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subject:"Schätztheorie"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Volatility"
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Schätztheorie
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
Risk
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 in journal
77
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77
Collection of articles of several authors
1
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1
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English
77
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Schweizer, Martin
4
Renault, Eric
3
Benth, Fred Espen
2
Carr, Peter
2
Fouque, Jean-Pierre
2
Glasserman, Paul
2
Gulisashvili, Archil
2
Hobson, David G.
2
Jamshidian, Farshid
2
Jeanblanc, Monique
2
Platen, Eckhard
2
Rogers, Leonard C. G.
2
Sircar, Kaushik Ronnie
2
Stein, Elias M.
2
Touzi, Nizar
2
Alvarez, Luis H. R.
1
Barndorff-Nielsen, Ole E.
1
Barucci, Emilio
1
Benaim, S.
1
Biagini, Francesca
1
Bossaerts, Peter L.
1
Campolieti, Giuseppe
1
Carverhill, Andrew
1
Chang, Eric Chieh
1
Chen, Nan
1
Cheng, B. N.
1
Cheng, Peng
1
Chesney, Marc
1
Chevalier, Etienne
1
Comte, Fabienne
1
Cont, Rama
1
Corielli, Francesco
1
Cotton, Peter
1
Dempster, Michael A. H.
1
Duan, Jin-Chuan
1
Ekström, Erik
1
El Karoui, Nicole
1
Elliott, Robert J.
1
Eraker, Bjørn
1
Filipović, Damir
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of econometrics
482
Economics letters
461
Econometric theory
297
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
263
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
254
Working paper / National Bureau of Economic Research, Inc.
241
Econometric reviews
178
NBER working paper series
174
Journal of applied econometrics
166
Série des documents de travail / Centre de Recherche en Économie et Statistique
164
NBER Working Paper
155
Discussion paper / Tinbergen Institute
150
Journal of quantitative economics : official journal of the Indian Econometric Society
142
The review of economics and statistics
131
Journal of banking & finance
121
Oxford bulletin of economics and statistics
111
Applied economics
106
Discussion paper / Centre for Economic Policy Research
105
Journal of economic dynamics & control
105
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
103
Working paper
100
Journal of forecasting
99
Journal of empirical finance
97
Discussion paper / Center for Economic Research, Tilburg University
95
International journal of forecasting
93
Economic modelling
90
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
88
CORE discussion paper : DP
87
Journal of international money and finance
86
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
81
Statistical papers
81
Journal of financial economics
80
Finance research letters
79
International journal of theoretical and applied finance
79
The review of financial studies
75
International economic review
73
The review of economic studies
68
The journal of finance : the journal of the American Finance Association
65
SFB 649 discussion paper
64
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1
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:
2
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:
3
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:
4
Model-independent lower bound on variance SWAPS
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
Saved in:
5
Running for the exit : distressed selling and endogenous correlation in financial markets
Cont, Rama
;
Wagalath, Lakshithe
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 718-741
Persistent link: https://www.econbiz.de/10010187675
Saved in:
6
The effect of estimation in high-dimensional portfolios
Gandy, Axel
;
Veraart, Luitgard
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 531-559
Persistent link: https://www.econbiz.de/10009783354
Saved in:
7
The multivariate supOU stochastic volatility model
Barndorff-Nielsen, Ole E.
;
Stelzer, Robert
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 275-296
Persistent link: https://www.econbiz.de/10009721748
Saved in:
8
Volatility and covariation estimation when microstructure noise and trading times are endogenous
Robert, Christian Yann
;
Rosenbaum, Mathieu
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 133-164
Persistent link: https://www.econbiz.de/10009554688
Saved in:
9
Equilibrium asset and option pricing under jump diffusion
Zhang, Jin E.
;
Zhao, Huimin
;
Chang, Eric Chieh
- In:
Mathematical finance : an international journal of …
22
(
2012
)
3
,
pp. 538-568
Persistent link: https://www.econbiz.de/10009613181
Saved in:
10
On properties of analytically solvable families of local volatility diffusion models
Campolieti, Giuseppe
;
Makarov, Roman
- In:
Mathematical finance : an international journal of …
22
(
2012
)
3
,
pp. 488-518
Persistent link: https://www.econbiz.de/10009613183
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