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Search: subject:"Stochastisches Modell "
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Stochastic process
104
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43
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43
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McAleer, Michael
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ECONIS (ZBW)
104
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1
Robustness and sensitivity analyses of rough Volterra stochastic volatility models
Matas, Jan
;
Pospíšil, Jan
- In:
Annals of finance
19
(
2023
)
4
,
pp. 523-543
Persistent link: https://www.econbiz.de/10014448297
Saved in:
2
Gaussian Copula regression in the presence of thresholds
Eckert, Christine
;
Hohberger, Jan
;
Franses, Philip Hans
-
2022
Persistent link: https://www.econbiz.de/10012879125
Saved in:
3
The value of expected return persistence
Schadner, Wolfgang
;
Lang, Sebastian
- In:
Annals of finance
19
(
2023
)
4
,
pp. 449-476
Persistent link: https://www.econbiz.de/10014448279
Saved in:
4
The valuation of corporations : a derivative pricing perspective
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
19
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014253867
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5
Delta-hedging in fractional volatility models
Zhao, Qi
;
Chronopoulou, Alexandra
- In:
Annals of finance
19
(
2023
)
1
,
pp. 119-140
Persistent link: https://www.econbiz.de/10014253877
Saved in:
6
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
7
Performance of advanced stock price models when it becomes exotic : an empirical study
Junike, Gero
;
Schoutens, Wim
;
Stier, Hauke
- In:
Annals of finance
18
(
2022
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10013194639
Saved in:
8
Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate
Bufalo, Michele
;
Di Bari, Antonio
;
Villani, Giovanni
- In:
Annals of finance
18
(
2022
)
2
,
pp. 247-266
Persistent link: https://www.econbiz.de/10013278984
Saved in:
9
Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate
Zhang, Yumo
- In:
Annals of finance
18
(
2022
)
4
,
pp. 511-544
Persistent link: https://www.econbiz.de/10013489465
Saved in:
10
Dynamic optimal hedge ratio design when price and production are stochastic with jump
Clément, Nyassoke Titi Gaston
;
Jules, Sadefo Kamdem
; …
- In:
Annals of finance
18
(
2022
)
3
,
pp. 419-428
Persistent link: https://www.econbiz.de/10013440645
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