//--> //--> //--> //-->
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
Retain my current filters
~subject:"Estimation theory"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
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
Search: "Decisions in economics and finance : DEF"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Stochastischer Prozess
Volatilität
Theorie
121
Theory
121
Option pricing theory
47
Optionspreistheorie
47
Portfolio selection
38
Portfolio-Management
38
Stochastic process
31
Volatility
26
Game theory
19
Mathematical programming
19
Mathematische Optimierung
19
Spieltheorie
19
Risiko
16
Risk
16
Option trading
15
Optionsgeschäft
15
CAPM
13
Financial market
12
Finanzmarkt
12
Decision under uncertainty
11
Entscheidung unter Unsicherheit
11
Hedging
11
Black-Scholes model
10
Black-Scholes-Modell
10
Schätztheorie
10
Präferenztheorie
9
Risk management
9
Theory of preferences
9
Estimation
8
Markov chain
8
Markov-Kette
8
Risikoaversion
8
Risikomanagement
8
Risk aversion
8
Asymmetric information
7
Asymmetrische Information
7
Endogenes Wachstumsmodell
7
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
46
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
47
Aufsatz in Zeitschrift
47
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
47
Author
All
Alòs, Elisa
3
Mancino, Maria Elvira
3
Barbachan, José Santiago Fajardo
2
Korn, Ralf
2
Papi, Marco
2
Wang, Tai-Ho
2
Albano, Giuseppina
1
Albeverio, Sergio
1
Alcantud, José C. R.
1
Alitab, Dario
1
Angelini, Flavio
1
Antonelli, Fabio
1
Bernard, Carole
1
Biagini, Francesca
1
Biffi, Paolo
1
Biffis, Enrico
1
Bormetti, Giacomo
1
Cacace, Filippo
1
Cifarelli, D. Michele
1
Clemente, Gian Paolo
1
Cohort, Pierre
1
Corbetta, Jacopo
1
Corcuera, José Manuel
1
Cordoni, Francesco
1
Corsi, Fulvio
1
Costabile, Massimo
1
Cuchiero, Christa
1
D'Amico, Guglielmo
1
Dal Forno, Arianna
1
De Gennaro Aquino, Luca
1
Di Nunno, Giulia
1
Di Persio, Luca
1
Donatucci, Cristina
1
Dore, Mohammed I.
1
Dumas, Bernard
1
Figà-Talamanca, Gianna
1
Focker, Fulvia
1
Foschi, Paolo
1
Gagnon, Gregory
1
Gerhold, Stefan
1
more ...
less ...
Published in...
All
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Source
All
ECONIS (ZBW)
47
Showing
1
-
10
of
47
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Asymptotic expansion for some local volatility models arising in finance
Albeverio, Sergio
;
Cordoni, Francesco
;
Di Persio, Luca
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 527-573
Persistent link: https://www.econbiz.de/10012127266
Saved in:
2
Small sample properties of ML estimator in Vasicek and CIR models : a simulation experiment
Albano, Giuseppina
;
Rocca, Michele la
;
Perna, Cira
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 5-19
Persistent link: https://www.econbiz.de/10012065150
Saved in:
3
Kyle equilibrium under random price pressure
Corcuera, José Manuel
;
Di Nunno, Giulia
;
Barbachan, …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012065175
Saved in:
4
Does market attention affect Bitcoin returns and volatility?
Figà-Talamanca, Gianna
;
Patacca, Marco
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 135-155
Persistent link: https://www.econbiz.de/10012065182
Saved in:
5
Lévy CARMA models for shocks inmortality
Hitaj, Asmerilda
;
Mercuri, Lorenzo
;
Rroji, Edit
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 205-227
Persistent link: https://www.econbiz.de/10012065209
Saved in:
6
Volatility and volatility-linked derivatives : estimation,modeling, and pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
Saved in:
7
Estimation of volatility in a high-frequency setting : a short review
Jacod, Jean
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 351-385
Persistent link: https://www.econbiz.de/10012127222
Saved in:
8
From volatility smiles to the volatility of volatility
Dumas, Bernard
;
Luciano, Elisa
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 387-406
Persistent link: https://www.econbiz.de/10012127226
Saved in:
9
Markovian lifts of positive semidefinite affine Volterra-typeprocesses
Cuchiero, Christa
;
Teichmann, Josef
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 407-448
Persistent link: https://www.econbiz.de/10012127229
Saved in:
10
Estimating stochastic volatility : the rough side to equityreturns
Haynes, Jonathan
;
Schmitt, Daniel
;
Grimm, Lukas
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 449-469
Persistent link: https://www.econbiz.de/10012127236
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->