//--> //--> //--> //-->
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:"Finance and stochastics"
~subject:"Option pricing theory"
~subject:"Search theory"
~subject:"Stochastischer Prozess"
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:"Search theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Search theory
Stochastischer Prozess
Suchtheorie
20
Optionspreistheorie
10
Optimal stopping
9
Theorie
6
Theory
6
Stochastic process
4
Mathematical programming
3
Mathematische Optimierung
3
Option trading
3
Optionsgeschäft
3
Black-Scholes model
2
Black-Scholes-Modell
2
Control theory
2
Dividend
2
Dividende
2
Incomplete information
2
Kontrolltheorie
2
Partial observation
2
Portfolio selection
2
Portfolio-Management
2
Prospect Theory
2
Prospect theory
2
Singular stochastic control
2
Unvollkommene Information
2
American options with maximum process
1
American put
1
Anlageverhalten
1
Behavioural finance
1
Bottleneck
1
Bottleneck option
1
Concentration inequalities
1
Covering numbers
1
Debt-to-GDP ratio
1
Decision under uncertainty
1
Decreasing impatience
1
Derivat
1
Derivative
1
more ...
less ...
Online availability
All
Undetermined
7
Free
3
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Belomestny, Denis
2
Ferrari, Giorgio
2
Bayraktar, Erhan
1
Callegaro, Giorgia
1
Ceci, Claudia
1
Dammann, Felix
1
De Angelis, Tiziano
1
Detemple, Jérôme B.
1
Dickmann, Fabian
1
Décamps, Jean-Paul
1
Egami, Masahiko
1
Frey, Rüdiger
1
Henderson, Vicky
1
Hobson, David G.
1
Huang, Yu-Jui
1
Hübner, Tobias
1
Kifer, Yuri
1
Krätschmer, Volker
1
Lamberton, Damien
1
Mikou, Mohammed
1
Mordecki, Ernesto
1
Muscat, Jonathan
1
Nguyen-Huu, Adrien
1
Norgilas, Dominykas
1
Oryu, Tadao
1
Ott, Curdin
1
Pascucci, Andrea
1
Rodosthenous, Neofytos
1
Schoenmakers, John
1
Tian, Weidong
1
Tse, Alex S. L.
1
Villeneuve, Stéphane
1
Xiong, Jie
1
Young, Virginia R.
1
Zervos, Mihail
1
Zheng, Harry
1
more ...
less ...
Published in...
All
Finance and stochastics
Discussion paper series / IZA
178
Journal of economic theory
141
Discussion paper / Tinbergen Institute
119
NBER working paper series
103
European journal of operational research : EJOR
97
International economic review
97
Discussion paper / Centre for Economic Policy Research
91
Labour economics : official journal of the European Association of Labour Economists
91
IZA Discussion Paper
85
Economics letters
81
NBER Working Paper
81
European economic review : EER
80
Working paper / National Bureau of Economic Research, Inc.
79
Review of economic dynamics
78
CESifo working papers
76
Journal of economic dynamics & control
76
Computers & operations research : and their applications to problems of world concern ; an international journal
70
Discussion papers / CEPR
63
Working paper
61
Journal of monetary economics
55
Games and economic behavior
51
Discussion paper
47
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
45
Management science : journal of the Institute for Operations Research and the Management Sciences
43
International journal of industrial organization
40
Macroeconomic dynamics
40
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
36
Journal of money, credit and banking : JMCB
36
Economic modelling
35
The American economic review
34
Working paper series
33
Economic theory : official journal of the Society for the Advancement of Economic Theory
31
Mathematics of operations research
31
Federal Reserve Bank of Cleveland working paper series
30
Journal of economic behavior & organization : JEBO
30
Operations research
30
Journal of political economy
28
The review of economic studies
27
CESifo Working Paper Series
26
Journal of mathematical economics
23
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix
;
Ferrari, Giorgio
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 713-768
Persistent link: https://www.econbiz.de/10014328989
Saved in:
2
Speculative trading, prospect theory and transaction costs
Tse, Alex S. L.
;
Zheng, Harry
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 49-96
Persistent link: https://www.econbiz.de/10013489496
Saved in:
3
Solving optimal stopping problems under model uncertainty via empirical dual optimisation
Belomestny, Denis
;
Hübner, Tobias
;
Krätschmer, Volker
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 461-503
Persistent link: https://www.econbiz.de/10013440233
Saved in:
4
Optimal dividends with partial information and stopping of a degenerate reflecting diffusion
De Angelis, Tiziano
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 71-123
Persistent link: https://www.econbiz.de/10012253341
Saved in:
5
Partial liquidation under reference-dependent preferences
Henderson, Vicky
;
Muscat, Jonathan
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 335-357
Persistent link: https://www.econbiz.de/10012253356
Saved in:
6
Optimal reduction of public debt under partial observation of the economic growth
Callegaro, Giorgia
;
Ceci, Claudia
;
Ferrari, Giorgio
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 1083-1132
Persistent link: https://www.econbiz.de/10012518165
Saved in:
7
Robust bounds for the American put
Hobson, David G.
;
Norgilas, Dominykas
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 359-395
Persistent link: https://www.econbiz.de/10012023741
Saved in:
8
Time-consistent stopping under decreasing impatience
Huang, Yu-Jui
;
Nguyen-Huu, Adrien
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 69-95
Persistent link: https://www.econbiz.de/10011945627
Saved in:
9
Watermark options
Rodosthenous, Neofytos
;
Zervos, Mihail
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 157-186
Persistent link: https://www.econbiz.de/10011944067
Saved in:
10
A direct solution method for pricing options involving the maximum process
Egami, Masahiko
;
Oryu, Tadao
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 967-993
Persistent link: https://www.econbiz.de/10011944460
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->