//--> //--> //-->
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
type_genre:"Article in journal"
~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:"Statistische Wahrscheinlichkeit"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Probability theory
18
Wahrscheinlichkeitsrechnung
18
Stochastic process
10
Stochastischer Prozess
10
Theorie
9
Theory
9
Option pricing theory
7
Optionspreistheorie
7
Statistical distribution
4
Statistische Verteilung
4
Mathematical programming
3
Mathematische Optimierung
3
Volatility
3
Volatilität
3
Credit rating
2
Credit risk
2
Insolvency
2
Insolvenz
2
Kreditrisiko
2
Kreditwürdigkeit
2
Markov chain
2
Markov-Kette
2
Option trading
2
Optionsgeschäft
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risk
2
Robust statistics
2
Robustes Verfahren
2
Stochastic volatility
2
Anlageverhalten
1
Behavioural finance
1
Black-Scholes model
1
Black-Scholes-Modell
1
CGMY
1
CIR
1
CIR subordinator
1
Capital income
1
Contingent claims
1
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
18
Conference paper
1
Konferenzbeitrag
1
Language
All
English
18
Author
All
Fabozzi, Frank J.
3
Friedman, Craig
3
Račev, Svetlozar T.
2
Sandow, Sven
2
Alfonsi, Aurélien
1
Benth, Fred Espen
1
Bertschinger, Nils
1
Biglova, Almira
1
Bojarčenko, Svetlana I.
1
Chellathurai, Thamayanthi
1
Corbetta, Jacopo
1
Cui, Zhenyu
1
Gapeev, Pavel V.
1
Jeanblanc, Monique
1
Jevtić, Petar
1
Jourdain, Benjamin
1
Kirkby, J. Lars
1
Kluge, Tino
1
Krehbiel, Timothy L.
1
Kutrolli, Gleda
1
Leduc, Guillaume
1
Levendorskij, Sergej Z.
1
Li, Weiping
1
Lian, Guanghua
1
Lozza, Sergio Ortobelli
1
Madan, Dilip B.
1
Marena, Marina
1
Nguyen, Duy
1
Ortobelli, Sergio
1
Palmer, Kenneth J.
1
Pfante, Oliver
1
Pistorius, Martijn
1
Rogers, Leonard C. G.
1
Schoutens, Wim
1
Semeraro, Patrizia
1
Shalit, Haim
1
Stefani, Silvana
1
Stoyanov, Stoyan
1
Stoyanov, Stoyan V.
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Insurance / Mathematics & economics
146
European journal of operational research : EJOR
107
Economics letters
83
Risks : open access journal
61
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Operations research letters
53
Theory and decision : an international journal for multidisciplinary advances in decision science
52
International journal of forecasting
51
Journal of econometrics
48
Scandinavian actuarial journal
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Journal of mathematical economics
43
Metrika : international journal for theoretical and applied statistics
42
Operations research
37
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Mathematics of operations research
32
Journal of economic theory
30
Economic theory : official journal of the Society for the Advancement of Economic Theory
29
Mathematical social sciences
27
Statistics in transition : an international journal of the Polish Statistical Association
23
Journal of risk and uncertainty : JRU
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
21
Econometric reviews
20
Finance and stochastics
20
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
20
INFORMS journal on computing : JOC
20
International journal of production research
19
Journal of behavioral decision making
19
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
19
Statistical papers
19
Econometric theory
18
Journal of applied probability
18
Journal of the Operational Research Society
18
Computers & operations research : and their applications to problems of world concern ; an international journal
17
Journal of economic dynamics & control
17
Astin bulletin : the journal of the International Actuarial Association
16
Journal of risk and financial management : JRFM
16
Annals of operations research
15
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
18
of
18
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
2
What a difference one probability makes in the convergence of binomial trees
Leduc, Guillaume
;
Palmer, Kenneth J.
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012496772
Saved in:
3
Multivariate marked poisson processes and market related multidimensional information flows
Jevtić, Petar
;
Marena, Marina
;
Semeraro, Patrizia
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012013851
Saved in:
4
Sampling of one-dimensional probability measures in the convex order and computation of robust option price bounds
Alfonsi, Aurélien
;
Corbetta, Jacopo
;
Jourdain, Benjamin
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012019745
Saved in:
5
Volatility inference and return dependencies in stochastic volatility models
Pfante, Oliver
;
Bertschinger, Nils
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012019759
Saved in:
6
Sinh-acceleration: efficient evaluation of probability distributions, option pricing, and Monte Carlo simulations
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012019776
Saved in:
7
Defaultable claims in switching models with partial information
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012030897
Saved in:
8
The potential approach in practice
Kluge, Tino
;
Rogers, Leonard C. G.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011889513
Saved in:
9
Conic trading in a Markovian steady state
Madan, Dilip B.
;
Pistorius, Martijn
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011686840
Saved in:
10
Probability density of recovery rate given default of a firm's debt and its constituent tranches
Chellathurai, Thamayanthi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011687002
Saved in:
11
Integral representations of probability density of stochastic volatility models and timer options
Cui, Zhenyu
;
Kirkby, J. Lars
;
Lian, Guanghua
;
Nguyen, Duy
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011787421
Saved in:
12
An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping
;
Krehbiel, Timothy L.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011525108
Saved in:
13
Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli
;
Shalit, Haim
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
Saved in:
14
Metrization of stochastic dominance rules
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009624503
Saved in:
15
Desirable properties of an ideal risk measure in portfolio theory
Račev, Svetlozar T.
;
Ortobelli, Sergio
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 19-54
Persistent link: https://www.econbiz.de/10003692723
Saved in:
16
Model performance measures for leveraged investors
Friedman, Craig
;
Sandow, Sven
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 541-554
Persistent link: https://www.econbiz.de/10002171463
Saved in:
17
Model performance measures for expected utility maximizing investors
Friedman, Craig
;
Sandow, Sven
- In:
International journal of theoretical and applied finance
6
(
2003
)
4
,
pp. 355-401
Persistent link: https://www.econbiz.de/10001779822
Saved in:
18
Confronting model misspecification in finance : tractable collections of scenario probability measures for robust financial optimization problems
Friedman, Craig
- In:
International journal of theoretical and applied finance
5
(
2002
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10001657399
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->