak
2
Finnish
1
Ancient Greek (to 1453)
1
Croatian
1
Lithuanian
1
Dutch
1
Not applicable
1
more ...
less ...
Author
All
McAleer, Michael
131
Madan, Dilip B.
111
Härdle, Wolfgang
107
Fabozzi, Frank J.
91
Phillips, Peter C. B.
91
Cui, Zhenyu
82
Chiarella, Carl
81
Koopman, Siem Jan
81
Takahashi, Akihiko
73
Platen, Eckhard
72
Schoutens, Wim
67
Joshi, Mark S.
66
Benth, Fred Espen
65
Carr, Peter
64
Elliott, Robert J.
61
Barndorff-Nielsen, Ole E.
57
Shephard, Neil G.
54
Stentoft, Lars
54
Hafner, Christian M.
53
Račev, Svetlozar T.
52
Jacobs, Kris
51
Asai, Manabu
49
Sethi, Suresh
49
Yu, Jun
49
Ferrari, Giorgio
47
Siu, Tak Kuen
47
Todorov, Viktor
47
Scaillet, Olivier
46
Escudero, Laureano F.
45
Wong, Hoi Ying
44
Gao, Jiti
43
Hull, John
43
Korn, Ralf
43
Escobar, Marcos
42
Gil-Alaña, Luis A.
42
Jarrow, Robert A.
42
Post, Thierry
42
Bayraktar, Erhan
40
Caporale, Guglielmo Maria
40
Schlögl, Erik
40
more ...
less ...
Institution
All
National Bureau of Economic Research
126
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
86
International Monetary Fund (IMF)
62
Centre for Analytical Finance <Århus>
38
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
23
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
18
Institut für Schweizerisches Bankwesen <Zürich>
17
Ekonomiska forskningsinstitutet <Stockholm>
15
Springer Fachmedien Wiesbaden
14
Center for Economic Research <Tilburg>
13
Econometrisch Instituut <Rotterdam>
13
Chambre de commerce et d'industrie de Paris
12
Springer-Verlag GmbH
10
Svenska Handelshögskolan <Helsinki>
10
Universitat Pompeu Fabra / Departament d'Economia i Empresa
9
Erasmus Research Institute of Management
8
Deutsche Forschungsgemeinschaft
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Bonn Graduate School of Economics
6
Collegio Carlo Alberto, Università degli Studi di Torino
6
International Monetary Fund
6
Judge Institute of Management Studies
6
Nuffield College
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Tilburg University, Center for Economic Research
6
University of Exeter / Department of Economics
6
Verlag Dr. Kovač
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Centre of Financial Studies
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Queen Mary College / Department of Economics
5
School of Economics and Management, University of Aarhus
5
Centre for Actuarial Studies
4
Centre for Economic Policy Research
4
Department of Economics, Oxford University
4
European University Institute / Department of Law
4
IBMEC Business School - Rio de Janeiro
4
Institut for Finansiering <Frederiksberg>
4
Institutionen för Skogsekonomi <Ume°a>
4
International Center for Financial Asset Management and Engineering
4
more ...
less ...
Published in...
All
European journal of operational research : EJOR
735
International journal of theoretical and applied finance
586
Insurance / Mathematics & economics
402
Finance and stochastics
335
Journal of econometrics
316
Mathematical finance : an international journal of mathematics, statistics and financial theory
311
Applied mathematical finance
281
The journal of futures markets
281
The journal of computational finance
272
Quantitative finance
267
Journal of banking & finance
255
Journal of economic dynamics & control
241
The journal of derivatives : the official publication of the International Association of Financial Engineers
212
International journal of production research
203
Risks : open access journal
197
Operations research
189
Computers & operations research : and their applications to problems of world concern ; an international journal
185
Operations research letters
184
Review of derivatives research
179
Computational economics
176
Mathematics of operations research
174
Discussion paper / Tinbergen Institute
169
Finance research letters
167
Journal of mathematical finance
149
International journal of financial engineering
142
Energy economics
139
International journal of production economics
139
Economics letters
136
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
128
Management science : journal of the Institute for Operations Research and the Management Sciences
127
Economic modelling
124
Research paper series / Swiss Finance Institute
124
NBER working paper series
116
SFB 649 discussion paper
115
The European journal of finance
114
Working paper
114
SpringerLink / Bücher
108
Asia-Pacific financial markets
104
Applied economics
102
The North American journal of economics and finance : a journal of financial economics studies
102
more ...
less ...
Source
All
ECONIS (ZBW)
31,183
EconStor
573
USB Cologne (EcoSocSci)
502
RePEc
487
USB Cologne (business full texts)
85
Other ZBW resources
72
BASE
29
OLC EcoSci
10
more ...
less ...
Showing
1
-
10
of
32,941
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A multivariate pure-jump model with multi-factorial dependence structure
Marfè, Roberto
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009624464
Saved in:
2
Multivariate marked poisson processes and market related multidimensional information flows
Jevtić, Petar
;
Marena, Marina
;
Semeraro, Patrizia
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012013851
Saved in:
3
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:
4
Multivariate tempered stable additive subordination for financial models
Semeraro, Patrizia
- In:
Mathematics and financial economics
16
(
2022
)
4
,
pp. 685-712
Persistent link: https://www.econbiz.de/10013438877
Saved in:
5
Analytical valuation of autocallable notes
Guillaume, Tristan
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011333447
Saved in:
6
Lévy processes induced by dirichlet (b-)splines : modeling multivariate asset price dynamics
Kaishev, Vladimir K.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 217-247
Persistent link: https://www.econbiz.de/10009721751
Saved in:
7
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
8
The multivariate variance gamma model : basket option pricing and calibration
Linders, Daniël
;
Stassen, Ben
-
2014
Persistent link: https://www.econbiz.de/10010422200
Saved in:
9
Closed-form valuations of basket options using a multivariate normal inverse Gaussian model
Wu, Yang-che
;
Liao, Szu-Lang
;
Shyu, So-de
- In:
Insurance / Mathematics & economics
44
(
2009
)
1
,
pp. 95-102
Persistent link: https://www.econbiz.de/10009517655
Saved in:
10
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
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...
//-->