//--> //--> //-->
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:"Lecture notes in economics and mathematical systems : LNEMS"
~isPartOf:"International journal of theoretical and applied finance"
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_exact:"Difference equation"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Analysis
24
Mathematical analysis
24
Option pricing theory
17
Optionspreistheorie
17
Stochastic process
17
Stochastischer Prozess
17
Theorie
8
Theory
8
Derivat
6
Derivative
6
Volatility
5
Volatilität
5
Control theory
4
Kontrolltheorie
4
Portfolio selection
4
Portfolio-Management
4
stochastic differential equation
4
Experiment
3
Finanzmathematik
3
Hedging
3
information premium
3
Black-Scholes model
2
Black-Scholes-Modell
2
Forecasting model
2
Interest rate derivative
2
Markov chain
2
Markov-Kette
2
Mathematical programming
2
Mathematische Optimierung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Option trading
2
Optionsgeschäft
2
Prognoseverfahren
2
Spieltheorie
2
Weather
2
Wetter
2
Yield curve
2
Zinsderivat
2
Zinsstruktur
2
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
20
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Forschungsbericht
2
Hochschulschrift
2
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
Thesis
1
more ...
less ...
Language
All
English
24
Author
All
Hess, Markus
3
Albanese, Claudio
1
Blanchet-Scalliet, Christophette
1
Bouziane, Markus
1
Brockhaus, Oliver
1
Caister, Nicolette C.
1
Cartea, Álvaro
1
Ceci, Claudia
1
Chevalier, Etienne
1
Chiarella, Carl
1
Criens, David
1
Dempster, Michael A. H.
1
Dewynne, Jeff N.
1
Dubois, Mathieu
1
Faidi, Wahid
1
Gapeev, Pavel V.
1
Govinder, Keshlan S.
1
Hassan, Nadima el
1
Jaimungal, Sebastian
1
Kang, Boda
1
Kharroubi, Idris
1
Konnov, Igor V.
1
Kouritzin, Michael A.
1
Krabs, Werner
1
Kromer, Eduard
1
Lim, Thomas
1
Marzougue, Mohamed
1
Mastinsek, Miklavz
1
Matoussi, Anis
1
Meyer, Gunter H.
1
Mnif, Mohamed
1
O'Hara, John G.
1
Overbeck, Ludger
1
Pickl, Stefan
1
Shardin, Anton A.
1
Szölgyenyi, Michaela
1
Sánchez-Betancourt, Leonardo
1
Torricelli, Lorenzo
1
Wiart, B. Carton de
1
Zhu, Jianwei
1
more ...
less ...
Institution
All
International Symposium on Generalized Convexity, Monotonicity <8, 2005, Varese>
1
Published in...
All
Lecture notes in economics and mathematical systems : LNEMS
International journal of theoretical and applied finance
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
23
IMF Working Papers
20
The journal of computational finance
18
Discussion papers of interdisciplinary research project 373
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Insurance / Mathematics & economics
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Journal of mathematical finance
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Finance and stochastics
11
Mathematics Preprint Archive
11
CESifo working papers
9
Journal of mathematical economics
9
Quantitative finance
9
SFB 649 discussion paper
9
Applied mathematical finance
7
CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
International journal of financial engineering
7
Mathematics of operations research
7
Probability theory and related fields
7
Risks : open access journal
7
Annals of finance
6
Computational economics
6
Contemporary quantitative finance : essays in honour of Eckhard Platen
6
Dynamic games and applications : DGA
6
Lehrbuch
6
IMA journal of management mathematics
5
Journal of economic dynamics & control
5
Macroeconomic dynamics
5
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
5
Advanced mathematical methods for finance
4
CARF working paper
4
CIRJE discussion papers / F series
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Discussion paper / Tinbergen Institute
4
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
4
Economic modelling
4
Journal of econometrics
4
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
24
of
24
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Latency and liquidity risk
Cartea, Álvaro
;
Jaimungal, Sebastian
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807838
Saved in:
2
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
3
A note on real-world and risk-neutral dynamics for Heath-Jarrow-Morton frameworks
Criens, David
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012270996
Saved in:
4
Reflected BSDEs with stochastic monotone generator and application to valuing American options
Marzougue, Mohamed
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012496720
Saved in:
5
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
Saved in:
6
On some functionals of the first passage times in models with switching stochastic volatility
Gapeev, Pavel V.
;
Brockhaus, Oliver
;
Dubois, Mathieu
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011845962
Saved in:
7
Explicit Heston solutions and stochastic approximation for path-dependent option pricing
Kouritzin, Michael A.
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10011846484
Saved in:
8
Optimal stochastic control problem under model uncertainty with nonentropy penalty
Faidi, Wahid
;
Matoussi, Anis
;
Mnif, Mohamed
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011686954
Saved in:
9
The valuation of self-funding instalment warrants
Dewynne, Jeff N.
;
Hassan, Nadima el
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011687010
Saved in:
10
Differentiability of BSVIEs and dynamic capital allocations
Kromer, Eduard
;
Overbeck, Ludger
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011763938
Saved in:
11
Optimal control of an energy storage facility under a changing economic environment and partial information
Shardin, Anton A.
;
Szölgyenyi, Michaela
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011523933
Saved in:
12
On robustness of the black-scholes partial differential equation model
Mastinsek, Miklavz
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011455391
Saved in:
13
Modeling and pricing precipitation derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011568818
Saved in:
14
Max-min optimization problem for variable annuities pricing
Blanchet-Scalliet, Christophette
;
Chevalier, Etienne
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011419373
Saved in:
15
Pricing joint claims on an asset and its realized variance in stochastic volatility models
Torricelli, Lorenzo
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009725085
Saved in:
16
Utility maximization with intermediate consumption under restricted information for jump market models
Ceci, Claudia
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009672596
Saved in:
17
Wavelet optimized valuation of financial derivatives
Wiart, B. Carton de
;
Dempster, Michael A. H.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1113-1137
Persistent link: https://www.econbiz.de/10009407662
Saved in:
18
Kernel convergence estimates for diffusions with continuous coefficients
Albanese, Claudio
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 979-1004
Persistent link: https://www.econbiz.de/10009407684
Saved in:
19
Solving the Asian option PDE using Lie symmetry methods
Caister, Nicolette C.
;
O'Hara, John G.
;
Govinder, Keshlan S.
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1265-1277
Persistent link: https://www.econbiz.de/10008906161
Saved in:
20
The evaluation of American option prices under stochastic volatitlity and jump-diffusion dynamics using the method of lines
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 393-425
Persistent link: https://www.econbiz.de/10003867417
Saved in:
21
Pricing interest-rate derivatives : a fourier-transform based approach
Bouziane, Markus
-
2008
Persistent link: https://www.econbiz.de/10003571605
Saved in:
22
Generalized convexity and related topics
Konnov, Igor V.
(
ed.
)
-
2006
Persistent link: https://www.econbiz.de/10003358464
Saved in:
23
Analysis, controllability and optimization of time-discrete systems and dynamical games
Krabs, Werner
;
Pickl, Stefan
-
2003
Persistent link: https://www.econbiz.de/10001787717
Saved in:
24
Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei
-
2000
Persistent link: https://www.econbiz.de/10001499875
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->