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subject:"Estimation theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Risk"
~subject:"Volatility"
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Estimation theory
Statistische Methodenlehre
Risk
Volatility
Theorie
556
Theory
556
Option pricing theory
185
Optionspreistheorie
185
Portfolio selection
154
Portfolio-Management
154
Stochastic process
81
Stochastischer Prozess
81
CAPM
77
Volatilität
72
Yield curve
61
Zinsstruktur
61
Incomplete market
60
Unvollkommener Markt
60
Hedging
58
Martingal
40
Martingale
40
Risiko
39
Transaction costs
35
Transaktionskosten
35
Option trading
34
Optionsgeschäft
34
Black-Scholes model
33
Black-Scholes-Modell
33
Derivat
28
Derivative
28
Börsenkurs
27
Share price
27
Arbitrage
26
Risikomaß
22
Risk measure
22
Probability theory
21
Wahrscheinlichkeitsrechnung
21
Credit risk
19
Kreditrisiko
19
Markov chain
18
Markov-Kette
18
Measurement
18
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Article
115
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115
Aufsatz in Zeitschrift
115
Collection of articles of several authors
1
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English
115
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Filipović, Damir
4
Schweizer, Martin
4
Cont, Rama
3
Frittelli, Marco
3
Platen, Eckhard
3
Renault, Eric
3
Rogers, Leonard C. G.
3
Benth, Fred Espen
2
Biagini, Francesca
2
Carr, Peter
2
Cherny, Alexander S.
2
El Karoui, Nicole
2
Fouque, Jean-Pierre
2
Glasserman, Paul
2
Guasoni, Paolo
2
Gulisashvili, Archil
2
Hobson, David G.
2
Jamshidian, Farshid
2
Jeanblanc, Monique
2
Sircar, Kaushik Ronnie
2
Stein, Elias M.
2
Touzi, Nizar
2
Wagalath, Lakshithe
2
Alvarez, Luis H. R.
1
Artzner, Philippe
1
Barndorff-Nielsen, Ole E.
1
Barucci, Emilio
1
Belhaj, Mohamed
1
Ben-Tal, Aharon
1
Benaim, S.
1
Bossaerts, Peter L.
1
Botero, Camila
1
Cambou, Mathieu
1
Campolieti, Giuseppe
1
Carverhill, Andrew
1
Cascos, Ignacio
1
Cerreia-Vioglio, Simone
1
Chang, Eric Chieh
1
Chen, Nan
1
Cheng, B. N.
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Economics letters
667
Journal of econometrics
542
Working paper / National Bureau of Economic Research, Inc.
420
NBER working paper series
373
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
337
NBER Working Paper
337
Econometric theory
316
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
312
Insurance / Mathematics & economics
274
European journal of operational research : EJOR
264
Discussion paper / Tinbergen Institute
218
Journal of economic dynamics & control
218
Journal of banking & finance
209
Discussion paper / Centre for Economic Policy Research
207
Série des documents de travail / Centre de Recherche en Économie et Statistique
205
Econometric reviews
204
CESifo working papers
187
Journal of applied econometrics
184
Journal of economic theory
169
Working paper
161
The review of economics and statistics
155
Journal of quantitative economics : official journal of the Indian Econometric Society
151
Economic modelling
149
Applied economics
148
Finance research letters
141
American journal of agricultural economics
139
CORE discussion paper : DP
135
Journal of empirical finance
133
Discussion paper / Center for Economic Research, Tilburg University
132
International economic review
131
Journal of risk and uncertainty : JRU
129
Journal of financial economics
127
Management science : journal of the Institute for Operations Research and the Management Sciences
127
Journal of monetary economics
122
Oxford bulletin of economics and statistics
121
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
119
The review of financial studies
116
Journal of forecasting
114
Risks : open access journal
114
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ECONIS (ZBW)
115
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1
Risk-minimization for life insurance liabilities with dependent mortality risk
Biagini, Francesca
;
Botero, Camila
;
Schreiber, Irene
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 505-533
Persistent link: https://www.econbiz.de/10011752521
Saved in:
2
Model uncertainty and scenario aggregation
Cambou, Mathieu
;
Filipović, Damir
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 534-567
Persistent link: https://www.econbiz.de/10011752528
Saved in:
3
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
4
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
5
Comparing local risks by acceptance and rejection
Schreiber, Amnon
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 412-430
Persistent link: https://www.econbiz.de/10011577169
Saved in:
6
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
7
Multidimensional dynamic risk measure via conditional g-expectation
Xu, Yuhong
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Saved in:
8
Multivariate subordination of Markov processes with financial applications
Mendoza-Arriaga, Rafael
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 699-747
Persistent link: https://www.econbiz.de/10011583791
Saved in:
9
Fire sales forensics : measuring endogenous risk
Cont, Rama
;
Wagalath, Lakshithe
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 835-866
Persistent link: https://www.econbiz.de/10011583806
Saved in:
10
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
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