//--> //--> //--> //-->
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
~subject:"Asymptotic theory"
~subject:"Closed-form solutions"
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:"closed form"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Asymptotic theory
Closed-form solutions
Option pricing theory
36
Optionspreistheorie
35
Stochastischer Prozess
34
Stochastic process
33
Theorie
26
Closed-form solution
24
Volatility
24
Volatilität
24
Theory
23
Schätztheorie
17
Estimation theory
16
closed-form solution
13
Closed form solutions
11
Derivat
11
Derivative
11
Portfolio selection
11
Portfolio-Management
10
Stochastic volatility
9
Black-Scholes model
8
Black-Scholes-Modell
8
Option trading
8
Optionsgeschäft
8
closed-form solutions
8
ARCH model
7
ARCH-Modell
7
CAPM
7
Closed form
7
closed form
7
Closed-form approximation
6
Dynamisches Gleichgewicht
6
Pricing
6
Statistical distribution
6
Statistische Verteilung
6
closed form solutions
6
Closed-form
5
GARCH models
5
Inventory model
5
Lagerhaltungsmodell
5
more ...
less ...
Online availability
All
Undetermined
7
Free
5
Type of publication
All
Article
8
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
9
Undetermined
3
Author
All
Dong, Chaohua
6
Gao, Jiti
6
Peng, Bin
6
Escobar, Marcos
2
Chang, Chuang-Chang
1
Gollart, Maximilian
1
Ho, Ruey-Jenn
1
Kam, Eric
1
Lee, Chengfew
1
Ma, Guiyuan
1
Rastegari, Javad
1
Stentoft, Lars
1
Tsitakis, D.
1
Xanthopoulos, S.
1
Yannacopoulos, A.N.
1
Zagst, Rudi
1
Zhu, Song-Ping
1
more ...
less ...
Institution
All
Department of Econometrics and Business Statistics, Monash Business School
1
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Computational economics
1
Debates in Monetary Macroeconomics : Tackling Some Unsettled Questions
1
Econometric reviews
1
Journal of banking & finance
1
Journal of econometrics
1
Monash Econometrics and Business Statistics Working Papers
1
Operations research perspectives
1
Physica A: Statistical Mechanics and its Applications
1
Review of Quantitative Finance and Accounting
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
RePEc
3
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Closed-form
portfolio optimization under GARCH models
Escobar, Marcos
;
Gollart, Maximilian
;
Zagst, Rudi
- In:
Operations research perspectives
9
(
2022
),
pp. 1-13
This paper develops an approximate
closed-form
optimal portfolio allocation formula for a spot asset whose variance …
Persistent link: https://www.econbiz.de/10012880259
Saved in:
2
Revisiting the Merton problem : from HARA to CARA utility
Ma, Guiyuan
;
Zhu, Song-Ping
- In:
Computational economics
59
(
2022
)
2
,
pp. 651-686
Persistent link: https://www.econbiz.de/10013169029
Saved in:
3
In defence of flexible exchange rates in a small open capitalist economy
Kam, Eric
- In:
Debates in Monetary Macroeconomics : Tackling Some …
,
(pp. 217-235)
.
2022
Persistent link: https://www.econbiz.de/10013463342
Saved in:
4
Series estimation for single-index models under constraints
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
-
2018
Persistent link: https://www.econbiz.de/10012583316
Saved in:
5
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
6
Another look at single-index models based on series estimation
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
-
2016
Persistent link: https://www.econbiz.de/10011781813
Saved in:
7
Partially linear panel data models with cross-sectional dependence and nonstationarity
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
-
2015
Persistent link: https://www.econbiz.de/10011781166
Saved in:
8
Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
-
Department of Econometrics and Business Statistics, …
-
2015
spatial error dependence structure, we then established some consistent
closed-form
estimates for both the unknown parameters …
Persistent link: https://www.econbiz.de/10011262825
Saved in:
9
Estimation in a semiparametric panel data model with nonstationarity
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 961-977
Persistent link: https://www.econbiz.de/10012181377
Saved in:
10
Semiparametric single-index panel data models with cross-sectional dependence
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 301-312
Persistent link: https://www.econbiz.de/10011500361
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->