//--> //--> //--> //-->
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:"Annals of finance"
~isPartOf:"Econometric Institute research papers"
~subject:"Commodity derivative"
~subject:"Optionspreistheorie"
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:"Stochastisches Modell "
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Commodity derivative
Optionspreistheorie
Stochastic process
105
Stochastischer Prozess
105
Theorie
47
Theory
47
Volatility
44
Volatilität
44
Option pricing theory
28
Portfolio selection
20
Portfolio-Management
20
Börsenkurs
14
Share price
14
Derivat
11
Derivative
11
USA
11
United States
11
ARCH model
10
ARCH-Modell
10
CAPM
10
Estimation
10
Schätzung
10
Option trading
8
Optionsgeschäft
8
Risikoaversion
8
Risk aversion
8
Stochastic volatility
8
Hedging
7
Markov chain
7
Markov-Kette
7
Mathematical programming
7
Mathematische Optimierung
7
Time series analysis
7
Zeitreihenanalyse
7
Analysis
6
Mathematical analysis
6
Modellierung
6
Rohstoffderivat
6
Scientific modelling
6
Statistical distribution
6
more ...
less ...
Online availability
All
Undetermined
18
Free
4
Type of publication
All
Article
29
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Arbeitspapier
4
Working Paper
4
Graue Literatur
3
Non-commercial literature
3
Language
All
English
33
Author
All
Elliott, Robert J.
3
Hooi Hooi Lean
3
McAleer, Michael
3
Viens, Frederi G.
3
Wong, Wing Keung
3
Chan, Leunglung
2
Leung, Tim
2
SenGupta, Indranil
2
Angoshtari, Bahman
1
Bayraktar, Erhan
1
Brignone, Riccardo
1
Bufalo, Michele
1
Chen, Xiaodong
1
Chronopoulou, Alexandra
1
Comte, Fabienne
1
Coutin, Laure
1
Di Bari, Antonio
1
Dokučaev, Nikolaj G.
1
Escobar, Marcos
1
Fouque, Jean-Pierre
1
Funahashi, Hideharu
1
Garnier, Josselin
1
Grabchak, Michael
1
Gulisashvili, Archil
1
Hafner, Christian M.
1
Hainaut, Donatien
1
Herzberg, Frederik
1
Issaka, Aziz
1
Junike, Gero
1
Kijima, Masaaki
1
Kirkby, J. Lars
1
Krasin, Vladislav Y.
1
Leunga, Charles Guy Njike
1
Li, Xun
1
Madan, Dilip B.
1
Melʹnikov, Aleksandr V.
1
Moreno-Franco, Harold A.
1
Nguyen, Duy
1
Renault, Eric
1
Salmon, Nicholas
1
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
1
Published in...
All
Annals of finance
Econometric Institute research papers
International journal of theoretical and applied finance
210
Quantitative finance
104
Applied mathematical finance
89
The journal of computational finance
87
Finance and stochastics
81
Insurance / Mathematics & economics
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
63
European journal of operational research : EJOR
58
International journal of financial engineering
57
Computational economics
48
Journal of mathematical finance
47
The journal of futures markets
45
Risks : open access journal
42
Review of derivatives research
41
Finance research letters
39
Journal of economic dynamics & control
38
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of banking & finance
31
Energy economics
30
Journal of econometrics
26
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
25
Asia-Pacific financial markets
24
Research paper series / Swiss Finance Institute
24
Journal of risk and financial management : JRFM
20
Mathematical finance : an international journal of mathematics, statistics and financial economics
20
The European journal of finance
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Economic modelling
17
Mathematics and financial economics
16
Operations research letters
16
Journal of financial economics
15
Mathematics of operations research
15
SFB 649 discussion paper
15
Applied economics
14
Decisions in economics and finance : DEF ; a journal of applied mathematics
14
Review of quantitative finance and accounting
14
SpringerLink / Bücher
13
Mathematical methods of operations research
12
Discussion paper / B
11
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Affine Heston model style with self-exciting jumps and long memory
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
Annals of finance
20
(
2024
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10014566365
Saved in:
2
The valuation of corporations : a derivative pricing perspective
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
19
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014253867
Saved in:
3
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
4
Performance of advanced stock price models when it becomes exotic : an empirical study
Junike, Gero
;
Schoutens, Wim
;
Stier, Hauke
- In:
Annals of finance
18
(
2022
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10013194639
Saved in:
5
Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate
Bufalo, Michele
;
Di Bari, Antonio
;
Villani, Giovanni
- In:
Annals of finance
18
(
2022
)
2
,
pp. 247-266
Persistent link: https://www.econbiz.de/10013278984
Saved in:
6
Fractional Barndorff-Nielsen and Shephard model : applications in variance and volatility swaps, and hedging
Salmon, Nicholas
;
SenGupta, Indranil
- In:
Annals of finance
17
(
2021
)
4
,
pp. 529-558
Persistent link: https://www.econbiz.de/10012664151
Saved in:
7
Asian options pricing in Hawkes-type jump-diffusion models
Brignone, Riccardo
;
Sgarra, Carlo
- In:
Annals of finance
16
(
2020
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012495966
Saved in:
8
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
9
Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Annals of finance
16
(
2020
)
3
,
pp. 307-351
Persistent link: https://www.econbiz.de/10012496337
Saved in:
10
Dynamic portfolio strategies under a fully correlated jump-diffusion process
Escobar, Marcos
;
Moreno-Franco, Harold A.
- In:
Annals of finance
15
(
2019
)
3
,
pp. 421-453
Persistent link: https://www.econbiz.de/10012240153
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->