//--> //--> //--> //-->
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 of Derivatives on Mean...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
623,299
Theory
608,402
USA
47,978
United States
46,324
Volatility
40,757
Volatilität
40,489
Schätzung
37,026
Estimation
36,137
Welt
31,549
World
30,845
Deutschland
28,793
Germany
25,233
Geldpolitik
24,880
Monetary policy
23,696
Portfolio-Management
22,732
Portfolio selection
22,511
Börsenkurs
20,830
Share price
20,502
Risiko
20,165
Risk
19,915
Prognoseverfahren
17,961
Forecasting model
17,646
Mathematische Optimierung
17,517
Mathematical programming
17,409
Stochastischer Prozess
17,140
Stochastic process
16,700
Kapitaleinkommen
15,269
Capital income
15,213
Zeitreihenanalyse
15,116
Optionspreistheorie
14,774
Time series analysis
14,647
Wirtschaftswachstum
14,486
Option pricing theory
14,316
Derivat
13,926
Derivative
13,892
Economic growth
13,831
Spieltheorie
13,023
Game theory
12,260
Finanzmarkt
12,217
Financial market
11,964
more ...
less ...
Online availability
All
Free
197,051
Undetermined
95,265
Type of publication
All
Book / Working Paper
385,523
Article
329,032
Journal
1,664
Other
248
Database
4
Type of publication (narrower categories)
All
Article in journal
270,926
Aufsatz in Zeitschrift
270,926
Working Paper
134,449
Graue Literatur
133,385
Non-commercial literature
133,385
Arbeitspapier
122,088
Aufsatz im Buch
49,970
Book section
49,970
Hochschulschrift
32,924
Thesis
27,569
Collection of articles of several authors
14,506
Sammelwerk
14,506
Bibliografie enthalten
11,541
Bibliography included
11,541
Lehrbuch
10,816
Textbook
9,625
Aufsatzsammlung
8,176
Konferenzschrift
6,241
Collection of articles written by one author
4,124
Sammlung
4,124
Conference proceedings
3,753
Dissertation u.a. Prüfungsschriften
3,336
Systematic review
2,757
Übersichtsarbeit
2,757
Rezension
2,350
Conference paper
1,855
Konferenzbeitrag
1,855
Glossar enthalten
1,849
Glossary included
1,849
Case study
1,513
Fallstudie
1,513
Handbook
1,382
Handbuch
1,382
Amtsdruckschrift
1,373
Government document
1,373
Festschrift
1,324
Mehrbändiges Werk
1,187
Multi-volume publication
1,187
Reprint
1,141
Bibliografie
991
more ...
less ...
Language
All
English
613,310
German
77,102
French
7,953
Undetermined
4,767
Spanish
4,409
Italian
3,972
Polish
1,881
Russian
1,472
Portuguese
1,062
Dutch
736
Hungarian
285
Danish
228
Czech
226
Swedish
200
Norwegian
161
Croatian
146
Finnish
88
Bulgarian
85
Slovak
68
Romanian
60
Ukrainian
60
Slovenian
48
Serbian
47
Chinese
25
Turkish
23
Lithuanian
20
Macedonian
15
Japanese
12
Modern Greek (1453-)
10
Afrikaans
8
Valencian
8
Estonian
7
Galician
7
Arabic
6
Latin
6
Korean
4
Albanian
3
Persian
2
Georgian
2
Kazakh
2
more ...
less ...
Author
All
McAleer, Michael
598
Nijkamp, Peter
529
Acemoglu, Daron
517
Güth, Werner
511
Fabozzi, Frank J.
492
Stiglitz, Joseph E.
461
Aizenman, Joshua
453
Snower, Dennis J.
445
Gersbach, Hans
444
Pestieau, Pierre
442
Pesaran, M. Hashem
432
Caporale, Guglielmo Maria
412
Härdle, Wolfgang
412
Stark, Oded
409
Creedy, John
404
Koskela, Erkki
397
Heckman, James J.
365
Phillips, Peter C. B.
365
Broll, Udo
358
Gupta, Rangan
356
Helpman, Elhanan
355
Zenou, Yves
354
Cremer, Helmuth
336
Frey, Bruno S.
333
Svensson, Lars E. O.
331
Woodford, Michael
328
Kaplow, Louis
321
Konrad, Kai A.
318
Batabyal, Amitrajeet A.
317
Thisse, Jacques-François
317
Diebold, Francis X.
314
Franses, Philip Hans
314
Chiarella, Carl
313
Tirole, Jean
310
Shavell, Steven
308
Artus, Patrick
302
Lambertini, Luca
298
Aghion, Philippe
294
Caballero, Ricardo J.
292
Ploeg, Frederick van der
286
more ...
less ...
