//--> //--> //-->
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:"Yield curve"
~type_genre:"Article in journal"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
Analysis
347
Mathematical analysis
347
Stochastic process
211
Stochastischer Prozess
211
Theorie
149
Theory
149
Option pricing theory
135
Optionspreistheorie
135
Volatility
40
Volatilität
40
Portfolio selection
36
Portfolio-Management
36
Experiment
29
Risiko
27
Risk
27
Black-Scholes model
26
Black-Scholes-Modell
26
Control theory
25
Derivat
25
Derivative
25
Kontrolltheorie
25
Estimation theory
22
Schätztheorie
22
Mathematical programming
19
Mathematische Optimierung
19
Backward stochastic differential equation
17
Finanzmathematik
17
Mathematical finance
17
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Hedging
16
Mathematics
16
Mathematik
16
Option trading
15
Optionsgeschäft
15
Stochastic differential equations
14
Time series analysis
13
Zeitreihenanalyse
13
Nichtlineare Regression
12
Nonlinear regression
12
more ...
less ...
Online availability
All
Undetermined
7
Free
1
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
11
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Hochschulschrift
2
more ...
less ...
Language
All
English
11
Author
All
Chan, Kung-sik
2
Su, Fei
2
Zhang, Yumo
2
Bu, Ruijun
1
Carr, Peter
1
Cheng, Jie
1
Chiarella, Carl
1
Criens, David
1
Fanelli, Viviana
1
Filipović, Damir
1
Frutos, Javier de
1
Hadri, Kaddour
1
Musti, Silvana
1
Reisinger, Christoph
1
Wissmann, Rasmus
1
Worah, Pratik
1
more ...
less ...
Published in...
All
Annals of finance
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Decisions in economics and finance : a journal of applied mathematics
1
Economic modelling
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Finance research letters
1
International journal of theoretical and applied finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
11
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
2
Utility maximization in a stochastic affine interest rate and CIR risk premium framework : a BSDE approach
Zhang, Yumo
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
1
,
pp. 97-128
Persistent link: https://www.econbiz.de/10014321379
Saved in:
3
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:
4
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:
5
Testing for threshold diffusion
Su, Fei
;
Chan, Kung-sik
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 218-227
Persistent link: https://www.econbiz.de/10011704178
Saved in:
6
Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Economic modelling
52
(
2016
),
pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
Saved in:
7
Optimal rates from eigenvalues
Carr, Peter
;
Worah, Pratik
- In:
Finance research letters
16
(
2016
),
pp. 230-238
Persistent link: https://www.econbiz.de/10011656191
Saved in:
8
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Saved in:
9
Numerical valuation of derivatives in high-dimensional settings via partial differential equation expansions
Reisinger, Christoph
;
Wissmann, Rasmus
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 95-127
Persistent link: https://www.econbiz.de/10011441267
Saved in:
10
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
- In:
European journal of operational research : EJOR
208
(
2011
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10008779603
Saved in:
11
A spectral method for bonds
Frutos, Javier de
- In:
Computers & operations research : and their …
35
(
2008
)
1
,
pp. 64-75
Persistent link: https://www.econbiz.de/10003665764
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->