//--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Mathematische Optimierung"
~subject:"Monte-Carlo-Simulation"
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:"Calculus"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Mathematische Optimierung
Monte-Carlo-Simulation
Analysis
16
Mathematical analysis
16
Theorie
11
Theory
11
Stochastic process
10
Stochastischer Prozess
10
Option pricing theory
8
Optionspreistheorie
8
Finanzmathematik
5
Mathematical finance
5
Portfolio selection
4
Portfolio-Management
4
Risiko
3
Risk
3
Volatility
3
Volatilität
3
backward stochastic differential equation
3
Black-Scholes model
2
Black-Scholes-Modell
2
Credit risk
2
Derivat
2
Derivative
2
Experiment
2
Kreditrisiko
2
Mathematical programming
2
Measurement
2
Messung
2
Monte Carlo simulation
2
Risikomaß
2
Risk measure
2
backward stochastic differential equations
2
counterparty risk
2
funding costs
2
Börsenkurs
1
CAPM
1
Cointegration
1
Decision under risk
1
Entscheidung unter Risiko
1
more ...
less ...
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Bernis, Guillaume
1
Elie, Romuald
1
Espinosa, Gilles-Eduard
1
Gobet, Emmanuel
1
Kohatsu-Higa, Arturo
1
Matoussi, Anis
1
Possamaï, Dylan
1
Talay, Denis
1
Zheng, Zivu
1
Zhou, Chao
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
3
Mathematics Preprint Archive
3
Mathematics of operations research
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Applied mathematical finance
2
Operations research
2
The journal of computational finance
2
Annals of operations research
1
Asia-Pacific financial markets
1
Aspects of mathematical finance
1
Berichte und Materialien / Institut für Bank- und Finanzwirtschaft
1
Computational Management Science : CMS
1
Computational economics
1
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
1
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Foundations of Management : the journal of Warsaw University of Technology
1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
Graduate texts in mathematics : GTM
1
Insurance / Mathematics & economics
1
International journal of enterprise network management
1
Journal of Eastern Europe research in business & economics : JEERBE
1
Journal of mathematical finance
1
Lecture Notes in Economics and Mathematical Systems
1
Lecture notes in economics and mathematical systems : LNEMS
1
Logistics
1
Mathematical control theory and finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research letters
1
Publications of the Newton Institute
1
Quantitative finance
1
RAIRO / Operations research
1
Research and education in mathematics : R & E
1
Research paper / University of Melbourne, Department of Economics
1
Review of economic studies and research Virgil Madgearu
1
Risks : open access journal
1
SFB 649 discussion paper
1
Springer Finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal selling rules for monetary invariant criteria : tracking the maximum of a portfolio with negative drift
Elie, Romuald
;
Espinosa, Gilles-Eduard
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 754-788
Persistent link: https://www.econbiz.de/10011350516
Saved in:
2
Robust utility maximization in nondominated models with 2BSDE : the uncertain volatility model
Matoussi, Anis
;
Possamaï, Dylan
;
Zhou, Chao
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 258-287
Persistent link: https://www.econbiz.de/10011350647
Saved in:
3
Monte Carlo evaluation of Greeks for multidimensional barrier and lookback options
Bernis, Guillaume
;
Gobet, Emmanuel
;
Kohatsu-Higa, Arturo
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10001765655
Saved in:
4
Quantiles of the Euler scheme for diffusion processes and financial applications
Talay, Denis
;
Zheng, Zivu
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 187-199
Persistent link: https://www.econbiz.de/10001765673
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->