EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: isPartOf:"Mathematical Finance"
Narrow search

Narrow search

Year of publication
Subject
All
Theorie 1,167 Theory 1,167 Optionspreistheorie 774 Option pricing theory 773 Stochastic process 493 Stochastischer Prozess 493 Portfolio selection 449 Portfolio-Management 449 Volatility 356 Volatilität 352 Option trading 232 Optionsgeschäft 232 Derivat 218 Derivative 218 CAPM 189 Hedging 185 Yield curve 185 Zinsstruktur 183 Risk 168 Risiko 167 Black-Scholes model 134 Black-Scholes-Modell 133 Börsenkurs 113 Share price 113 Incomplete market 106 Unvollkommener Markt 106 Risikomaß 100 Risk measure 100 Credit risk 98 Kreditrisiko 97 Martingal 93 Martingale 93 Mathematical programming 90 Mathematische Optimierung 90 Risikomanagement 84 Markov chain 82 Markov-Kette 82 Risk management 81 Transaction costs 76 Transaktionskosten 76
more ... less ...
Online availability
All
Undetermined 1,121 Free 209
Type of publication
All
Article 3,798 Book / Working Paper 107
Type of publication (narrower categories)
All
Article in journal 1,813 Aufsatz in Zeitschrift 1,813 Aufsatz im Buch 99 Book section 99 Arbeitspapier 47 Working Paper 47 Graue Literatur 45 Non-commercial literature 45 Conference paper 26 Konferenzbeitrag 26 Article 13 Collection of articles of several authors 9 Sammelwerk 9 Aufsatzsammlung 8 Konferenzschrift 4 Nachruf 2 Systematic review 2 Übersichtsarbeit 2 Bibliografie enthalten 1 Bibliography included 1 Conference proceedings 1 Lehrbuch 1 Mehrbändiges Werk 1 Multi-volume publication 1 Textbook 1
more ... less ...
Language
All
English 2,224 Undetermined 1,681
Author
All
Madan, Dilip B. 42 Schachermayer, Walter 32 Platen, Eckhard 31 Delbaen, Freddy 29 Jarrow, Robert A. 29 Bayraktar, Erhan 28 Benth, Fred Espen 28 Howison, Sam 28 Wilmott, Paul 28 Kallsen, Jan 27 Zhou, Xun Yu 27 Eberlein, Ernst 26 Rutkowski, Marek 26 Jaimungal, Sebastian 25 Cont, Rama 24 Elliott, Robert J. 24 Schweizer, Martin 24 Yor, Marc 24 Touzi, Nizar 23 Glasserman, Paul 22 Dai, Min 21 Geman, Hélyette 21 Henderson, Vicky 21 Carr, Peter 20 Guasoni, Paolo 20 Linetsky, Vadim 20 Siu, Tak Kuen 20 Bermin, Hans-Peter 19 Pham, Huyên 19 Chiarella, Carl 18 Atkinson, Colin 17 Björk, Tomas 17 Filipović, Damir 17 Frittelli, Marco 17 Hobson, David G. 17 Korn, Ralf 17 Avellaneda, Marco 16 Cartea, Álvaro 16 Jin, Hanqing 16 Schmidt, Thorsten 16
more ... less ...
