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Year of publication
Subject
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Theorie 18 Theory 18 Stochastic process 13 Stochastischer Prozess 13 Option pricing theory 10 Optionspreistheorie 10 Hedging 6 Analysis 4 Mathematical analysis 4 Financial analysis 3 Finanzanalyse 3 Portfolio selection 3 Portfolio-Management 3 Control theory 2 Factor analysis 2 Faktorenanalyse 2 Financial market 2 Finanzmarkt 2 Kontrolltheorie 2 Nichtlineare Regression 2 Nonlinear regression 2 Risikomaß 2 Risk measure 2 Time series analysis 2 Volatility 2 Volatilität 2 Zeitreihenanalyse 2 Actuarial mathematics 1 Ansteckungseffekt 1 Arbitrage Pricing 1 Arbitrage pricing 1 Asset-Backed Securities 1 Asset-backed securities 1 Basel Accord 1 Basler Akkord 1 Black-Scholes model 1 Black-Scholes-Modell 1 Business cycle 1 Börsenkurs 1 CAPM 1
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Type of publication
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Article 18
Type of publication (narrower categories)
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Aufsatz im Buch 18 Book section 18 Systematic review 1 Übersichtsarbeit 1
Language
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English 18
Author
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Acciaio, Beatrice 1 Barndorff-Nielsen, Ole E. 1 Bender, Christian 1 Benth, Fred Espen 1 Biagini, Francesca 1 Briani, Maya 1 Brody, Dorje C. 1 Deelstra, Griselda 1 Dhaene, Jan 1 Di Nunno, Giulia 1 Eberlein, Ernst 1 Ekström, Erik 1 Es, Bert van 1 Fuschini, Serena 1 Geiss, Stefan 1 Glau, Kathrin 1 Gobet, Emmanuel 1 Gökay, Selim 1 Hu, Ying 1 Hughston, Lane P. 1 Iftimie, Bogdan 1 Jakubowski, Jacek 1 Klüppelberg, Claudia 1 Lindberg, Carl 1 Macrina, Andrea 1 Mazurencu Marinescu, Miruna 1 Mijatović, Aleksandar 1 Niewęgłowski, Mariusz 1 Pamen, Olivier Menoukeu 1 Papapantoleon, Antonis 1 Papi, Marco 1 Penner, Irina 1 Pistorius, Martijn 1 Proske, Frank 1 Roch, Alexandre F. 1 Schweizer, Martin 1 Soner, Halil Mete 1 Sottinen, Tommi 1 Spreij, Peter 1 Stettner, Lukasz 1
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Advanced mathematical methods for finance 18
Source
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ECONIS (ZBW) 18
Showing 1 - 10 of 18
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Asymptotics of HARA utility from terminal wealth under proportional transaction costs with decision lag or execution delay and obligatory diversification
Stettner, Lukasz - In: Advanced mathematical methods for finance, (pp. 509-536). 2011
Persistent link: https://www.econbiz.de/10008991273
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Exotic derivatives under stochastic volatility models with jumps
Mijatović, Aleksandar; Pistorius, Martijn - In: Advanced mathematical methods for finance, (pp. 455-508). 2011
Persistent link: https://www.econbiz.de/10008991275
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Pricing and hedging of rating-sensitive claims modeled by F-doubly stochastic Markov chains
Jakubowski, Jacek; Niewęgłowski, Mariusz - In: Advanced mathematical methods for finance, (pp. 417-453). 2011
Persistent link: https://www.econbiz.de/10008991278
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Functionals associated with gradient stochastic flows and nonlinear SPDEs
Iftimie, Bogdan; Mazurencu Marinescu, Miruna; Vârsan, … - In: Advanced mathematical methods for finance, (pp. 397-415). 2011
Persistent link: https://www.econbiz.de/10008991280
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Some new BSDE results for an infinite-horizon stochastic control problem
Hu, Ying; Schweizer, Martin - In: Advanced mathematical methods for finance, (pp. 367-395). 2011
Persistent link: https://www.econbiz.de/10008991281
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Liquidity models in continuous and discrete time
Gökay, Selim; Roch, Alexandre F.; Soner, Halil Mete - In: Advanced mathematical methods for finance, (pp. 333-365). 2011
Persistent link: https://www.econbiz.de/10008991283
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Fractional smoothness and applications in finance
Geiss, Stefan; Gobet, Emmanuel - In: Advanced mathematical methods for finance, (pp. 313-331). 2011
Persistent link: https://www.econbiz.de/10008991284
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Nonparametric methods for volatility density estimation
Es, Bert van; Spreij, Peter; Zanten, Harry van - In: Advanced mathematical methods for finance, (pp. 293-312). 2011
Persistent link: https://www.econbiz.de/10008991285
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A PDE-based approach for pricing Mortgage-Backed securities
Papi, Marco; Briani, Maya - In: Advanced mathematical methods for finance, (pp. 257-291). 2011
Persistent link: https://www.econbiz.de/10008991287
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Optimal liquidation of a pairs trade
Ekström, Erik; Lindberg, Carl; Tysk, Johan - In: Advanced mathematical methods for finance, (pp. 247-255). 2011
Persistent link: https://www.econbiz.de/10008991288
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