//--> //--> //-->
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"
~subject:"Option pricing theory"
~subject:"Schätztheorie"
~subject:"Stochastic process"
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:"Integralrechnung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Schätztheorie
Stochastic process
Analysis
6
Mathematical analysis
6
Stochastischer Prozess
6
Stochastic differential equations
4
Theorie
4
Theory
4
Derivat
2
Derivative
2
Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
2
Volatility
2
Volatilität
2
Anlageverhalten
1
Arbitrage
1
Asset pricing
1
Backward stochastic differential equation
1
Behavioural finance
1
Börsenkurs
1
CAPM
1
CIR process
1
Capital asset pricing model
1
Capital distribution curve
1
Comparison theorem
1
Constant elasticity of variance model
1
Deutschland
1
Dynamic optimality
1
Estimation
1
Estimation theory
1
Experiment
1
Finite difference schemes
1
Fokker-Planck equation
1
Germany
1
Hedging
1
Incomplete market
1
Interest rate
1
Market weight
1
Maximum likelihood estimation
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Bayraktar, Erhan
1
Flores, Brandon
1
Krasin, Vladislav Y.
1
Lux, Thomas
1
Melʹnikov, Aleksandr V.
1
Ofori-Atta, Blessing
1
Picková, Radka
1
Sarantsev, Andrey
1
Smirnov, Ivan
1
Young, Virginia R.
1
Zhang, Yumo
1
more ...
less ...
Published in...
All
Annals of finance
International journal of theoretical and applied finance
20
The journal of computational finance
18
Discussion papers of interdisciplinary research project 373
17
Insurance / Mathematics & economics
15
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Journal of mathematical finance
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Finance and stochastics
11
Quantitative finance
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Applied mathematical finance
7
CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
International journal of financial engineering
7
Mathematics of operations research
7
SFB 649 discussion paper
7
CESifo working papers
6
Contemporary quantitative finance : essays in honour of Eckhard Platen
6
Risks : open access journal
6
Dynamic games and applications : DGA
5
Journal of economic dynamics & control
5
Probability theory and related fields
5
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
5
Advanced mathematical methods for finance
4
CARF working paper
4
CIRJE discussion papers / F series
4
Computational economics
4
Economic modelling
4
Journal of econometrics
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Mathematical methods of operations research
4
Mathematics Preprint Archive
4
Tübinger Diskussionsbeitrag
4
Asia-Pacific financial markets
3
Astin bulletin : the journal of the International Actuarial Association
3
CREATES research paper
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
3
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate
Zhang, Yumo
- In:
Annals of finance
18
(
2022
)
4
,
pp. 511-544
Persistent link: https://www.econbiz.de/10013489465
Saved in:
2
A stock market model based on CAPM and market size
Flores, Brandon
;
Ofori-Atta, Blessing
;
Sarantsev, Andrey
- In:
Annals of finance
17
(
2021
)
3
,
pp. 405-424
Persistent link: https://www.econbiz.de/10012622329
Saved in:
3
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
Saved in:
4
Generalized volatility-stabilized processes
Picková, Radka
- In:
Annals of finance
10
(
2014
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10010244577
Saved in:
5
Inference for systems of stochastic differential equations from discretely sampled data : a numerical maximum likelihood approach
Lux, Thomas
- In:
Annals of finance
9
(
2013
)
2
,
pp. 217-248
Persistent link: https://www.econbiz.de/10009741196
Saved in:
6
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Annals of finance
4
(
2008
)
4
,
pp. 399-429
Persistent link: https://www.econbiz.de/10003737188
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->