Institution
All
Bachelier Finance Society / World Congress <11., 2022, Hongkong> 1 Conference on Applications of Malliavin Calculus in Finance <2001, Rocquencourt> 1 Institut National de Recherche en Informatique et en Automatique <Rocquencourt> 1 New York University / Mathematical Finance Seminar 1 Workshop on Mathematical Finance and Insurance <2004, Huang Shan> 1 Workshop on Mathematical Finance and Insurance <2006, Lijiang> 1 World Scientific (Firm) 1
more ... less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory 1,180 Applied mathematical finance 872 Mathematical Finance 588 Journal of mathematical finance 445 Applied Mathematical Finance 377 Mathematical finance : an international journal of mathematics, statistics and financial economics 164 Frontiers of mathematical finance : FMF 60 Mathematical finance 47 Paris Princeton lectures on mathematical finance 23 Peter Carr Gedenkschrift : research advances in mathematical finance 21 Advanced modelling in mathematical finance : in honour of Ernst Eberlein 20 Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 17 Mastering mathematical finance 14 Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift 14 Nonlinear models in mathematical finance : new research trends in option pricing 12 Oberwolfach 11 New directions in mathematical finance 10 From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005] 9 Aspects of mathematical finance 6 Lecture notes in mathematics : a collection of informal reports and seminars 5 Mastering Mathematical Finance 2 Series in mathematical finance 2 Applied Mathematical Finance, 2004, 11(1), 1-25 1 Handbooks in mathematical finance 1 High Performance Computing in Finance, Chapman & Hall/CRC Series in Mathematical Finance, 2017 1 J. Kallsen and A. Papapantoleon (eds.), Advanced Modeling in Mathematical Finance, 257-275, Springer, 2016 1 Journal of Mathematical Finance 1 Lecture notes in mathematics <Berlin> 1 Mathematical Finance 30(1), 85-127, 2020 1 Mathematical Finance 30(3), 1168-1178, 2020 1 Mathematical Finance, 2008, 18(2), 305-316 1 Mathematical Finance, 2008, 18(3), 473-492 1 Mathematical Finance, 2009, 19(4), 591-617 1 Mathematical Finance, 23(1), 143-168 (2013) 1 Mathematical Finance, Forthcoming 1 Mathematical Finance, Probability and Partial Differential Equations Conference, Rutgers University, New Brunswick, New Jersey, May 17 -19, 2017 1 To appear in Mathematical Finance 1
more ... less ...
Source
All
ECONIS (ZBW) 2,015 OLC EcoSci 920 RePEc 806 Other ZBW resources 142 EconStor 13 USB Cologne (EcoSocSci) 9
Showing 1 - 10 of 3,905
Cover Image
Quantitative fundamental theorem of asset pricing
Acciaio, Beatrice; Backhoff-Veraguas, Julio; Pammer, Gudmund - In: Mathematical finance : an international journal of … 35 (2025) 3, pp. 636-660
Persistent link: https://www.econbiz.de/10015460602
Saved in:
Cover Image
Rough PDEs for local stochastic volatility models
Bank, Peter; Bayer, Christian; Friz, Peter K.; … - In: Mathematical finance : an international journal of … 35 (2025) 3, pp. 661-681
Persistent link: https://www.econbiz.de/10015460603
Saved in:
Cover Image
Spanning multi-asset payoffs with ReLUs
Bossu, Sébastien; Crépey, Stéphane; Nguyen, Hoang-Dung - In: Mathematical finance : an international journal of … 35 (2025) 3, pp. 682-707
Persistent link: https://www.econbiz.de/10015460604
Saved in:
Cover Image
Polar coordinates for the 3/2 stochastic volatility model
Nekoranik, Paul - In: Mathematical finance : an international journal of … 35 (2025) 3, pp. 708-723
Persistent link: https://www.econbiz.de/10015460605
Saved in:
Cover Image
Systemic robustness : a mean-field particle system approach
Bayraktar, Erhan; Guo, Gaoyue; Tang, Wenpin; Zhang, Yuming - In: Mathematical finance : an international journal of … 35 (2025) 4, pp. 727-744
Persistent link: https://www.econbiz.de/10015461690
Saved in:
Cover Image
A pure dual approach for hedging Bermudan options
Alfonsi, Aurélien; Kebaier, Ahmed; Lelong, Jérõme - In: Mathematical finance : an international journal of … 35 (2025) 4, pp. 745-759
Persistent link: https://www.econbiz.de/10015461692
Saved in:
Cover Image
Optimal contracts for delegated order execution
Larsson, Martin; Muhle-Karbe, Johannes; Weber, Benjamin - In: Mathematical finance : an international journal of … 35 (2025) 4, pp. 779-795
Persistent link: https://www.econbiz.de/10015461700
Saved in:
Cover Image
Hedging of fixing exposure
Muhle-Karbe, Johannes; Oomen, Roel; Weber, Benjamin - In: Mathematical finance : an international journal of … 35 (2025) 4, pp. 818-840
Persistent link: https://www.econbiz.de/10015461704
Saved in:
Cover Image
Optimal liquidation with signals : the general propagator case
Abi Jaber, Eduardo; Neuman, Eyal - In: Mathematical finance : an international journal of … 35 (2025) 4, pp. 841-866
Persistent link: https://www.econbiz.de/10015461707
Saved in:
Cover Image
Measure-valued processes for energy markets
Cuchiero, Christa; Di Persio, Luca; Guida, Francesco; … - In: Mathematical finance : an international journal of … 35 (2025) 2, pp. 520-566
Persistent link: https://www.econbiz.de/10015359128
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...