//--> //--> //-->
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
~person:"Baumann, Michael"
~person:"Crépey, Stéphane"
~subject:"Theory"
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 equation"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theory
Theorie
4
Credit risk
3
Derivat
3
Derivative
3
Kreditrisiko
3
Stochastic process
3
Stochastischer Prozess
3
Analysis
2
Mathematical analysis
2
backward stochastic differential equation
2
counterparty risk
2
funding costs
2
Anlageverhalten
1
Asset Trading
1
Behavioural finance
1
Chartists
1
Control Theory
1
Counterparty risk
1
Demand Function
1
Efficient Market
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Feedback-based Trading Rules
1
Financial Bubble
1
Financial Crisis
1
Financial analysis
1
Financial market
1
Finanzanalyse
1
Finanzmarkt
1
Fubini
1
Fundamentalists
1
Geometric Brownian Motion (GBM)
1
Hedging
1
Heterogeneous Agent Model (HAM)
1
Hypothesis
1
Hypothesis of Efficient Markets
1
Interest rate derivative
1
Itô Integral
1
Joint Hypothesis Problem
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Graue Literatur
1
Hochschulschrift
1
Non-commercial literature
1
Language
All
English
4
Author
All
Baumann, Michael
Crépey, Stéphane
Kohlmann, Michael
7
Alfarano, Simone
4
Milaković, Mishael
4
Tang, Shanjian
4
Mundt, Philipp
3
Zhang, Yumo
3
Bhar, Ramaprasad
2
Birkner, Matthias
2
Boetius, Frederik
2
Chan, Kung-sik
2
Chiarella, Carl
2
Jeanblanc, Monique
2
Kraft, Holger
2
Kromer, Eduard
2
Kurbanmuradov, O.
2
Leitner, Johannes
2
Overbeck, Ludger
2
Runggaldier, Wolfgang J.
2
Sabelfeld, K.
2
Scheuer, Niklas
2
Schoenmakers, John
2
Seifried, Frank Thomas
2
Su, Fei
2
Vrins, Frédéric
2
Wei, Jiaqin
2
Wälde, Klaus
2
Xing, Hao
2
Alia, Ishak
1
Anand, Adarsh
1
Brigo, Damiano
1
Callen, Jeffrey L.
1
Chambers, Marcus J.
1
Chen, Yi
1
Chen, Zengjing
1
Chighoub, Farid
1
Djehiche, Boualem
1
Dong, Jing
1
Fabbri, Giorgio
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
"Performance and effects of linear feedback stock trading strategies"
Baumann, Michael
-
2018
Persistent link: https://www.econbiz.de/10012153001
Saved in:
2
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:
3
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:
4
Counterparty risk and funding : the four wings of the TVA
Crépey, Stéphane
;
Gerboud, Rémi
;
Grbac, Zorana
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009748728
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->