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~isPartOf:"Applied mathematical finance"
~isPartOf:"Econometric reviews"
~isPartOf:"Finance and stochastics"
~subject:"Stochastic process"
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Stochastic process
CAPM
114
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67
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Option pricing theory
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26
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Biagini, Francesca
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Applied mathematical finance
Econometric reviews
Finance and stochastics
Journal of economic dynamics & control
18
International journal of theoretical and applied finance
17
Quantitative finance
15
European journal of operational research : EJOR
11
Annals of finance
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9
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Asia-Pacific financial markets
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Finance research letters
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ERIM report series research in management
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Economics letters
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FEDS Working Paper
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International journal of financial engineering
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1
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
2
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
3
Explicit representations for utility indifference prices
Hess, Markus
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10012625986
Saved in:
4
A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
5
Explosion in the quasi-Gaussian HJM model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 643-666
Persistent link: https://www.econbiz.de/10011945882
Saved in:
6
Weak time-derivatives and no-arbitrage pricing
Marinacci, Massimo
;
Severino, Federico
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 1007-1036
Persistent link: https://www.econbiz.de/10011946595
Saved in:
7
Pricing of defaultable bonds with random information flow
Brody, Dorje C.
;
Law, Yan Tai
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 399-420
Persistent link: https://www.econbiz.de/10011490604
Saved in:
8
Shifting martingale measures and the birth of a bubble as a submartingale
Biagini, Francesca
;
Föllmer, Hans
;
Nedelcu, Sorin
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10010340747
Saved in:
9
Stochastic correlation and volatility mean-reversion : empirical motivation and derivatives pricing via perturbation theory
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 555-594
Persistent link: https://www.econbiz.de/10010500871
Saved in:
10
Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension
Strong, Winslow
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 487-514
Persistent link: https://www.econbiz.de/10010396056
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