//--> //--> //-->
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"
~subject:"Analysis"
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:"Stochastic Differential Equations"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Analysis
Mathematical analysis
3
Stochastic process
3
Stochastischer Prozess
3
Option pricing theory
2
Optionspreistheorie
2
Volatility
2
Volatilität
2
backward stochastic differential equations
2
Black-Scholes model
1
Black-Scholes-Modell
1
Experiment
1
Finanzmathematik
1
Gaussian process
1
Hull & White model
1
Karhunen-Loève
1
Mathematical finance
1
Measurement
1
Messung
1
Nash equilibrium
1
Nash-Gleichgewicht
1
Portfolio selection
1
Portfolio-Management
1
Risiko
1
Risikomaß
1
Risk
1
Risk measure
1
S-transform
1
Theorie
1
Theory
1
Wick-Itô integral
1
differential game
1
dynamic convex risk measures
1
fractional Brownian motion
1
functional quantization
1
indifference pricing
1
multifractional Brownian motion
1
portfolio optimization
1
relative concerns
1
stochastic differential equations
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Corlay, Sylvain
1
Espinosa, Gilles.Eduard
1
Lebovits, Joachim
1
Lévy Véhel, Jacques
1
Sircar, Kaushik Ronnie
1
Sturm, Stephan
1
Touzi, Nizar
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
5
Annals of finance
4
Insurance / Mathematics & economics
4
CARF working paper
3
Finance and stochastics
3
Quantitative finance
3
Risks : open access journal
3
CIRJE discussion papers / F series
2
CoFE discussion papers
2
Dynamic games and applications : DGA
2
International journal of financial engineering
2
International journal of forecasting
2
Journal of risk and financial management : JRFM
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Mathematics of operations research
2
SFB 649 Discussion Paper
2
Scandinavian actuarial journal
2
The journal of computational finance
2
The journal of computational finance : JFC
2
Asia-Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
Cogent economics & finance
1
Discussion Paper Series
1
Discussion paper series / University of Heidelberg, Department of Economics
1
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
1
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
1
Econometric reviews
1
European journal of operational research : EJOR
1
Games
1
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of mathematical economics
1
Journal of mathematical finance
1
Kiel Working Paper
1
Mathematical methods of operations research
1
Operational Research Methods in Business, Finance and Economics : Proceedings of the 31st European Conference on Operational Research, Athens, Greece, July 11-14, 2021
1
Operational research : an international journal
1
Operations research letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Multifractional stochastic volatility models
Corlay, Sylvain
;
Lebovits, Joachim
;
Lévy Véhel, Jacques
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 364-402
Persistent link: https://www.econbiz.de/10010357370
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->