//--> //--> //--> //-->
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:"Quantitative finance"
~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
9
Mathematical analysis
9
Option pricing theory
9
Optionspreistheorie
9
Stochastic process
9
Stochastischer Prozess
9
Theorie
6
Theory
6
Black-Scholes model
5
Black-Scholes-Modell
5
Experiment
5
Volatility
5
Volatilität
5
Option trading
4
Optionsgeschäft
4
Portfolio selection
4
Portfolio-Management
4
Hedging
3
Linear algebra
3
Lineare Algebra
3
Neural networks
3
Neuronale Netze
3
Partial differential equations
3
Stochastic differential equations
3
American options
2
Capital income
2
Correlation
2
Delta hedging
2
Derivat
2
Derivative
2
Kapitaleinkommen
2
Korrelation
2
Malliavin calculus
2
Risiko
2
Risk
2
Time series analysis
2
Zeitreihenanalyse
2
Absolute
1
American option pricing
1
Analysis of variance
1
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Wan, Justin W. L.
2
Wong, Hoi Ying
2
Cheang, Gerald H. L.
1
Chen, Yangang
1
Chiu, Mei Choi
1
Fischer, Matthias
1
Garces, Len Patrick Dominic M.
1
Gribisch, Bastian
1
Han, Bingyan
1
Hanbali, Hamza
1
Kampen, Joerg
1
Li, Peter
1
Liang, Jian
1
Lichtner, Mark
1
Linders, Daniel
1
Matić, Ivan
1
Möstel, Linda
1
Na, Andrew S.
1
Navratil, Robert
1
Pfeuffer, Marius
1
Radoičić, Radoš
1
Stefanica, Dan
1
Stollenwerk, Michael
1
Večeř, Jan
1
Xiong, Jie
1
Xu, Zhe
1
Xu, Zuo Quan
1
Yamada, Toshihiro
1
Yamamoto, Kenta
1
Yan, Tingjin
1
Zheng, Jiayu
1
Zitelli, G. L.
1
more ...
less ...
Published in...
All
Quantitative finance
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
Mathematical finance : an international journal of mathematics, statistics and financial theory
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
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
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pairs trading under delayed cointegration
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1627-1648
Persistent link: https://www.econbiz.de/10013367938
Saved in:
2
Efficient pricing and hedging of high-dimensional American options using deep recurrent networks
Na, Andrew S.
;
Wan, Justin W. L.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 631-651
Persistent link: https://www.econbiz.de/10014304288
Saved in:
3
A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing
Yamada, Toshihiro
;
Yamamoto, Kenta
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1825-1837
Persistent link: https://www.econbiz.de/10012313518
Saved in:
4
Robust control in a rough environment
Han, Bingyan
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10013167772
Saved in:
5
Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions
Chen, Yangang
;
Wan, Justin W. L.
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10012424632
Saved in:
6
Deep learning-based least squares forward-backward stochastic differential equation solver for high-dimensional derivative pricing
Liang, Jian
;
Xu, Zhe
;
Li, Peter
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1309-1323
Persistent link: https://www.econbiz.de/10012608649
Saved in:
7
Mean-variance portfolio selection under partial information with drift uncertainty
Xiong, Jie
;
Xu, Zuo Quan
;
Zheng, Jiayu
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1461-1473
Persistent link: https://www.econbiz.de/10012624147
Saved in:
8
Random matrix models for datasets with fixed time horizons
Zitelli, G. L.
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 769-781
Persistent link: https://www.econbiz.de/10012262618
Saved in:
9
Dynamic principal component CAW models for high-dimensional realized covariance matrices
Gribisch, Bastian
;
Stollenwerk, Michael
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 799-821
Persistent link: https://www.econbiz.de/10012262622
Saved in:
10
Options on a traded account : symmetric treatment of the underlying assets
Večeř, Jan
;
Kampen, Joerg
;
Navratil, Robert
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 37-47
Persistent link: https://www.econbiz.de/10012194853
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->