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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Schätztheorie"
~isPartOf:"The journal of futures markets"
~subject:"Option pricing theory"
~subject:"Probability theory"
~subject:"Stochastic process"
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Schätztheorie
Option pricing theory
Probability theory
Stochastic process
Theorie
677
Theory
677
Hedging
138
Derivat
134
Derivative
134
USA
113
United States
107
Estimation theory
102
Optionspreistheorie
77
Commodity exchange
67
Warenbörse
67
Estimation
58
Schätzung
58
Portfolio selection
46
Portfolio-Management
46
Volatility
45
Volatilität
45
Index futures
44
Index-Futures
44
CAPM
42
Börsenkurs
38
Share price
38
Time series analysis
37
Zeitreihenanalyse
37
Arbitrage
33
Interest rate derivative
33
Zinsderivat
33
Currency derivative
32
Option trading
32
Optionsgeschäft
32
Währungsderivat
32
Commodity derivative
28
Rohstoffderivat
28
Statistical theory
28
Statistische Methodenlehre
28
Risiko
27
Risk
26
France
22
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100
Article
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100
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100
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98
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98
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97
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English
190
French
7
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Robert, Christian P.
15
Gouriéroux, Christian
12
Guégan, Dominique
7
Zakoïan, Jean-Michel
7
Monfort, Alain
6
Touzi, Nizar
6
Comte, Fabienne
5
Francq, Christian
5
Philippe, Anne
5
Renault, Eric
5
Berred, Alexandre M.
4
Chung, San-lin
4
Câmara, António
4
Darolles, Serge
4
Jasiak, Joann
4
Robin, Jean-Marc
4
Scaillet, Olivier
4
Billio, Monica
3
Corrado, Charles Joseph
3
Ghysels, Eric
3
Guerre, Emmanuel
3
Hardouin, C.
3
Kwok, Yue-Kuen
3
Lien, Da-hsiang Donald
3
Léorat, Guillaume
3
Pham, Huyên
3
Abowd, John M.
2
Bali, Turan G.
2
Bellalah, Mondher
2
Blundell, Richard W.
2
Bosq, Denis
2
Broze, Laurence
2
Butucea, Cristina
2
Carassus, Laurence
2
Casella, George
2
Clément, Emmanuelle
2
Crépon, Bruno
2
Delecroix, Michel
2
Easton, Stephen Andrew
2
Elam, Emmett
2
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
The journal of futures markets
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
Finance and stochastics
213
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
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)
197
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1
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197
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1
Revisiting the puzzle of jumps in volatility forecasting : the new insights of high-frequency jump intensity
Qu, Hui
;
Wang, Tianyang
;
Shangguan, Peng
;
He, Mengying
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 218-251
Persistent link: https://www.econbiz.de/10014475461
Saved in:
2
Derivatives pricing on integrated diffusion processes : a general perturbation approach
Li, Minqiang
- In:
The journal of futures markets
35
(
2015
)
6
,
pp. 582-595
Persistent link: https://www.econbiz.de/10011405411
Saved in:
3
Using multivariate densities to assign lattice probabilities when there are jumps
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 385-398
Persistent link: https://www.econbiz.de/10011348412
Saved in:
4
Analytic approximation of finite-maturity timer option prices
Li, Minqiang
;
Mercurio, Fabio
- In:
The journal of futures markets
35
(
2015
)
3
,
pp. 245-273
Persistent link: https://www.econbiz.de/10011348432
Saved in:
5
Pricing vulnerable options with correlated credit risk under jump-diffusion processes
Tian, Lihui
;
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
The journal of futures markets
34
(
2014
)
10
,
pp. 957-979
Persistent link: https://www.econbiz.de/10010508685
Saved in:
6
Investigating the information content of the model-free volatility expectation by Monte Carlo methods
Zhang, Yuanyuan
;
Taylor, Stephen
;
Wang, Lili
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 1071-1095
Persistent link: https://www.econbiz.de/10010255100
Saved in:
7
Optimal arbitrage strategies on stock index futures under position limits
Dai, Min
;
Zhong, Yifei
;
Kwok, Yue-Kuen
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 394-406
Persistent link: https://www.econbiz.de/10008908353
Saved in:
8
Capped equity swaps under the double-jump stochastic volatility model with stochastic interest rates
Guo, Jia-hau
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 340-370
Persistent link: https://www.econbiz.de/10008908378
Saved in:
9
A simplified pricing model for volatility futures
Dupoyet, Brice
;
Daigler, Robert T.
;
Chen, Zhiyao
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 307-339
Persistent link: https://www.econbiz.de/10008908397
Saved in:
10
Accounting for stochastic interest rates, stochastic volatility and a general correlation structure in the valuation of forward starting options
van Haastrecht, Alexander
;
Pelsser, Antoon André Jean
- In:
The journal of futures markets
31
(
2011
)
2
,
pp. 103-125
Persistent link: https://www.econbiz.de/10008908408
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