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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Schätztheorie"
~isPartOf:"Finance and stochastics"
~subject:"Option pricing theory"
~subject:"Probability theory"
~subject:"Stochastic process"
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Schätztheorie
Option pricing theory
Probability theory
Stochastic process
Theorie
725
Theory
725
Portfolio selection
160
Portfolio-Management
160
Stochastischer Prozess
137
Optionspreistheorie
114
Estimation theory
86
Transaction costs
61
Transaktionskosten
61
Martingal
60
Martingale
60
CAPM
55
Hedging
55
Risiko
54
Risk
54
Volatility
48
Volatilität
48
Yield curve
43
Zinsstruktur
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Incomplete market
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Unvollkommener Markt
38
Derivat
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Derivative
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Mathematical programming
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Mathematische Optimierung
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Time series analysis
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Zeitreihenanalyse
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Markov chain
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Markov-Kette
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Measurement
31
Messung
31
Arbitrage
30
Option trading
29
Optionsgeschäft
29
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28
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28
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26
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English
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Robert, Christian P.
15
Gouriéroux, Christian
12
Kabanov, Jurij M.
8
Touzi, Nizar
8
Guégan, Dominique
7
Zakoïan, Jean-Michel
7
Comte, Fabienne
6
Monfort, Alain
6
Scaillet, Olivier
6
Francq, Christian
5
Jeanblanc, Monique
5
Pham, Huyên
5
Philippe, Anne
5
Renault, Eric
5
Berred, Alexandre M.
4
Björk, Tomas
4
Darolles, Serge
4
Glasserman, Paul
4
Jasiak, Joann
4
Leblanc, Boris
4
Robin, Jean-Marc
4
Billio, Monica
3
Choulli, Tahir
3
Clément, Emmanuelle
3
Eberlein, Ernst
3
Fukasawa, Masaaki
3
Ghysels, Eric
3
Guerre, Emmanuel
3
Hardouin, C.
3
Hobson, David G.
3
Karatzas, Ioannis
3
Kardaras, Constantinos
3
Léorat, Guillaume
3
Schweizer, Martin
3
Yor, Marc
3
Abowd, John M.
2
Aksamit, Anna
2
Alòs, Elisa
2
Andersen, Leif B. G.
2
Beiglböck, Mathias
2
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Finance and stochastics
Journal of econometrics
499
European journal of operational research : EJOR
491
Economics letters
480
Econometric theory
336
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
288
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
263
Insurance / Mathematics & economics
255
Mathematical finance : an international journal of mathematics, statistics and financial theory
252
Série des documents de travail / Centre de Recherche en Économie et Statistique
205
Discussion paper / Tinbergen Institute
200
Econometric reviews
197
International journal of theoretical and applied finance
195
Computers & operations research : and their applications to problems of world concern ; an international journal
152
Journal of applied econometrics
150
Journal of economic dynamics & control
149
Working paper / National Bureau of Economic Research, Inc.
148
International journal of production research
142
Journal of quantitative economics : official journal of the Indian Econometric Society
141
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
134
Operations research letters
130
The review of economics and statistics
130
Discussion paper / Center for Economic Research, Tilburg University
129
Operations research
128
Oxford bulletin of economics and statistics
106
Risks : open access journal
106
The journal of derivatives : the official publication of the International Association of Financial Engineers
99
The journal of futures markets
97
CORE discussion paper : DP
95
Mathematics of operations research
95
Statistical papers
94
Management science : journal of the Institute for Operations Research and the Management Sciences
91
SFB 649 discussion paper
91
Journal of banking & finance
86
Applied mathematical finance
85
Journal of economic theory
85
The journal of computational finance
83
International journal of production economics
79
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
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ECONIS (ZBW)
313
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1
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313
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1
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
2
Optimal execution with stochastic delay
Cartea, Álvaro
;
Sánchez-Betancourt, Leandro
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10013489491
Saved in:
3
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin
;
Hobson, David G.
;
Jerome, Joseph
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 127-158
Persistent link: https://www.econbiz.de/10013489501
Saved in:
4
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
Saved in:
5
Ruin probabilities for a Sparre Andersen model with investments : the case of annuity payments
Kabanov, Jurij M.
;
Promyslov, Platon
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 887-902
Persistent link: https://www.econbiz.de/10014426395
Saved in:
6
Market-to-book ratio in stochastic portfolio theory
Kim, Donghan
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 401-434
Persistent link: https://www.econbiz.de/10014253650
Saved in:
7
Reinforcement learning and stochastic optimisation
Jaimungal, Sebastian
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 103-129
Persistent link: https://www.econbiz.de/10012796477
Saved in:
8
Log-optimal and numéraire portfolios for market models stopped at a random time
Choulli, Tahir
;
Yansori, Sina
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 535-585
Persistent link: https://www.econbiz.de/10013440235
Saved in:
9
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
10
Set-valued risk measures as backward stochastic difference inclusions and equations
Ararat, Çağın
;
Feinstein, Zachary
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10012433511
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