//--> //--> //--> //-->
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:"Infinitesimalrechnung"
~subject:"Nichtlineare Regression"
~subject:"State space model"
~type_genre:"Article in journal"
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:"Infinitesimalrechnung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Infinitesimalrechnung
Nichtlineare Regression
State space model
Analysis
347
Mathematical analysis
347
Stochastic process
211
Stochastischer Prozess
211
Theorie
149
Theory
149
Option pricing theory
135
Optionspreistheorie
135
Volatility
40
Volatilität
40
Portfolio selection
36
Portfolio-Management
36
Experiment
29
Risiko
27
Risk
27
Black-Scholes model
26
Black-Scholes-Modell
26
Control theory
25
Derivat
25
Derivative
25
Kontrolltheorie
25
Estimation theory
22
Schätztheorie
22
Mathematical programming
19
Mathematische Optimierung
19
Backward stochastic differential equation
17
Finanzmathematik
17
Mathematical finance
17
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Hedging
16
Mathematics
16
Mathematik
16
Option trading
15
Optionsgeschäft
15
Stochastic differential equations
14
Time series analysis
13
Zeitreihenanalyse
13
Nonlinear regression
12
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
14
Lehrbuch
14
Graue Literatur
11
Non-commercial literature
11
Arbeitspapier
8
Working Paper
8
Aufgabensammlung
4
Hochschulschrift
4
Thesis
3
Textbook
2
Aufsatz im Buch
1
Book section
1
Dissertation u.a. Prüfungsschriften
1
Einführung
1
Forschungsbericht
1
more ...
less ...
Language
All
English
14
Author
All
Chan, Kung-sik
2
Su, Fei
2
Abergel, Frédérik
1
Alghalith, Moawia
1
Bayraktar, Erhan
1
Belak, Christoph
1
Brigo, Damiano
1
Bu, Ruijun
1
Dempster, Michael A. H.
1
Francischello, Marco
1
Giet, Ludovic
1
Gobet, Emmanuel
1
Hadri, Kaddour
1
Ibrahim, Dalia
1
Itkin, Andrey
1
Kloppenborg Møller, Jan
1
Lubrano, Michel
1
Madsen, Henrik
1
Pallavicini, Andrea
1
Pimentel, Isaque
1
Rigatos, G.
1
Seiferling, Thomas
1
Seifried, Frank Thomas
1
Tanaka, Katsuto
1
Warin, Xavier
1
Wiart, B. Carton de
1
Young, Virginia R.
1
Zervos, N.
1
Zugno, Marco
1
more ...
less ...
Published in...
All
Annals of finance
1
Computational economics
1
Econometric theory
1
European journal of operational research : EJOR
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Mathematical economics letters
1
Mathematical methods of operations research
1
Mathematics and financial economics
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option valuation and hedging using an asymmetric risk function : asymptotic optimality through fully nonlinear partial differential equations
Gobet, Emmanuel
;
Pimentel, Isaque
;
Warin, Xavier
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 633-675
Persistent link: https://www.econbiz.de/10012518073
Saved in:
2
Nonlinear valuation under credit, funding, and margins : existence, uniqueness, invariance, and disentanglement
Brigo, Damiano
;
Francischello, Marco
;
Pallavicini, Andrea
- In:
European journal of operational research : EJOR
274
(
2019
)
2
,
pp. 788-805
Persistent link: https://www.econbiz.de/10011990226
Saved in:
3
Non-linear filtering and optimal investment under partial information for stochastic volatility models
Ibrahim, Dalia
;
Abergel, Frédérik
- In:
Mathematical methods of operations research
87
(
2018
)
3
,
pp. 311-346
Persistent link: https://www.econbiz.de/10011874006
Saved in:
4
Backward nonlinear expectation equations
Belak, Christoph
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10011963319
Saved in:
5
A new nonlinear partial differential equation in finance and a method of its solution
Itkin, Andrey
- In:
The journal of computational finance
21
(
2017/2018
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011848371
Saved in:
6
Testing for threshold diffusion
Su, Fei
;
Chan, Kung-sik
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 218-227
Persistent link: https://www.econbiz.de/10011704178
Saved in:
7
Detection of mispricing in the Black-Scholes PDE using the derivative-free nonlinear Kalman Filter
Rigatos, G.
;
Zervos, N.
- In:
Computational economics
50
(
2017
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011762181
Saved in:
8
Probabilistic forecasts of wind power generation by stochastic differential equation models
Kloppenborg Møller, Jan
;
Zugno, Marco
;
Madsen, Henrik
- In:
Journal of forecasting
35
(
2016
)
3
,
pp. 189-205
Persistent link: https://www.econbiz.de/10011580264
Saved in:
9
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Saved in:
10
Linear nonstationary models : a review of the work of Professor P. C. B. Phillips
Tanaka, Katsuto
- In:
Econometric theory
30
(
2014
)
4
,
pp. 815-838
Persistent link: https://www.econbiz.de/10010502142
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->