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Decisions in economics and finance : DEF ; a journal of applied mathematics
242
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237
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1
Some reflections on past and future of nonlinear dynamics in economics and finance
Anufriev, Mikhail
;
Radi, Davide
;
Tramontana, Fabio
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 91-118
Persistent link: https://www.econbiz.de/10011997785
Saved in:
2
Special issue on mathematical and statistical methods for acturial sciences and finance
Albarran, Irene
(
ed.
);
Grane, Aurea
(
ed.
);
Perna, Cira
(
ed.
)
-
2019
Persistent link: https://www.econbiz.de/10012065245
Saved in:
3
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:
4
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:
5
Variable annuities with a threshold fee : valuation, numerical implementation and comparative static analysis
Bacinello, Anna Rita
;
Zoccolan, Ivan
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 21-49
Persistent link: https://www.econbiz.de/10012065156
Saved in:
6
Possibilistic mean-variance portfolios versus probabilistic ones : the winner is...
Corazza, Marco
;
Nardelli, Carla
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 51-75
Persistent link: https://www.econbiz.de/10012065164
Saved in:
7
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:
8
A stochastic model to evaluate pricing distortions in indemnity insurance methods for MTPL insurance
Fersini, Paola
;
Forte, Salvatore
;
Melisi, Giuseppe
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 103-133
Persistent link: https://www.econbiz.de/10012065179
Saved in:
9
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:
10
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II
Gambaro, Anna Maria
;
Casalini, Riccardo
;
Fusai, Gianluca
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 157-187
Persistent link: https://www.econbiz.de/10012065187
Saved in:
11
Coherentmodeling of mortality patterns for age-specific subgroups
Giordano, Giuseppe
;
Haberman, Steven
;
Russolillo, Maria
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 189-204
Persistent link: https://www.econbiz.de/10012065205
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12
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:
13
Behavioral premium principles
Nardon, Martina
;
Pianca, Paolo
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 229-257
Persistent link: https://www.econbiz.de/10012065213
Saved in:
14
A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy
Vilar Zanón, José Luis
;
Peraita‑Ezcurra, Olivia
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 259-276
Persistent link: https://www.econbiz.de/10012065216
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15
On the extension of binary relations in economic and game theories
Andrikopoulos, Athanasios
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 277-285
Persistent link: https://www.econbiz.de/10012065220
Saved in:
16
Time-consistency of risk measures : how strong is such a property?
Mastrogiacomo, Elisa
;
Rosazza Gianin, Emanuela
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 287-317
Persistent link: https://www.econbiz.de/10012065238
Saved in:
17
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:
18
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:
19
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
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20
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
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21
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
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22
Asymptotic results for the Fourier estimator of the integrated quarticity
Livieri, Giulia
;
Mancino, Maria Elvira
;
Marmi, Stefano
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 471-502
Persistent link: https://www.econbiz.de/10012127239
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23
On parameter estimation of Heston's stochastic volatilitymodel : a polynomial filtering method
Cacace, Filippo
;
Germani, Alfredo
;
Papi, Marco
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 503-525
Persistent link: https://www.econbiz.de/10012127257
Saved in:
24
Moment explosions in the rough Heston model
Gerhold, Stefan
;
Gerstenecker, Christoph
;
Pinter, Arpad
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 575-608
Persistent link: https://www.econbiz.de/10012127280
Saved in:
25
Calibration of local volatility model with stochastic interestrates by efficient numerical PDE methods
Hok, Julien
;
Tan, Shih-Hau
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 609-637
Persistent link: https://www.econbiz.de/10012127281
Saved in:
26
A realized volatility approach to option pricing with continuous and jump variance components
Alitab, Dario
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 639-664
Persistent link: https://www.econbiz.de/10012127296
Saved in:
27
Robust calibration and arbitrage-free interpolation of SSVI slices
Corbetta, Jacopo
;
Cohort, Pierre
;
Laachir, Ismail
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 665-677
Persistent link: https://www.econbiz.de/10012127308
Saved in:
28
Model-free stochastic collocation for an arbitrage-free implied volatility, part I
Le Floc'h, Fabien
;
Oosterlee, Cornelis Willebrordus
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 679-714
Persistent link: https://www.econbiz.de/10012127314
Saved in:
29
Semi-analytical prices for lookback and barrier options under the Heston model
De Gennaro Aquino, Luca
;
Bernard, Carole
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 715-741
Persistent link: https://www.econbiz.de/10012127317
Saved in:
30
A note on the implied volatility of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Saved in:
31
Special issue quantitative developments in financial volatility : theory and practice
Alòs, Elisa
(
ed.
