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~subject:"Vermögensverteilung"
~subject:"Markov-Kette"
~isPartOf:"International journal of theoretical and applied finance"
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Vermögensverteilung
Markov-Kette
Theorie
70
Theory
70
Markov chain
66
Statistical distribution
62
Statistische Verteilung
62
Option pricing theory
58
Optionspreistheorie
58
Stochastic process
46
Stochastischer Prozess
46
Volatility
29
Volatilität
29
Derivat
25
Derivative
25
Portfolio selection
24
Portfolio-Management
24
Credit risk
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Kreditrisiko
19
Multivariate Verteilung
16
Multivariate distribution
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Yield curve
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Zinsstruktur
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Börsenkurs
11
Estimation
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Schätzung
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Share price
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Martingal
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9
Bayes-Statistik
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Bayesian inference
8
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8
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66
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Elliott, Robert J.
11
Liu, Rui Hua
4
Gapeev, Pavel V.
3
Siu, Tak Kuen
3
Bielecki, Tomasz R.
2
Chan, Leunglung
2
Jeanblanc, Monique
2
Kouritzin, Michael A.
2
Macrina, Andrea
2
Rogers, Leonard C. G.
2
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1
Akahori, Jirô
1
Antonov, A.
1
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1
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1
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1
Avellaneda, Marco
1
Balland, P.
1
Banerjee, Tamal
1
Bellini, Fabio
1
Bermin, Hans-Peter
1
Bernis, Guillaume
1
Biagini, Francesca
1
Björk, Tomas
1
Blix, Magnus
1
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1
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1
Carassus, Laurence
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1
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1
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1
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International journal of theoretical and applied finance
European journal of operational research : EJOR
206
NBER working paper series
180
Working paper / National Bureau of Economic Research, Inc.
163
NBER Working Paper
154
Journal of econometrics
117
Discussion paper / Centre for Economic Policy Research
114
Working paper
112
Economic modelling
100
Economics letters
99
Journal of economic dynamics & control
88
Discussion paper / Tinbergen Institute
87
CESifo working papers
86
Operations research letters
85
Mathematics of operations research
74
Mathematical methods of operations research
73
Discussion papers / CEPR
72
Discussion paper series / IZA
71
International journal of production research
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Journal of economic theory
61
Macroeconomic dynamics
59
Applied economics
58
Insurance / Mathematics & economics
58
Operations research
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Energy economics
55
Computational economics
50
International journal of production economics
50
Working papers
49
Computers & operations research : and their applications to problems of world concern ; an international journal
46
Discussion paper
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
Applied economics letters
45
The review of income and wealth : journal of the International Association for Research in Income and Wealth
44
Review of economic dynamics
43
International journal of forecasting
41
Journal of forecasting
41
Série des documents de travail / Centre de Recherche en Économie et Statistique
41
Working paper series / European Central Bank
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ECONIS (ZBW)
66
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1
Defaultable claims in switching models with partial information
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012030897
Saved in:
2
Discrete-time optimal execution under a generalized price impact model with Markovian exogenous orders
Fukasawa, Masaaki
;
Ohnishi, Masamitsu
;
Shimoshimizu, Makoto
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012662027
Saved in:
3
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
4
Natural gas-fired power plants valuation and optimization under Lévy copulas and regime switching
Safarov, Nemat
;
Atkinson, Colin
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011686797
Saved in:
5
Branching particle pricers with heston examples
Kouritzin, Michael A.
;
MacKay, Anne
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012270887
Saved in:
6
Robust bounds for derivative prices in markovian models
Sester, Julian
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012271014
Saved in:
7
Variance and volatility swaps under a two-factor stochastic volatility model with regime switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012030900
Saved in:
8
The potential approach in practice
Kluge, Tino
;
Rogers, Leonard C. G.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011889513
Saved in:
9
A dynamic model of central counterparty risk
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Feng, Shibi
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011970904
Saved in:
10
Buy-and hold property for fully incomplete markets when super-replicating Markovian claims
Neufeld, Ariel
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011971005
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