//--> //--> //--> //-->
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:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Review of derivatives research"
~isPartOf:"Transportation research / E : an international journal"
~subject:"Derivat"
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:"Brownian bridge"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Stochastic process
214
Stochastischer Prozess
214
Theorie
108
Theory
108
Mathematical programming
58
Mathematische Optimierung
58
Option pricing theory
46
Optionspreistheorie
46
Volatility
33
Volatilität
33
Stochastic programming
19
Scheduling problem
18
Scheduling-Verfahren
18
Portfolio selection
17
Portfolio-Management
17
Tourenplanung
17
Vehicle routing problem
17
Derivative
16
Dynamic programming
16
Dynamische Optimierung
16
Inventory model
16
Lagerhaltungsmodell
16
Lieferkette
16
Supply chain
16
Risiko
14
Risk
14
Option trading
13
Optionsgeschäft
13
Risikoaversion
13
Risk aversion
13
Robust statistics
13
Robustes Verfahren
13
Humanitarian aid
11
Humanitäre Hilfe
11
Operations Research
11
Operations research
11
Disaster
10
Katastrophe
10
Lagermanagement
10
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Du, Du
2
Branger, Nicole
1
Chen, Ren-Raw
1
Chern, Shane
1
Christoffersen, Peter F.
1
Cousin, Areski
1
Crépey, Stéphane
1
Dong, Ziming
1
Elkamhi, Redouane
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Féron, Olivier
1
García Mirantes, Andrés
1
Hieber, Peter
1
Itkin, Andrey
1
Kan, Yu Hang
1
Kim, Young Shin
1
Li, Shenghong
1
Lin, Wei
1
Lin, Zuodong
1
Luo, Dan
1
Mahayni, Antje
1
Monfort, Alain
1
Pandher, Gurupdesh S.
1
Población, Javier
1
Račev, Svetlozar T.
1
Romo, Jacinto Marabel
1
Scherer, Matthias
1
Schöne, Max F.
1
Serna, Gregorio
1
Spinler, Stefan
1
Tang, Dan
1
Torricelli, Lorenzo
1
Wang, Xingchun
1
Yang, Tyler T.
1
Zhang, Jin E.
1
more ...
less ...
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
Review of derivatives research
Transportation research / E : an international journal
International journal of theoretical and applied finance
59
Applied mathematical finance
24
Quantitative finance
19
Journal of mathematical finance
15
European journal of operational research : EJOR
13
International journal of financial engineering
13
Journal of banking & finance
12
The journal of computational finance
12
Journal of econometrics
11
Journal of economic dynamics & control
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Finance and stochastics
10
Annals of finance
9
Energy economics
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Computational economics
6
Finance research letters
6
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Risks : open access journal
6
Journal of risk and financial management : JRFM
5
Mathematical finance
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of derivatives : JOD
5
Applied economics
4
Mathematics and financial economics
4
Research paper series / Swiss Finance Institute
4
Research series / Universiteit van Amsterdam
4
The journal of futures markets
4
Tinbergen Institute research series
4
Working paper series / Centre for Practical Quantitative Finance
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Asia-Pacific journal of financial studies
3
Discussion paper / Tinbergen Institute
3
International review of financial analysis
3
Journal of financial economics
3
Journal of financial engineering
3
NBER working paper series
3
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
2
The pricing of jump propagation : evidence from spot and options markets
Du, Du
;
Luo, Dan
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2360-2387
Persistent link: https://www.econbiz.de/10012039789
Saved in:
3
Pricing VIX derivatives with free stochastic volatility model
Lin, Wei
;
Li, Shenghong
;
Chern, Shane
;
Zhang, Jin E.
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 41-75
Persistent link: https://www.econbiz.de/10012311659
Saved in:
4
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
5
A four-factor stochastic volatility model of commodity prices
Schöne, Max F.
;
Spinler, Stefan
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10011935975
Saved in:
6
Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes
Torricelli, Lorenzo
- In:
Review of derivatives research
19
(
2016
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011742279
Saved in:
7
Is the information obtained from European options on equally weighted baskets enough to determine the prices of exotic derivatives such as worst-of options?
Romo, Jacinto Marabel
- In:
Review of derivatives research
19
(
2016
)
1
,
pp. 65-83
Persistent link: https://www.econbiz.de/10011742281
Saved in:
8
Commodity derivative valuation under a factor model with time-varying market prices of risk
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10011414114
Saved in:
9
Efficiently pricing double barrier derivatives in stochastic volatility models
Escobar, Marcos
;
Hieber, Peter
;
Scherer, Matthias
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 191-216
Persistent link: https://www.econbiz.de/10010529630
Saved in:
10
New solvable stochastic volatility models for pricing volatility derivatives
Itkin, Andrey
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 111-134
Persistent link: https://www.econbiz.de/10009774404
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->