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Year of publication
Subject
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Auslandsinvestition 6 Foreign investment 6 Option pricing theory 6 Optionspreistheorie 6 Poland 5 Polen 5 Stochastic process 5 Stochastischer Prozess 5 Correlation 4 Korrelation 4 Option trading 4 Optionsgeschäft 4 China 3 Derivat 3 Derivative 3 Privatisierung 3 Privatization 3 Public enterprise 3 Volatility 3 Volatilität 3 Öffentliches Unternehmen 3 Black-Scholes model 2 Black-Scholes-Modell 2 CAPM 2 Economic transition 2 FDI 2 Multinationales Unternehmen 2 Multivariate asset price model 2 Socialist enterprise 2 Sozialistisches Unternehmen 2 Stochastic volatility 2 Systemtransformation 2 Transnational corporation 2 perturbation theory 2 stochastic correlation 2 2008+ crisis 1 CDO 1 Capital mobility 1 Competition 1 Credit risk 1
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Online availability
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Undetermined 7 Free 2 CC license 1
Type of publication
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Article 16
Type of publication (narrower categories)
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Article in journal 10 Aufsatz in Zeitschrift 10 Aufsatz im Buch 3 Book section 3
Language
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English 13 Undetermined 3
Author
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Escobar, Marcos 9 Zagst, Rudi 9 Götz, Barbara 7 Jankowska, Barbara 7 Götz, Marta 5 Neykova, Daniela 3 Götz, Marta Anna 2 Seco, Luis 2 Goetz, Barbara 1 Gotz, Barbara 1 Główka, Cezary 1 Matysek-Jędrych, Anna 1 Mroczek-Dąbrowska, Katarzyna 1 Talouni, Zakaria 1
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Published in...
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Applied mathematical finance 3 Applied Mathematical Finance 2 International journal of management and economics 2 Alternative investments and strategies : credit, derivatives, CPPI, investments, risk 1 Entrepreneurial business and economics review : EBER 1 Foreign direct investments ; Volume 2 1 Foresight and STI governance : journal of the National Research University - Higher School of Economics 1 International journal of theoretical and applied finance 1 Outward foreign direct investment (FDI) in emerging market economies 1 Post-communist economies 1 Quantitative Finance 1 The journal of computational finance 1
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Source
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ECONIS (ZBW) 13 RePEc 3
Showing 1 - 10 of 16
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Reflections on FDI in an post-communist country in the context of EU membership : retrospectives and prospects
Götz, Marta; Jankowska, Barbara; Talouni, Zakaria - In: Post-communist economies 35 (2023) 2, pp. 134-153
Persistent link: https://www.econbiz.de/10013552847
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Adoption of Industry 4.0 technologies and company competitiveness : case studies from a post-transition economy
Götz, Marta; Jankowska, Barbara - In: Foresight and STI governance : journal of the National … 14 (2020) 4, pp. 61-78
Manufacturers face increased cost pressure and market volatility. Product life cycles are getting shorter. Production has to be faster and increasingly local. The acceleration of "time-to-market" could happen thanks to the solutions of Industry 4.0 (I4.0), with supply chains morphing into highly...
Persistent link: https://www.econbiz.de/10012438708
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Internationalization by state-owned enterprises (SOEs) and sovereign wealth funds (SWFs) after the 2008 crisis : looking for generalizations
Götz, Marta; Jankowska, Barbara - In: International journal of management and economics 50 (2016) 1, pp. 63-81
This paper seeks to detect (post) crisis tendencies in the international activities of state-owned enterprises (SOE) and sovereign wealth funds (SWF) and identify the main challenges posed in exploring this topic. In doing so it draws on the inductive approach and qualitative method and...
Persistent link: https://www.econbiz.de/10012026145
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On some aspects of state-owned enterprises' foreign direct investments (SOEs' FDI) : the case of Polish SOEs' FDI
Götz, Marta Anna; Jankowska, Barbara - 2020
Persistent link: https://www.econbiz.de/10012420893
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Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos; Götz, Barbara; Neykova, Daniela; … - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
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Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara; Escobar, Marcos; Zagst, Rudi - In: Applied mathematical finance 21 (2014) 3/4, pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
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Stochastic correlation and volatility mean-reversion : empirical motivation and derivatives pricing via perturbation theory
Escobar, Marcos; Götz, Barbara; Neykova, Daniela; … - In: Applied mathematical finance 21 (2014) 5/6, pp. 555-594
Persistent link: https://www.econbiz.de/10010500871
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Governmental change and FDI inflow to Poland and Hungary in 2010-2016
Götz, Marta; Jankowska, Barbara; Matysek-Jędrych, Anna; … - In: Entrepreneurial business and economics review : EBER 6 (2018) 1, pp. 153-173
Persistent link: https://www.econbiz.de/10012025192
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On some aspects of state-owned enterprises' foreign direct investments (SOEs' EDI) : the case of Polish SOEs' FDI
Götz, Marta Anna; Jankowska, Barbara - In: Outward foreign direct investment (FDI) in emerging …, (pp. 117-140). 2017
Persistent link: https://www.econbiz.de/10011699024
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Two asset-barrier option under stochastic volatility
Goetz, Barbara; Escobar, Marcos; Zagst, Rudi - In: Applied mathematical finance 24 (2017) 5/6, pp. 520-546
Persistent link: https://www.econbiz.de/10011815295
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