);
Mancino, Maria Elvira
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012127325
Saved in:
32
Optimal strategy for a fund manager with option compensation
Nicolosi, Marco
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011997013
Saved in:
33
Real options signaling game models for dynamic acquisition under information asymmetry
Leung, Chi Man
;
Kwok, Yue-Kuen
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
1
,
pp. 35-63
Persistent link: https://www.econbiz.de/10011997020
Saved in:
34
Market consistent valuations with financial imperfection
Assa, Hirbod
;
Gospodinov, Nikolaj
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10011997028
Saved in:
35
Classic rational bubbles and representativeness
Ferrara, Massimiliano
;
Pansera, Bruno Antonio
;
Strati, …
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10011997041
Saved in:
36
A piecewise linear model of credit traps and credit cycles : a complete characterization
Matsuyama, Kiminori
;
Sushko, Iryna
;
Gardini, Laura
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 119-143
Persistent link: https://www.econbiz.de/10011997802
Saved in:
37
Poverty trap, boom and bust periods and growth : a nonlinear model for non-developed and developing countries
Grassetti, Francesca
;
Mammana, C.
;
Michetti, Elisabetta
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 145-162
Persistent link: https://www.econbiz.de/10011997810
Saved in:
38
A model of growth with inherited tastes
Fanti, Luciano
;
Gori, Luca
;
Mammana, C.
;
Michetti, …
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 163-186
Persistent link: https://www.econbiz.de/10011997911
Saved in:
39
Global indeterminacy and equilibrium selection in a model with depletion of non-renewable resources
Bella, Giovanni
;
Mattana, Paolo
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 187-202
Persistent link: https://www.econbiz.de/10011997919
Saved in:
40
Environmental depletion, defensive consumption and negative externalities
Maccioni, Alessandro Fiori
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 203-218
Persistent link: https://www.econbiz.de/10011997921
Saved in:
41
Competition and cooperation in the exploitation of the groundwater resource
Biancardi, Marta Elena
;
Maddalena, Lucia
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 219-237
Persistent link: https://www.econbiz.de/10011997924
Saved in:
42
Effects of fixed and continuously distributed delays in a monopoly model with constant price elasticity
Guerrini, Luca
;
Pecora, Nicolò
;
Sodini, Mauro
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 239-257
Persistent link: https://www.econbiz.de/10011997926
Saved in:
43
A continuous-time heterogeneous duopoly model with delays
Brianzoni, Serena
;
Campisi, Giovanni
;
Guerrini, Luca
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 259-275
Persistent link: https://www.econbiz.de/10011997929
Saved in:
44
Heterogeneous players in a Cournot model with differentiated products
Caravaggio, Andrea
;
Sodini, Mauro
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 277-295
Persistent link: https://www.econbiz.de/10011997932
Saved in:
45
Oligopoly models with different learning and production time scales
Cavalli, Fausto
;
Naimzada, Ahmad
;
Sodini, Mauro
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 297-312
Persistent link: https://www.econbiz.de/10011997934
Saved in:
46
An evolutionary model with best response and imitative rules
Baiardi, Lorenzo Cerboni
;
Naimzada, Ahmad
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 313-333
Persistent link: https://www.econbiz.de/10011997936
Saved in:
47
Technology choice in an evolutionary oligopoly game
Lamantia, Fabio
;
Negriu, Anghel
;
Tuinstra, Jan
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 335-356
Persistent link: https://www.econbiz.de/10011997938
Saved in:
48
Steady states, stability and bifurcations in multi-asset market models
Dieci, Roberto
;
Schmitt, Noemi
;
Westerhoff, Frank H.
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 357-378
Persistent link: https://www.econbiz.de/10011997945
Saved in:
49
A heterogeneous agent model of asset price dynamics with two time delays
Guerrini, Luca
;
Matsumoto, Akio
;
Szidarovszky, Ferenc
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 379-397
Persistent link: https://www.econbiz.de/10011997946
Saved in:
50
Fast and accurate calculation of American option prices
Ballestra, Luca Vincenzo
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 399-426
Persistent link: https://www.econbiz.de/10011997949
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