//--> //--> //-->
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:"Theorie"
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
Theorie
Markov chain
32
Markov-Kette
32
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
CAPM
3
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 ...
Online availability
All
Undetermined
6
Free
2
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Filipović, Damir
2
Frey, Rüdiger
2
Alòs, Elisa
1
Beiglböck, Mathias
1
Borovkov, Konstantin
1
Brzeźniak, Zdzisław
1
Buchardt, Kristian
1
Bäuerle, Nicole
1
Capponi, Agostino
1
Chen, Li
1
Dassios, Angelos
1
Davis, Mark
1
Detemple, Jérôme B.
1
Elliott, Robert J. R.
1
Figueroa-López, José E.
1
Furrer, Christian
1
Garcia, René
1
Haussmann, Ulrich G.
1
Herdegen, Martin
1
Jang, Ji-Wook
1
Jaśkiewicz, Anna
1
Jeantheau, Thierry
1
Jiang, Zhengjun
1
Kabanov, Jurij M.
1
Keller-Ressel, Martin
1
Klebaner, Fima C.
1
Kok, Tayfun
1
Kreher, Dörte
1
Landén, Camilla
1
Larsen, Kasper
1
León, Jorge A.
1
Lowther, George
1
Møller, Thomas
1
Norberg, Ragnar
1
Nowak, Andrzej S.
1
Osakwe, Carlton-James U.
1
Pammer, Gudmund
1
Pascucci, Andrea
1
Pergamenščikov, Sergej M.
1
Pistorius, Martijn
1
more ...
less ...
Published in...
All
Finance and stochastics
European journal of operational research : EJOR
143
Journal of econometrics
71
Mathematical methods of operations research
61
Discussion paper / Tinbergen Institute
48
International journal of production research
47
Journal of economic dynamics & control
46
Mathematics of operations research
43
Operations research letters
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Economics letters
37
Operations research
37
Insurance / Mathematics & economics
36
Journal of economic theory
35
Risks : open access journal
34
Economic modelling
30
International journal of production economics
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
International journal of theoretical and applied finance
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Computers & operations research : and their applications to problems of world concern ; an international journal
25
International journal of forecasting
23
Macroeconomic dynamics
22
Computational economics
21
Journal of forecasting
21
Quantitative finance
20
Econometric reviews
19
Tinbergen Institute Discussion Paper
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Journal of empirical finance
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Working paper / National Bureau of Economic Research, Inc.
17
Working paper
16
Discussion paper / Centre for Economic Policy Research
15
Economic theory : official journal of the Society for the Advancement of Economic Theory
15
Journal of banking & finance
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Applied economics
14
Discussion papers / Deutsches Institut für Wirtschaftsforschung
14
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
26
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
2
Bubbles in discrete-time models
Herdegen, Martin
;
Kreher, Dörte
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 899-925
Persistent link: https://www.econbiz.de/10013440256
Saved in:
3
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
4
Markov decision processes with quasi-hyperbolic discounting
Jaśkiewicz, Anna
;
Nowak, Andrzej S.
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 189-229
Persistent link: https://www.econbiz.de/10012499682
Saved in:
5
Forward transition rates
Buchardt, Kristian
;
Furrer, Christian
;
Steffensen, Mogens
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 975-999
Persistent link: https://www.econbiz.de/10012114667
Saved in:
6
Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations
Brzeźniak, Zdzisław
;
Kok, Tayfun
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 959-1006
Persistent link: https://www.econbiz.de/10011946590
Saved in:
7
Facelifting in utility maximization
Larsen, Kasper
;
Soner, Halil Mete
;
Žitković, Gordan
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 99-121
Persistent link: https://www.econbiz.de/10011460007
Saved in:
8
Dynamic credit investment in partially observed markets
Capponi, Agostino
;
Figueroa-López, José E.
;
Pascucci, …
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 891-939
Persistent link: https://www.econbiz.de/10011421091
Saved in:
9
Optimal dividend distribution under Markov regime switching
Jiang, Zhengjun
;
Pistorius, Martijn
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 449-476
Persistent link: https://www.econbiz.de/10009562303
Saved in:
10
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:
11
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:
12
MDP algorithms for portfolio optimization problems in pure jump markets
Bäuerle, Nicole
;
Rieder, Ulrich
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 591-611
Persistent link: https://www.econbiz.de/10003899534
Saved in:
13
Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
Keller-Ressel, Martin
;
Steiner, Thomas
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 149-172
Persistent link: https://www.econbiz.de/10003716240
Saved in:
14
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa
;
León, Jorge A.
;
Vives, Josep
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 571-589
Persistent link: https://www.econbiz.de/10003645538
Saved in:
15
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Saved in:
16
Representation formulas for Malliavin derivatives of diffusion processes
Detemple, Jérôme B.
;
Garcia, René
;
Rindisbacher, Marcel
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 349-367
Persistent link: https://www.econbiz.de/10002946698
Saved in:
17
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:
18
A simple model for credit migration and spread curves
Chen, Li
;
Filipović, Damir
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 211-231
Persistent link: https://www.econbiz.de/10002747172
Saved in:
19
Optimizing the terminal wealth under partial information : the drift process as a continuous time markov chain
Sass, Jörn
;
Haussmann, Ulrich G.
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 553-577
Persistent link: https://www.econbiz.de/10002261492
Saved in:
20
A link between complete models with stochastic volatility and ARCH models
Jeantheau, Thierry
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 111-131
Persistent link: https://www.econbiz.de/10001910769
Saved in:
21
Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
Dassios, Angelos
;
Jang, Ji-Wook
- In:
Finance and stochastics
7
(
2003
)
1
,
pp. 73-95
Persistent link: https://www.econbiz.de/10001724642
Saved in:
22
Random step functions model for interest rates
Borovkov, Konstantin
;
Klebaner, Fima C.
;
Virag, Eleanor
- In:
Finance and stochastics
7
(
2003
)
1
,
pp. 123-143
Persistent link: https://www.econbiz.de/10001724648
Saved in:
23
A general characterization of one factor affine term structure models
Filipović, Damir
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 389-412
Persistent link: https://www.econbiz.de/10001599299
Saved in:
24
Risk-minimizing hedging strategies for insurance payment processes
Møller, Thomas
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 419-446
Persistent link: https://www.econbiz.de/10001614592
Saved in:
25
Bond pricing in a hidden Markov model of the short rate
Landén, Camilla
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 371-389
Persistent link: https://www.econbiz.de/10001538315
Saved in:
26
A note on the forward measure
Davis, Mark
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 19-28
Persistent link: https://www.econbiz.de/10001230162
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->