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~isPartOf:"Annals of finance"
~isPartOf:"Econometric Institute research papers"
~subject:"Optionspreistheorie"
~subject:"Risk aversion"
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Search: subject:"Stochastisches Modell "
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Optionspreistheorie
Risk aversion
Stochastic process
104
Stochastischer Prozess
104
Theorie
47
Theory
47
Volatility
43
Volatilität
43
Option pricing theory
27
Portfolio selection
20
Portfolio-Management
20
Börsenkurs
13
Share price
13
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
Hedging
7
Markov chain
7
Markov-Kette
7
Mathematical programming
7
Mathematische Optimierung
7
Stochastic volatility
7
Time series analysis
7
Zeitreihenanalyse
7
Analysis
6
Commodity derivative
6
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6
Modellierung
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6
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6
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31
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31
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4
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4
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3
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English
35
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Viens, Frederi G.
4
Elliott, Robert J.
3
Hooi Hooi Lean
3
McAleer, Michael
3
Wong, Wing Keung
3
Chan, Leunglung
2
SenGupta, Indranil
2
Angoshtari, Bahman
1
Anthropelos, Michail
1
Bayraktar, Erhan
1
Brignone, Riccardo
1
Bufalo, Michele
1
Chronopoulou, Alexandra
1
Comte, Fabienne
1
Coutin, Laure
1
Di Bari, Antonio
1
Dokučaev, Nikolaj G.
1
Escobar, Marcos
1
Flor, Christian Riis
1
Fouque, Jean-Pierre
1
Funahashi, Hideharu
1
Garnier, Josselin
1
Grabchak, Michael
1
Gulisashvili, Archil
1
Hafner, Christian M.
1
Herzberg, Frederik
1
Issaka, Aziz
1
Junike, Gero
1
Kijima, Masaaki
1
Kirkby, J. Lars
1
Krasin, Vladislav Y.
1
Larsen, Linda Sandris
1
Law, Baron
1
Leung, Tim
1
Li, Xun
1
Li, Zhongfei
1
Madan, Dilip B.
1
Melʹnikov, Aleksandr V.
1
Moreno-Franco, Harold A.
1
Munk, Claus
1
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Econometrisch Instituut <Rotterdam>
1
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Annals of finance
Econometric Institute research papers
International journal of theoretical and applied finance
210
Quantitative finance
100
European journal of operational research : EJOR
87
Applied mathematical finance
85
The journal of computational finance
84
Finance and stochastics
82
Insurance / Mathematics & economics
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
64
International journal of financial engineering
56
Computational economics
47
Journal of mathematical finance
47
Risks : open access journal
42
Finance research letters
40
Review of derivatives research
40
Journal of economic dynamics & control
38
The journal of futures markets
38
Journal of banking & finance
32
The North American journal of economics and finance : a journal of financial economics studies
32
Journal of econometrics
28
Research paper series / Swiss Finance Institute
25
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
24
Energy economics
23
Operations research letters
23
Asia-Pacific financial markets
22
Journal of risk and financial management : JRFM
21
The European journal of finance
20
Mathematical finance : an international journal of mathematics, statistics and financial economics
19
Mathematics of operations research
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Economic modelling
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Journal of financial economics
16
Mathematics and financial economics
16
SFB 649 discussion paper
15
Decisions in economics and finance : DEF ; a journal of applied mathematics
14
Discussion paper / Tinbergen Institute
14
Review of quantitative finance and accounting
14
SpringerLink / Bücher
14
Applied economics
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ECONIS (ZBW)
35
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Optimal dynamic basis trading
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
15
(
2019
)
3
,
pp. 307-335
Persistent link: https://www.econbiz.de/10012240079
Saved in:
8
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:
9
Extreme-strike asymptotics for general Gaussian stochastic volatility models
Gulisashvili, Archil
;
Viens, Frederi G.
;
Zhang, Xin
- In:
Annals of finance
15
(
2019
)
1
,
pp. 59-101
Persistent link: https://www.econbiz.de/10012058191
Saved in:
10
Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes
Krasin, Vladislav Y.
;
Smirnov, Ivan
;
Melʹnikov, …
- In:
Annals of finance
14
(
2018
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10011945591
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