//--> //--> //-->
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"
~subject:"CAPM"
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:"Markovscher Prozess"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Markov chain
32
Markov-Kette
32
Theorie
26
Theory
26
Stochastic process
12
Stochastischer Prozess
12
Option pricing theory
8
Optionspreistheorie
8
Portfolio selection
8
Portfolio-Management
8
Derivat
5
Derivative
5
Volatility
4
Volatilität
4
Yield curve
4
Zinsstruktur
4
Incomplete information
3
Unvollkommene Information
3
Anleihe
2
Bond
2
Börsenkurs
2
Credit risk
2
Hedging
2
Kreditrisiko
2
Martingal
2
Martingale
2
Mathematical programming
2
Mathematische Optimierung
2
Probability theory
2
Regime switching
2
Share price
2
Wahrscheinlichkeitsrechnung
2
ARCH model
1
ARCH-Modell
1
Additive subordination
1
Affine process
1
Affine processes
1
Algorithm
1
Algorithmus
1
more ...
less ...
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
Frey, Rüdiger
2
Norberg, Ragnar
1
Runggaldier, Wolfgang J.
1
Schmidt, Thorsten
1
Published in...
All
Finance and stochastics
International review of financial analysis
6
Asia-Pacific financial markets
5
International journal of theoretical and applied finance
5
Finance research letters
4
Journal of empirical finance
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Journal of economic dynamics & control
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Annals of finance
2
Applied economics
2
Applied economics letters
2
Econometrics : open access journal
2
Economic modelling
2
European journal of operational research : EJOR
2
Journal of econometrics
2
Journal of financial economics
2
Quantitative economics : QE ; journal of the Econometric Society
2
Review of derivatives research
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Annals of financial economics
1
Applied mathematical finance
1
Bayesian Inference in the Social Sciences, edited by Ivan Jeliazkov and Xin-She Yang, John Wiley & Sons, published in October, 2014
1
CAMA Working Papaer
1
CAMA working paper series
1
Ca' Foscari University of Venice Department of Economics Working Paper
1
Cardiff economics working papers
1
Comparative economic research : Central and Eastern Europe
1
Discussion paper
1
Discussion paper series / Stanford Institute for Economic Policy Research
1
Discussion papers / Department of Economics, University of Copenhagen
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics discussion papers
1
Economie & prévision : EP
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
FRB International Finance Discussion Paper
1
Financial theory and practice
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 105-133
Persistent link: https://www.econbiz.de/10009423247
Saved in:
2
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
3
Anomalous PDEs in Markov chains : domains of validity and numerical solutions
Norberg, Ragnar
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 519-537
Persistent link: https://www.econbiz.de/10003133253
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->