//--> //--> //-->
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
isPartOf:"International journal of theoretical and applied finance"
~person:"Biagini, Francesca"
~person:"Dyrssen, Hannah"
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: subject_exact:"Semimartingale"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Martingal
2
Martingale
2
Actuarial mathematics
1
Arbeitslosenversicherung
1
Black-Scholes model
1
Black-Scholes-Modell
1
Credit risk
1
Jump-to-default model
1
Kreditrisiko
1
Markov chain
1
Markov-Kette
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Unemployment insurance
1
Versicherungsmathematik
1
actuarial martingale pricing
1
benchmark approach
1
credit risk
1
doubly stochastic Markov chain
1
intensity based approach
1
martingales
1
the Black-Scholes equation
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Biagini, Francesca
Dyrssen, Hannah
Arai, Takuji
3
Elliott, Robert J.
3
Protter, Philip E.
3
Criens, David
2
Ekström, Erik
2
Kohlmann, Michael
2
Protter, Philip
2
Siu, Tak Kuen
2
Tysk, Johan
2
Xiong, Dewen
2
Alfonsi, Aurélien
1
Badescu, Alexandru
1
Barski, Michał
1
Belomestny, Denis
1
Blais, Marcel
1
Branger, Nicole
1
Brodén, Mats
1
Bäuerle, Nicole
1
Cassese, Gianluca
1
Centanni, Silvia
1
Corbetta, Jacopo
1
Dandapani, Aditi
1
Desmettre, Sascha
1
Dorfleitner, Gregor
1
Fontana, Claudio
1
Gerer, Johannes
1
Gümbel, Sandrine
1
Herdegen, Martin
1
Hubalek, Friedrich
1
Härdle, Wolfgang
1
Imai, Yuto
1
Janson, Svante
1
Jarrow, Robert A.
1
Jeanblanc, Monique
1
Jourdain, Benjamin
1
Kallsen, Jan
1
Kchia, Younes
1
Korn, Ralf
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Finance and stochastics
2
Mathematics and financial economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing equations in jump-to-default models
Dyrssen, Hannah
;
Ekström, Erik
;
Tysk, Johan
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010364757
Saved in:
2
Pricing of unemployment insurance products with doubly stochastic Markov chains
Biagini, Francesca
;
Widenmann, Jan
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009624472
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->