//--> //--> //-->
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
~subject:"Option pricing theory"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"International journal of financial engineering"
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:"Integralrechnung"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Analysis
11
Mathematical analysis
11
Optionspreistheorie
9
Stochastic process
9
Stochastischer Prozess
9
Volatility
3
Volatilität
3
Black-Scholes model
2
Black-Scholes-Modell
2
Portfolio selection
2
Portfolio-Management
2
ARIMA model
1
BCCVA
1
BSDEs
1
Backward stochastic differential equation
1
Backward stochastic differential equations
1
Black-Scholes partial differential equation
1
CIR process
1
Cargo shipping
1
Control theory
1
Credit derivative
1
Credit risk
1
Decision under uncertainty
1
Deep learning
1
Default risk
1
Derivat
1
Derivative
1
Efficient frontier
1
Efficient strategy
1
Entscheidung unter Unsicherheit
1
Estimation
1
Estimation theory
1
Exchange rate
1
Financial services
1
Finanzdienstleistung
1
Finanzmathematik
1
Forecasting model
1
Forward-backward stochastic equations
1
Frachtrate
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Abergel, Frédérik
1
Aghili, A.
1
Becherer, Dirk
1
Duran, Ahmet
1
Giribone, Pier Giuseppe
1
Guo, Junyi
1
Ibrahim, Dalia
1
Kentia Tonleu, Klébert
1
Ligato, Simone
1
Naito, Riu
1
Rabinovitz, Yedidya
1
Sun, Zhongyang
1
Tian, Kun
1
Xiong, Dewen
1
Yamada, Toshihiro
1
Yan, Wenchao
1
Yuan, George Xianzhi
1
Özer, H. Ünsal
1
more ...
less ...
Published in...
All
Mathematical methods of operations research
International journal of financial engineering
The journal of computational finance
16
International journal of theoretical and applied finance
15
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Quantitative finance
8
Journal of mathematical finance
6
Applied mathematical finance
5
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
5
Insurance / Mathematics & economics
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Risks : open access journal
5
CARF working paper
4
CIRJE discussion papers / F series
4
Computational economics
4
SFB 649 discussion paper
4
Tübinger Diskussionsbeitrag
4
CESifo working papers
3
CoFE discussion papers
3
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
International journal of theoretical and applied finance : IJTAF
3
Annals of finance
2
Astin bulletin : the journal of the International Actuarial Association
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Decisions in economics and finance : a journal of applied mathematics
2
European journal of operational research : EJOR
2
Lecture notes in economics and mathematical systems : LNEMS
2
Scandinavian actuarial journal
2
Tübinger Diskussionsbeiträge
2
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
2
Asia Pacific financial markets
1
Asia-Pacific financial markets
1
Aspects of mathematical finance
1
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
1
Beiträge zur betriebswirtschaftlichen Forschung
1
Cogent economics & finance
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Computational optimization and applications : an international journal
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
An acceleration scheme for deep learning-based BSDE solver using weak expansions
Naito, Riu
;
Yamada, Toshihiro
- In:
International journal of financial engineering
7
(
2020
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012602946
Saved in:
2
The study of dynamics for credit default risk by backward stochastic differential equation method
Tian, Kun
;
Xiong, Dewen
;
Yan, Wenchao
;
Yuan, George Xianzhi
- In:
International journal of financial engineering
5
(
2018
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012028824
Saved in:
3
Non-linear filtering and optimal investment under partial information for stochastic volatility models
Ibrahim, Dalia
;
Abergel, Frédérik
- In:
Mathematical methods of operations research
87
(
2018
)
3
,
pp. 311-346
Persistent link: https://www.econbiz.de/10011874006
Saved in:
4
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility
Sun, Zhongyang
;
Guo, Junyi
- In:
Mathematical methods of operations research
88
(
2018
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10011903385
Saved in:
5
The source of error behavior for the solution of Black-Scholes PDE by finite difference and finite element methods
Özer, H. Ünsal
;
Duran, Ahmet
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011923061
Saved in:
6
Hedging under generalized good-deal bounds and model uncertainty
Becherer, Dirk
;
Kentia Tonleu, Klébert
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 171-214
Persistent link: https://www.econbiz.de/10011714399
Saved in:
7
A new S.D.E. and instantaneous mean reversion rate formula (presented via a numerical empirical model comparison)
Rabinovitz, Yedidya
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011778269
Saved in:
8
Fractional Black-Scholes equation
Aghili, A.
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673108
Saved in:
9
Option pricing via radial basis functions : performance comparison with traditional numerical integration scheme and parameters choice for a reliable pricing
Giribone, Pier Giuseppe
;
Ligato, Simone
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011333436
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->