//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and stochastics"
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:"fractional Brownian motion"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Fractional Brownian motion
3
Stochastic process
3
Stochastischer Prozess
3
Option pricing theory
2
Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
2
Transaction costs
2
Transaktionskosten
2
Analysis
1
Electronic trading
1
Elektronisches Handelssystem
1
Estimation theory
1
High frequency
1
Logarithmic utility
1
Mathematical analysis
1
Mean-variance optimisation
1
Model selection
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Opportunity cost
1
Opportunitätskosten
1
Projection least squares estimator
1
Proportional transaction costs
1
Schätztheorie
1
Shadow prices
1
Stochastic differential equations
1
Stochastic volatility
1
Theorie
1
Theory
1
Trading
1
Two-way crossing
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Czichowsky, Christoph
1
Guasoni, Paolo
1
Marie, Nicolas
1
Mišura, Julija S.
1
Peyre, Rémi
1
Rásonyi, Miklós
1
Schachermayer, Walter
1
Yang, Junjian
1
more ...
less ...
Published in...
All
Finance and stochastics
Physica A: Statistical Mechanics and its Applications
33
Statistical Inference for Stochastic Processes
22
Stochastic Processes and their Applications
18
Statistics & Probability Letters
13
MPRA Paper
7
Cowles Foundation Discussion Papers
6
International journal of theoretical and applied finance
6
Quantitative finance
5
Advances in Economic and Financial Research - DOFIN Working Paper Series
4
Econometric reviews
4
Finance and Stochastics
4
Journal of mathematical finance
4
Risk and decision analysis
4
CREATES Research Papers
3
International journal of financial engineering
3
LSE Research Online Documents on Economics
3
Mathematics and Computers in Simulation (MATCOM)
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
RePAd Working Paper Series
3
Risks : open access journal
3
Agricultural finance review
2
Annals of finance
2
BORRADORES DE ECONOMIA
2
Borradores de Economia
2
Computational economics
2
Discussion Papers / Business School, University of Exeter
2
Economic Modelling
2
Economic modelling
2
Finance
2
Financial innovation : FIN
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Mathematical finance
2
Mathematics and financial economics
2
Mathematics of operations research
2
Quantitative Finance
2
SSE/EFI Working Paper Series in Economics and Finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Tübinger Diskussionsbeiträge
2
Working Papers / HAL
2
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
2
High-frequency trading with
fractional
Brownian
motion
Guasoni, Paolo
;
Mišura, Julija S.
;
Rásonyi, Miklós
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 277-310
Persistent link: https://www.econbiz.de/10012499687
Saved in:
3
Shadow prices,
fractional
Brownian
motion
, and portfolio optimisation under transaction costs
Czichowsky, Christoph
;
Peyre, Rémi
;
Schachermayer, Walter
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10011945647
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->