Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Wiener–Hopf factorization"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Wiener-Hopf factorization
27
Option pricing theory
18
Optionspreistheorie
18
Lévy processes
14
Stochastic process
13
Stochastischer Prozess
13
Option trading
10
Optionsgeschäft
10
Wiener–Hopf factorization
8
barrier options
8
Credit risk
6
Laplace inversion
6
Option pricing
6
Carr's randomization
5
Fourier transform
5
Kreditrisiko
4
Laplace transform
4
Lévy process
4
Markov chain
4
Markov-Kette
4
conformal deformations
4
credit default swaps
4
parabolic inverse Laplace transform
4
CGMY model
3
Credit derivative
3
KoBoL processes
3
Kreditderivat
3
Normal Inverse Gaussian processes
3
Regime switching
3
Structural model
3
Variance Gamma processes
3
first-touch digitals
3
lookback option
3
parabolic inverse Fourier transform
3
stochastic interest rate
3
Annuity puzzle
2
Barrier options
2
Canadization
2
Cointegration
2
Concave majorant
2
more ...
less ...
Online availability
All
Undetermined
23
Free
6
Type of publication
All
Article
35
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Article
1
more ...
less ...
Language
All
English
24
Undetermined
17
Author
All
Levendorskij, Sergej Z.
5
Hainaut, Donatien
4
Kudryavtsev, Oleg
4
LEVENDORSKIĬ, SERGEI
4
BOYARCHENKO, MITYA
3
Bojarčenko, Svetlana I.
3
Asmussen, Søren
2
BOYARCHENKO, SVETLANA
2
Boyarchenko, Mitya
2
Deelstra, Griselda
2
Gruntjes, Paul
2
Iseger, Peter
2
Jiang, Zhengjun
2
Laub, Patrick J.
2
Le Courtois, Olivier
2
Mandjes, Michel
2
Sadoon, Majid M. al-
2
Su, Xiaoshan
2
Yang, Hailiang
2
Boxma, Onno
1
Boyarchenko, Svetlana
1
Fourati, Sonia
1
Fusai, Gianluca
1
Germano, Guido
1
Hieber, Peter
1
INNOCENTIS, MARCO DE
1
Innocentis, Marco de
1
Ivanos, Jevgenijs
1
JEANNIN, MARC
1
Kargin, Vladislav
1
Kawanishi, Yasuhiro
1
Kuznetsov, A.
1
Kyprianou, A.
1
Lee, Sangjun
1
Levendorskiǐ, Sergei
1
Levendorskiǐ, Sergei
1
Li, Yuan
1
Marazzina, Daniele
1
PISTORIUS, MARTIJN
1
Peng, X.
1
more ...
less ...
Institution
All
EconWPA
2
HAL
1
Published in...
All
International Journal of Theoretical and Applied Finance (IJTAF)
6
International journal of theoretical and applied finance
5
Finance and Stochastics
3
Finance and stochastics
2
Insurance / Mathematics & economics
2
Journal of economic dynamics & control
2
Stochastic Processes and their Applications
2
Asia Pacific financial markets
1
Asia-Pacific financial markets
1
Barcelona GSE working paper series : working paper
1
CARF working paper
1
Computational Statistics
1
Computational management science
1
Decisions in economics and finance : a journal of applied mathematics
1
European journal of operational research : EJOR
1
Finance
1
Insurance: Mathematics and Economics
1
Journal of Economic Dynamics and Control
1
Macroeconomics
1
Mathematical Methods of Operations Research
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of derivatives research
1
Risks
1
Risks : open access journal
1
Working Papers / HAL
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
RePEc
18
EconStor
1
Showing
41
-
41
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
Portfolio Management for a Random Field of Bond Returns
Kargin, Vladislav
-
EconWPA
-
2003
optimal portfolio allocation using
Wiener-Hopf
factorization
. The technique is illustrated with an example of the Treasury …
Persistent link: https://www.econbiz.de/10005413122
Saved in:
First
Prev
1
2
3
4
5
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
