//--> //--> //-->
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:"Martingal"
~subject:"Volatilität"
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:"Wertpapiertermingeschäft"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Martingal
Volatilität
Derivat
44
Derivative
44
Theorie
28
Theory
28
Option pricing theory
22
Optionspreistheorie
22
Stochastic process
11
Stochastischer Prozess
11
Portfolio selection
9
Portfolio-Management
9
Hedging
8
Volatility
7
Credit risk
6
Incomplete market
6
Kreditrisiko
6
Unvollkommener Markt
6
Yield curve
5
Zinsstruktur
5
CAPM
4
Insolvency
4
Insolvenz
4
Option trading
4
Optionsgeschäft
4
counterparty risk
4
Credit derivative
3
Kreditderivat
3
Martingale
3
Measurement
3
Messung
3
Risiko
3
Risk
3
Swap
3
USA
3
United States
3
Analysis
2
Ansteckungseffekt
2
Arbitrage
2
Bubbles
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Jarrow, Robert A.
2
Protter, Philip E.
2
Alfonsi, Aurélien
1
Cont, Rama
1
Figueroa-López, José E.
1
Gong, Ruoting
1
Houdré, Christian
1
Jamshidian, Farshid
1
Kallsen, Jan
1
Kokholm, Thomas
1
Labart, Celine
1
Lelong, Jerome
1
Li, Chenxu
1
Li, Lingfei
1
Linetsky, Vadim
1
Lorig, Matthew
1
Muhle-Karbe, Johannes
1
Pulido, Sergio
1
Shimbo, Kazuhiro
1
Voß, Moritz
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
46
The journal of futures markets
46
Energy economics
34
Journal of banking & finance
30
Applied mathematical finance
25
Finance research letters
20
International review of financial analysis
20
Review of derivatives research
20
International review of economics & finance : IREF
19
Quantitative finance
19
International journal of financial engineering
14
European journal of operational research : EJOR
13
Journal of econometrics
13
Research in international business and finance
13
The European journal of finance
13
Applied financial economics
12
Finance and stochastics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
11
Applied economics letters
10
Journal of economic dynamics & control
9
Risks : open access journal
9
International journal of bonds and derivatives
8
Journal of empirical finance
8
Journal of risk and financial management : JRFM
8
Working paper
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
Finance India : the quarterly journal of Indian Institute of Finance
7
Journal of financial economics
7
Journal of financial markets
7
Journal of mathematical finance
7
Mathematical finance
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Review of quantitative finance and accounting
7
The journal of computational finance
7
Economic modelling
6
Journal of international financial markets, institutions & money
6
Mathematics and financial economics
6
Research paper series / Swiss Finance Institute
6
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Stochastic local intensity loss models with interacting particle systems
Alfonsi, Aurélien
;
Labart, Celine
;
Lelong, Jerome
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 366-394
Persistent link: https://www.econbiz.de/10011577160
Saved in:
2
High-order short-time expansions for ATM option prices of exponential Lévy models
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 516-557
Persistent link: https://www.econbiz.de/10011583594
Saved in:
3
Bessel processes, stochastic volatility, and timer options
Li, Chenxu
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 122-148
Persistent link: https://www.econbiz.de/10011550172
Saved in:
4
The effect of trading futures on short sale constraints
Jarrow, Robert A.
;
Protter, Philip E.
;
Pulido, Sergio
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 311-338
Persistent link: https://www.econbiz.de/10011350630
Saved in:
5
Pricing derivatives on multiscale diffusions : an eigenfunction expansion approach
Lorig, Matthew
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 331-363
Persistent link: https://www.econbiz.de/10010357372
Saved in:
6
Time-changed Ornstein-Uhlenbeck processes and their applications in commodity derivative models
Li, Lingfei
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
Saved in:
7
A consistent pricing model for index options and volatility derivatives
Cont, Rama
;
Kokholm, Thomas
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 248-274
Persistent link: https://www.econbiz.de/10009721749
Saved in:
8
Pricing options on variance in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Voß, Moritz
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 627-641
Persistent link: https://www.econbiz.de/10009311683
Saved in:
9
Asset price bubbles in incomplete markets
Jarrow, Robert A.
;
Protter, Philip E.
;
Shimbo, Kazuhiro
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 145-185
Persistent link: https://www.econbiz.de/10003955702
Saved in:
10
Trivariate support of flat-volatility forward libor rates
Jamshidian, Farshid
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 229-258
Persistent link: https://www.econbiz.de/10003955734
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->