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Decisions in economics and finance : DEF ; a journal of applied mathematics
126
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1
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:
2
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:
3
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:
4
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:
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
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:
7
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:
8
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:
9
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:
10
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:
11
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:
12
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:
13
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:
14
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:
15
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:
16
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:
17
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:
18
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:
19
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:
20
Reaching nirvana with a defaultable asset?
Battauz, Anna
;
De Donno, Marzia
;
Sbuelz, Alessandro
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 31-52
Persistent link: https://www.econbiz.de/10011997092
Saved in:
21
CLO replenishment regarded as linear optimisation problem
Becker, Claas
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 53-62
Persistent link: https://www.econbiz.de/10011997097
Saved in:
22
Differentiated oligopolistic markets with concave cost functions via Ky Fan inequalities
Bigi, Giancarlo
;
Passacantando, Mauro
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 63-79
Persistent link: https://www.econbiz.de/10011997102
Saved in:
23
Necessary conditions for nonsmooth multiobjective semi-infinite problems using Michel-Penot subdifferential
Caristi, Giuseppe
;
Ferrara, Massimiliano
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 103-113
Persistent link: https://www.econbiz.de/10011997114
Saved in:
24
Approximating exact expected utility via portfolio efficient frontiers
Carleo, Alessandra
;
Cesarone, Francesco
;
Gheno, Andrea
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 115-143
Persistent link: https://www.econbiz.de/10011997115
Saved in:
25
Pseudoconvexity on a closed convex set : an application to a wide class of generalized fractional functions
Carosi, Laura
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 145-158
Persistent link: https://www.econbiz.de/10011997116
Saved in:
26
A migration equilibrium model with uncertain data and movement costs
Causa, A.
;
Jadamba, Baasansuren
;
Raciti, F.
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 159-175
Persistent link: https://www.econbiz.de/10011997714
Saved in:
27
Genetic algorithm versus classical methods in sparse index tracking
Giuzio, Margherita
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 243-256
Persistent link: https://www.econbiz.de/10011997732
Saved in:
28
Convex and convex-like optimization over a range inclusion problem and first applications
Mokhtar-Kharroubi, Hocine
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 277-299
Persistent link: https://www.econbiz.de/10011997741
Saved in:
29
Convex incentives in financial markets : an agent-based analysis
Fabretti, Annalisa
;
Gärling, Tommy
;
Herzel, Stefano
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 375-395
Persistent link: https://www.econbiz.de/10011997764
Saved in:
30
On the choice between two delta-hedging strategies
Hong, Liang
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
1
,
pp. 69-80
Persistent link: https://www.econbiz.de/10011451654
Saved in:
31
A representation of risk measures
Amarante, Massimiliano
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
1
,
pp. 95-103
Persistent link: https://www.econbiz.de/10011451666
Saved in:
32
A note on fourth-order risk aversion
Sakagami, Yoshitaka
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
1
,
pp. 105-111
Persistent link: https://www.econbiz.de/10011451671
Saved in:
33
Throwing good money after bad
Rigotti, Luca
;
Ryan, Matthew Joseph
;
Vaithianathan, Rhema
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 175-202
Persistent link: https://www.econbiz.de/10011642434
Saved in:
34
Capital allocation to alternatives with a multivariate ladder gamma return distribution
Buzacott, John A.
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 235-258
Persistent link: https://www.econbiz.de/10011642460
Saved in:
35
Consumption optimization for recursive utility in a jump-diffusion model
Antonelli, Fabio
;
Mancini, Carlo
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 293-310
Persistent link: https://www.econbiz.de/10011642633
Saved in:
36
The link between the Shapley value and the beta factor
Ortmann, Karl Michael
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 311-325
Persistent link: https://www.econbiz.de/10011642639
Saved in:
37
A note on portfolio selection and stochastic dominance
Menegatti, Mario
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 327-331
Persistent link: https://www.econbiz.de/10011642697
Saved in:
38
A short proof of Deb's theorem on Schwartz's rule
Andrikopoulos, Athanasios
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 333-336
Persistent link: https://www.econbiz.de/10011642698
Saved in:
39
Using value-at-risk to reconcile limited liability and the moral-hazard problem
Tulli, Vanda
;
Weinrich, Gerd
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 93-118
Persistent link: https://www.econbiz.de/10010513458
Saved in:
40
Markets with random lifetimes and private values : mean reversion and option to trade
Cvitanić, Jakša
;
Plott, Charles
;
Tseng, Chien-Yao
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010513472
Saved in:
41
Computing the distribution of the sum of dependent random variables via overlapping hypercubes
Galeotti, Marcello
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
2
,
pp. 231-255
Persistent link: https://www.econbiz.de/10011342167
Saved in:
42
Risk management under a prudential policy
Assa, Hirbod
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
2
,
pp. 217-230
Persistent link: https://www.econbiz.de/10011342170
Saved in:
43
A model of information flows and confirmatory bias in financial markets
Bowden, Mark
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
2
,
pp. 197-215
Persistent link: https://www.econbiz.de/10011342177
Saved in:
44
Prepayment risk on callable bonds : theory and test
François, Pascal
;
Pardo, Sophie
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
2
,
pp. 147-176
Persistent link: https://www.econbiz.de/10011342200
Saved in:
45
Term structure of interest rates estimation using rational Chebyshev functions
Manousopoulos, Polychronis
;
Michalopoulos, Michalis
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
2
,
pp. 119-146
Persistent link: https://www.econbiz.de/10011342204
Saved in:
46
Relational consumption and nonlinear dynamics in an overlapping generations model
Antoci, Angelo
;
Sodini, Mauro
;
Zarri, Luca
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
1
,
pp. 137-158
Persistent link: https://www.econbiz.de/10010340243
Saved in:
47
Endogenous lifetime, accidental bequests and economic growth
Fanti, Luciano
;
Gori, Luca
;
Tramontana, Fabio
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
1
,
pp. 81-98
Persistent link: https://www.econbiz.de/10010340250
Saved in:
48
Expectations and industry location : a discrete time dynamical analysis
Agliari, Anna
;
Commendatore, Pasquale
;
Foroni, Ilaria
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
1
,
pp. 3-26
Persistent link: https://www.econbiz.de/10010340260
Saved in:
49
Optimal portfolio choice and consistent performance
Chen, Xianzhe
;
Tian, Weidong
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 453-474
Persistent link: https://www.econbiz.de/10010412415
Saved in:
50
Measuring and adjusting for overconfidence
Schanbacher, Peter
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 423-452
Persistent link: https://www.econbiz.de/10010412423
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