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~isPartOf:"Asia-Pacific financial markets"
~subject:"Portfolio selection"
~type:"article"
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Portfolio selection
Option pricing theory
77
Optionspreistheorie
77
Theorie
26
Theory
26
Stochastic process
24
Stochastischer Prozess
24
Option trading
22
Optionsgeschäft
22
Volatility
22
Volatilität
22
Black-Scholes model
18
Black-Scholes-Modell
18
Yield curve
14
Zinsstruktur
14
Credit risk
11
Kreditrisiko
11
Derivat
9
Derivative
9
CAPM
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Incomplete market
7
Markov chain
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Markov-Kette
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Unvollkommener Markt
7
Asymptotic expansion
5
Estimation theory
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Japan
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Martingal
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Martingale
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
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Option pricing
5
Schätztheorie
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Credit derivative
4
Currency option
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Devisenoption
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Experiment
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Hedging
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Interest rate
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English
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Platen, Eckhard
2
Baldeaux, Jan
1
Heath, David C.
1
Ji, Qin
1
Liang, Jin
1
Ma, Jun Mei
1
Miura, Ryozo
1
Wang, Tao
1
Yamauchi, Hiroaki
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Asia-Pacific financial markets
International journal of theoretical and applied finance
39
Insurance / Mathematics & economics
34
Mathematical finance : an international journal of mathematics, statistics and financial theory
29
Finance and stochastics
28
Journal of economic dynamics & control
23
Quantitative finance
22
Journal of banking & finance
21
European journal of operational research : EJOR
15
Review of derivatives research
15
Applied mathematical finance
14
International journal of financial engineering
14
Journal of mathematical finance
14
The journal of futures markets
13
Mathematics and financial economics
12
Finance research letters
10
International review of financial analysis
10
Mathematical methods of operations research
10
Journal of financial economics
9
Journal of risk and financial management : JRFM
9
The European journal of finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of computational finance
9
The journal of finance : the journal of the American Finance Association
8
The review of financial studies
8
Risks : open access journal
7
Scandinavian actuarial journal
7
The journal of derivatives : JOD
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Advances in futures and options research : a research annual
6
Astin bulletin : the journal of the International Actuarial Association
6
Economic modelling
6
Economics letters
6
Finanzmarkt und Portfolio-Management
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Mathematics of operations research
6
Review of finance : journal of the European Finance Association
6
Applied economics letters
5
Computational Management Science : CMS
5
International review of economics & finance : IREF
5
Operations research letters
5
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1
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
Saved in:
2
Valuation of portfolio credit derivatives with default intensities using the Vasicek model
Liang, Jin
;
Ma, Jun Mei
;
Wang, Tao
;
Ji, Qin
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10009237750
Saved in:
3
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10003084162
Saved in:
4
The pricing formula for commodity-linked bonds with stochastic convenience yields and default risk
Miura, Ryozo
;
Yamauchi, Hiroaki
- In:
Asia-Pacific financial markets
5
(
1998
)
2
,
pp. 129-158
Persistent link: https://www.econbiz.de/10001372064
Saved in:
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