//--> //--> //--> //-->
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:"Elliott, Robert J."
~subject:"Stochastic process"
~type:"article"
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:"Stochastisches Modell "
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Stochastischer Prozess
24
Option pricing theory
18
Optionspreistheorie
18
Markov chain
12
Markov-Kette
12
Theorie
9
Theory
9
Volatility
7
Volatilität
7
Option trading
6
Optionsgeschäft
6
Hedging
4
Derivat
3
Derivative
3
Yield curve
3
Zinsstruktur
3
ARCH model
2
ARCH-Modell
2
Bivariate diffusion limit
2
Black-Scholes model
2
Black-Scholes-Modell
2
Börsenkurs
2
CAPM
2
Credit risk
2
Esscher transform
2
European options
2
Kreditrisiko
2
Lévy processes
2
Markov chains
2
Portfolio selection
2
Portfolio-Management
2
Share price
2
filtering
2
option pricing
2
stochastic flows
2
Aktienoption
1
American options
1
Analysis
1
Asset pricing
1
more ...
less ...
Online availability
All
Undetermined
8
Free
2
Type of publication
All
Article
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Aufsatz im Buch
3
Book section
3
Language
All
English
24
Author
All
Elliott, Robert J.
Escudero, Laureano F.
39
McAleer, Michael
30
Escobar, Marcos
29
Fabozzi, Frank J.
26
Phillips, Peter C. B.
26
Siu, Tak Kuen
26
Benth, Fred Espen
25
Gendreau, Michel
25
Carr, Peter
24
Hainaut, Donatien
23
Asai, Manabu
22
Madan, Dilip B.
22
Račev, Svetlozar T.
22
Wallace, Stein W.
22
Wong, Wing Keung
21
Cui, Zhenyu
20
Wong, Hoi Ying
20
Yu, Jun
20
Maggioni, Francesca
19
Todorov, Viktor
19
Tsionas, Efthymios G.
19
Chiarella, Carl
18
Shapiro, Alexander
18
Tauchen, George Eugene
18
Rossi, Roberto
17
Takahashi, Akihiko
16
Wang, Xingchun
16
Bayraktar, Erhan
15
Chan, Joshua
15
Eberlein, Ernst
15
Pichler, Alois
15
Post, Thierry
15
Tarim, S. Armagan
15
Chang, Hsu-Ling
14
Grasselli, Martino
14
Jeanblanc, Monique
14
Sen, Suvrajeet
14
Shen, Yang
14
Su, Chi-Wei
14
more ...
less ...
Published in...
All
Annals of finance
4
Applied mathematical finance
2
International journal of theoretical and applied finance
2
Journal of economic dynamics & control
2
The journal of futures markets
2
Asia-Pacific financial markets
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
OR spectrum : quantitative approaches in management
1
Quantitative finance
1
The journal of derivatives : JOD
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
2
A stochastic control approach to bid-ask price modelling
Dela Vega, Engel John C.
;
Elliott, Robert J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013371064
Saved in:
3
Optimal asset allocation under search frictions and stochastic interest rate
Wang, Ning
;
Zhu, Song-Ping
;
Elliott, Robert J.
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 1019-1033
Persistent link: https://www.econbiz.de/10014304432
Saved in:
4
American option pricing and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
5
Approximate pricing of American exchange options with jumps
Lian, Guanghua
;
Elliott, Robert J.
;
Kalev, Petko S.
; …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 983-1001
Persistent link: https://www.econbiz.de/10013287907
Saved in:
6
Optimal execution with regime-switching market resilience
Siu, Chi Chung
;
Guo, Ivan
;
Zhu, Song-Ping
;
Elliott, …
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 17-40
Persistent link: https://www.econbiz.de/10012131017
Saved in:
7
Hedging options in a doubly Markov-modulated financial market via stochastic flows
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012183224
Saved in:
8
A higher-order interactive hidden Markov model and its applications
Zhu, Dong-Mei
;
Ching, Wai Ki
;
Elliott, Robert J.
;
Siu, …
- In:
OR spectrum : quantitative approaches in management
39
(
2017
)
4
,
pp. 1055-1069
Persistent link: https://www.econbiz.de/10011777086
Saved in:
9
Semi-analytical valuation for discrete barrier options under time-dependent Lévy processes
Lian, Guanghua
;
Zhu, Song-Ping
;
Elliott, Robert J.
; …
- In:
Journal of banking & finance
75
(
2017
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011742159
Saved in:
10
A simple efficient approximation to price basket stock options with volatility smile
Wu, Ping
;
Elliott, Robert J.
- In:
Annals of finance
13
(
2017
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011944955
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->