Institution
All
National Bureau of Economic Research
7,503
Edward Elgar Publishing
468
Springer Fachmedien Wiesbaden
388
OECD
387
Ekonomiska forskningsinstitutet <Stockholm>
293
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
290
Center for Economic Research <Tilburg>
288
International Monetary Fund (IMF)
286
European University Institute / Department of Economics
254
International Monetary Fund
245
IGI Global
215
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
210
World Bank
175
Forschungsinstitut zur Zukunft der Arbeit
166
Institut für Weltwirtschaft
157
Centre for Economic Policy Research
148
Internationaler Währungsfonds / Research Department
141
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
113
Springer-Verlag GmbH
109
University of Exeter / Department of Economics
107
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
Social Systems Research Institute
102
Verlag Dr. Kovač
98
De Gruyter Oldenbourg
97
Centre for Analytical Finance <Århus>
92
Australian National University / Faculty of Economics and Commerce
91
Metropolis-Verlag für Ökonomie Gesellschaft und Politik GmbH
89
Deutsche Forschungsgemeinschaft
87
Organisation for Economic Co-operation and Development
87
Weltbank
86
Federal Reserve System / Board of Governors
85
Massachusetts Institute of Technology / Department of Economics
82
Universitetet i Oslo / Økonomisk institutt
79
Deutschland / Bundeswehr / Universität Hamburg
78
Columbia University / Department of Economics
77
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
76
Robert Schuman Centre for Advanced Studies
75
Erasmus Research Institute of Management
74
more ...
less ...
Published in...
All
NBER working paper series
7,268
Working paper / National Bureau of Economic Research, Inc.
6,911
NBER Working Paper
6,608
Economics letters
5,468
European journal of operational research : EJOR
5,275
Discussion paper / Centre for Economic Policy Research
4,704
CESifo working papers
3,754
Working paper
3,035
Journal of economic theory
2,919
Journal of economic dynamics & control
2,599
Discussion paper / Tinbergen Institute
2,524
SpringerLink / Bücher
2,484
Europäische Hochschulschriften / 5
2,448
The American economic review
2,402
Computers & operations research : and their applications to problems of world concern ; an international journal
2,373
Journal of economic behavior & organization : JEBO
2,263
Discussion paper series / IZA
2,242
Economic modelling
2,020
International journal of production research
1,978
Applied economics
1,955
European economic review : EER
1,953
CESifo Working Paper
1,944
Discussion paper
1,938
Journal of banking & finance
1,937
Games and economic behavior
1,880
Journal of econometrics
1,876
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,833
The economic journal : the journal of the Royal Economic Society
1,802
Energy economics
1,771
Journal of public economics
1,749
Discussion paper / Center for Economic Research, Tilburg University
1,695
CESifo Working Paper Series
1,663
Management science : journal of the Institute for Operations Research and the Management Sciences
1,658
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,528
IZA Discussion Paper
1,511
Journal of monetary economics
1,438
Public choice
1,397
Finance research letters
1,395
Applied economics letters
1,387
International economic review
1,383
more ...
less ...
Source
All
ECONIS (ZBW)
679,799
USB Cologne (EcoSocSci)
18,169
EconStor
13,262
RePEc
3,537
BASE
470
OLC EcoSci
408
Other ZBW resources
389
USB Cologne (business full texts)
387
ArchiDok
50
more ...
less ...
Showing
1
-
10
of
716,471
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing of derivatives on mean-reverting assets
Lutz, Björn
-
2010
stochastic
volatility
, jumps in the underlying and the price process and a stochastic target level as well as with deterministic …
Persistent link: https://www.econbiz.de/10003846466
Saved in:
2
Derivatives in financial markets with stochastic
volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
-
2000
Persistent link: https://www.econbiz.de/10001464269
Saved in:
3
Time-changed Ornstein-Uhlenbeck processes and their applications in commodity
derivative
models
Li, Lingfei
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
Saved in:
4
Pricing and hedging of
derivative
securities
Nielsen, Lars Tyge
-
1999
-
1. publ.
Persistent link: https://www.econbiz.de/10001396069
Saved in:
5
Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus
-
2010
-
3., vollst. überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10003856589
Saved in:
6
Zeitstetige Modellierung von Preisprozessen auf Finanzmärkten : zur Interpretation und Notwendigkeit der Usual Conditions
Klößner, Stefan
-
2005
-
1. Aufl.
Persistent link: https://www.econbiz.de/10002749826
Saved in:
7
Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus
-
2001
-
2., verbesserte und erweiterte Auflage
Persistent link: https://www.econbiz.de/10001498159
Saved in:
8
Einführung in die Stochastik der Finanzmärkte : mit 19 Tabellen
Sandmann, Klaus
-
1999
Persistent link: https://www.econbiz.de/10001354860
Saved in:
9
Zeitstetige Modellierung von Preisprozessen auf Finanzmärkten : Zur Interpretation und Notwendigkeit der Usual Conditions
Klößner, Stefan
-
2005
Modifikation der
Theorie
der Stochastischen Integration zeigt der Autor, dass der Zustands-Präferenz-Ansatz in einer Version ohne …
Persistent link: https://www.econbiz.de/10013517354
Saved in:
10
Uncertain
volatility
models :
theory
and application
Buff, Robert
-
2002
Persistent link: https://www.econbiz.de/10001647305
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...
//-->