//--> //--> //-->
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:"SFB 649 discussion paper"
~isPartOf:"Journal of banking & finance"
~person:"Platen, Eckhard"
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:"Stochastisches Modell"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Benchmark approach
2
Martingal
2
Martingale
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
3/2 Stochastic volatility model
1
Benchmarking
1
Bubbles
1
Börsenkurs
1
Currency derivative
1
Derivat
1
Derivative
1
Devisenmarkt
1
Exchange rate
1
Financial market
1
Finanzmarkt
1
Foreign exchange market
1
Forex market
1
Geldmarkt
1
Markov chain
1
Markov chain Monte Carlo
1
Markov-Kette
1
Model calibration
1
Money market
1
Money market bubbles
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Share price
1
Smile and skew of vanilla options
1
Spekulationsblase
1
Stochastic volatility models
1
Strict local martingale
1
Strict local martingales
1
Theorie
1
more ...
less ...
Online availability
All
Undetermined
1
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
Platen, Eckhard
Reiß, Markus
10
Härdle, Wolfgang
8
Belomestny, Denis
6
Bibinger, Markus
4
Branger, Nicole
4
Gapeev, Pavel V.
4
Hautsch, Nikolaus
4
Meyer-Gohde, Alexander
4
Horst, Ulrich
3
Kappus, Johanna
3
Leippold, Markus
3
Post, Thomas
3
Söhl, Jakob
3
Backwell, Alex
2
Baldeaux, Jan
2
Feng, Guohua
2
Hanewald, Katja
2
Jirak, Moritz
2
Kaeck, Andreas
2
Kupper, Michael
2
Lan, Hong
2
López Cabrera, Brenda
2
Muck, Matthias
2
Neuhoff, Daniel
2
Ou, Yangguoyi
2
Schoenmakers, John
2
Trabs, Mathias
2
Weron, Rafał
2
Yang, Fuyu
2
Alexander, Carol
1
Arismendi Zambrano, Juan Carlos
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Barbachan, José Santiago Fajardo
1
Barro, Diana
1
Barsotti, Flavia
1
Beliaeva, Natalia A.
1
Bhaumik, Sumon Kumar
1
more ...
less ...
Published in...
All
SFB 649 discussion paper
Journal of banking & finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion papers of interdisciplinary research project 373
2
Research paper / Quantitative Finance Research Group, University of Technology Sydney
2
Annals of financial economics
1
Asia-Pacific financial markets
1
Computational economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / B
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative Finance Research Centre, University of Technology, Sydney Research Paper
1
Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
1
Research Paper Number: 250, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 289, Quantitative Finance Research Centre, University of Technology, Sydney
1
Springer Finance
1
Springer finance
1
Stochastic modelling and applied probability
1
University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
2
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->