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Year of publication
Subject
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Theorie 201 Theory 201 Portfolio selection 124 Portfolio-Management 124 Stochastic process 70 Stochastischer Prozess 70 Risiko 68 Risk 68 Option pricing theory 52 Optionspreistheorie 52 Mathematical programming 45 Mathematische Optimierung 45 CAPM 34 Risikomaß 31 Risk measure 31 Game theory 29 Spieltheorie 29 Measurement 27 Messung 27 Volatility 26 Volatilität 26 Börsenkurs 25 Share price 25 Decision under uncertainty 22 Entscheidung unter Unsicherheit 22 Incomplete market 22 Arbitrage 21 Financial market 21 Finanzmarkt 21 Risikomanagement 21 Risk management 21 Unvollkommener Markt 21 Erwartungsnutzen 20 Expected utility 20 Nutzen 20 Nutzenfunktion 20 Utility 20 Utility function 20 Derivat 19 Derivative 19
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Online availability
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Undetermined 186 Free 51
Type of publication
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Article 375 Book / Working Paper 10
Type of publication (narrower categories)
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Article in journal 367 Aufsatz in Zeitschrift 367 Article 15 Collection of articles of several authors 6 Sammelwerk 6 Aufsatzsammlung 2 Conference proceedings 2 Konferenzschrift 2 Festschrift 1
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Language
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English 385
Author
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Jarrow, Robert A. 7 Ferrari, Giorgio 5 Madan, Dilip B. 5 Meyer-Brandis, Thilo 5 Munari, Cosimo-Andrea 5 Schenk-Hoppé, Klaus Reiner 5 Assa, Hirbod 4 Bayraktar, Erhan 4 Criens, David 4 Cvitanić, Jakša 4 Ekeland, Ivar 4 Evstigneev, Igor V. 4 Flåm, Sjur D. 4 Horst, Ulrich 4 Jouini, Elyès 4 Malamud, Semyon 4 Moreno-Bromberg, Santiago 4 Muhle-Karbe, Johannes 4 Rogers, Leonard C. G. 4 Rosazza Gianin, Emanuela 4 Rudloff, Birgit 4 Biagini, Francesca 3 Brignone, Riccardo 3 Capponi, Agostino 3 Carlier, Guillaume 3 Federico, Salvatore 3 Fu, Guanxing 3 Ghossoub, Mario 3 Hens, Thorsten 3 Jeon, Junkee 3 Koch Medina, Pablo 3 Larsen, Kasper 3 Lehalle, Charles-Albert 3 Liang, Zongxia 3 Lütkebohmert, Eva 3 Maggis, Marco 3 Park, Hyungbin 3 Pirvu, Traian A. 3 Riedel, Frank 3 Schachermayer, Walter 3
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Institution
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International Conference Stochastic Economics and Finance <2011, Bergen, Norwegen> 2
Published in...
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Mathematics and financial economics 368 Mathematics and Financial Economics 15 This is a pre-print of an article published in Mathematics and Financial Economics (2011) 1 To appear in Mathematics and Financial Economics 1
Source
All
ECONIS (ZBW) 370 EconStor 15
Showing 221 - 230 of 385
Cover Image
Long-term factorization of affine pricing kernels
Qin, Likuan; Linetsky, Vadim - In: Mathematics and financial economics 11 (2017) 4, pp. 479-498
Persistent link: https://www.econbiz.de/10011900582
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A simple trinomial lattice approach for the skew-extended CIR models
Zhuo, Xiaoyang; Xu, Guangli; Zhang, Haoyan - In: Mathematics and financial economics 11 (2017) 4, pp. 499-526
Persistent link: https://www.econbiz.de/10011900587
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An analytical study of norms and Banach spaces induced by the entropic value-at-risk
Ahmadi-Javid, Amir; Pichler, Alois - In: Mathematics and financial economics 11 (2017) 4, pp. 527-550
Persistent link: https://www.econbiz.de/10011900598
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On volatility smile and an investment strategy with out-of-the-money calls
Talponen, Jarno - In: Mathematics and financial economics 10 (2016) 2, pp. 113-125
Persistent link: https://www.econbiz.de/10011485897
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An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit
Feng, Runhuan; Volkmer, Hans W. - In: Mathematics and financial economics 10 (2016) 2, pp. 127-149
Persistent link: https://www.econbiz.de/10011485899
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Risk-minimization for life insurance liabilities with basis risk
Biagini, Francesca; Rheinländer, Thorsten; Schreiber, Irene - In: Mathematics and financial economics 10 (2016) 2, pp. 151-178
Persistent link: https://www.econbiz.de/10011485900
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Strong asymptotic arbitrage in the large fractional binary market
Cordero, Fernando; Perez-Ostafe, Lavinia - In: Mathematics and financial economics 10 (2016) 2, pp. 179-202
Persistent link: https://www.econbiz.de/10011485902
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Optimal mean-variance selling strategies
Pedersen, J. L.; Peskir, Goran - In: Mathematics and financial economics 10 (2016) 2, pp. 203-220
Persistent link: https://www.econbiz.de/10011485912
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Optimal portfolio liquidation with additional information
Ankirchner, Stefan; Blanchet-Scalliet, Christophette; … - In: Mathematics and financial economics 10 (2016) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10011445989
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Liquidation with self-exciting price impact
Cayé, Thomas; Muhle-Karbe, Johannes - In: Mathematics and financial economics 10 (2016) 1, pp. 15-28
Persistent link: https://www.econbiz.de/10011445992
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