//--> //--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~source:"econis"
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:"Calculus"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Analysis
16
Mathematical analysis
16
Theorie
13
Theory
13
Stochastic process
12
Stochastischer Prozess
12
Option pricing theory
9
Optionspreistheorie
9
Portfolio selection
6
Portfolio-Management
6
Finanzmathematik
5
Mathematical finance
5
Mathematical programming
4
Mathematische Optimierung
4
Volatility
4
Volatilität
4
Black-Scholes model
3
Black-Scholes-Modell
3
Experiment
3
Risiko
3
Risk
3
backward stochastic differential equation
3
CAPM
2
Credit risk
2
Derivat
2
Derivative
2
Kreditrisiko
2
Malliavin calculus
2
Measurement
2
Messung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Risikomaß
2
Risk measure
2
backward stochastic differential equations
2
counterparty risk
2
funding costs
2
stochastic volatility models
2
Arbitrage
1
Arbitrage Pricing
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
18
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
19
Author
All
Crépey, Stéphane
2
Kohatsu-Higa, Arturo
2
Alòs, Elisa
1
Bally, V.
1
Bermin, Hans-Peter
1
Bernis, Guillaume
1
Bouleau, Nicolas
1
Chen, Zhanyu
1
Corlay, Sylvain
1
Davis, Mark H. A.
1
Elie, Romuald
1
Espinosa, Gilles-Eduard
1
Espinosa, Gilles.Eduard
1
Gatheral, Jim
1
Gobet, Emmanuel
1
Lebovits, Joachim
1
Lévy Véhel, Jacques
1
Matoussi, Anis
1
Montero, Miquel
1
Nyström, Kaj
1
Obłój, Jan
1
Pagès, G.
1
Parviainen, Mikko
1
Possamaï, Dylan
1
Printems, J.
1
Raval, Vimal
1
Rheinländer, Thorsten
1
Schied, Alexander
1
Sircar, Kaushik Ronnie
1
Slynko, Alla
1
Sturm, Stephan
1
Talay, Denis
1
Touzi, Nizar
1
Xu, Yuhong
1
Xu, Zuo Quan
1
Zheng, Zivu
1
Zhou, Chao
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
30
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
25
Finance and stochastics
20
Journal of economic dynamics & control
20
Journal of mathematical finance
20
The journal of computational finance
20
Insurance / Mathematics & economics
19
Discussion papers of interdisciplinary research project 373
17
Working paper / National Bureau of Economic Research, Inc.
17
Mathematics Preprint Archive
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Journal of econometrics
15
Quantitative finance
15
European journal of operational research : EJOR
14
SpringerLink / Bücher
14
Discussion paper / Centre for Economic Policy Research
13
NBER working paper series
13
Applied mathematical finance
12
CESifo working papers
12
Mathematics of operations research
12
Discussion paper / Center for Economic Research, Tilburg University
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Economics letters
11
International journal of financial engineering
11
Macroeconomic dynamics
11
NBER Working Paper
11
Risks : open access journal
11
CORE discussion papers : DP
10
SFB 649 discussion paper
10
Annals of operations research
9
Computational economics
9
Economic modelling
9
Journal of mathematical economics
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
CIRJE discussion papers / F series
8
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Lecture notes in economics and mathematical systems : LNEMS
8
Lehrbuch
8
Probability theory and related fields
8
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Tug-of-war, market manipulation, and option pricing
Nyström, Kaj
;
Parviainen, Mikko
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 279-312
Persistent link: https://www.econbiz.de/10011752483
Saved in:
2
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
Saved in:
3
A note on the quantile formulation
Xu, Zuo Quan
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 589-601
Persistent link: https://www.econbiz.de/10011583612
Saved in:
4
Multidimensional dynamic risk measure via conditional g-expectation
Xu, Yuhong
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Saved in:
5
Optimal selling rules for monetary invariant criteria : tracking the maximum of a portfolio with negative drift
Elie, Romuald
;
Espinosa, Gilles-Eduard
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 754-788
Persistent link: https://www.econbiz.de/10011350516
Saved in:
6
From smile asymptotics to market risk measures
Sircar, Kaushik Ronnie
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 400-425
Persistent link: https://www.econbiz.de/10011350605
Saved in:
7
Robust utility maximization in nondominated models with 2BSDE : the uncertain volatility model
Matoussi, Anis
;
Possamaï, Dylan
;
Zhou, Chao
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 258-287
Persistent link: https://www.econbiz.de/10011350647
Saved in:
8
Optimal investment under relative performance concerns
Espinosa, Gilles.Eduard
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 221-257
Persistent link: https://www.econbiz.de/10011350661
Saved in:
9
Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
Saved in:
10
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->