//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
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
Introduction to Stochastic Dif...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
5
Theory
5
Derivat
4
Derivative
4
Option trading
4
Optionsgeschäft
4
Portfolio selection
4
Portfolio-Management
4
Börsenkurs
3
Index futures
3
Index-Futures
3
Option pricing theory
3
Optionspreistheorie
3
Share price
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Handelsvolumen der Börse
2
Securities trading
2
Trading volume
2
VIX futures
2
Wertpapierhandel
2
contango
2
long short-term memory (LSTM) networks
2
optimal execution
2
order books
2
price impact
2
stochastic control
2
trading volume
2
Aktienindex
1
Breeden-Litzenberger formula
1
Capital income
1
Chicago Board Options Exchange (CBOE) volatility index (VIX) futures
1
Cointegration
1
Derivatives
1
EU countries
1
EU-Staaten
1
Functional analysis
1
Hedge fund
1
more ...
less ...
Online availability
All
Undetermined
Free
5,739
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Papanicolaou, Andrew
8
Avellaneda, Marco
3
Papanicolaou, A.
3
Bossu, Sébastien
2
Carr, Peter
2
Fu, Hao
2
Healy, Brian
2
Khorrami, Farshad
2
Amir-Ghassemi, F.
1
Chandra, Shiva
1
Krishnamurthy, Prasanth
1
Krishnamurthy, Prashanth
1
Lee, Sangmin
1
Li, Thomas Nanfeng
1
Perlow, M.
1
Wang, Gaozhan
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
3
Applied mathematical finance
2
Quantitative finance
2
The journal of computational finance
1
The journal of computational finance : JFC
1
The journal of investment strategies
1
The journal of portfolio management : JPM
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analysis of VIX Markets with a time-spread portfolio
Papanicolaou, A.
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 374-408
Persistent link: https://www.econbiz.de/10011704261
Saved in:
2
An optimal control strategy for execution of large stock orders using long short-term memory networks
Papanicolaou, Andrew
;
Fu, Hao
;
Krishnamurthy, Prashanth
; …
- In:
The journal of computational finance
26
(
2023
)
4
,
pp. 37-65
Persistent link: https://www.econbiz.de/10014342063
Saved in:
3
Statistics of VIX futures and their applications to trading volatility exchange-traded products
Avellaneda, Marco
;
Papanicolaou, Andrew
- In:
The journal of investment strategies
7
(
2018
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011880127
Saved in:
4
Pairs trading of two assets with uncertainty in co-integration's level of mean reversion
Lee, Sangmin
;
Papanicolaou, Andrew
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011686768
Saved in:
5
Statistics of VIX futures and applications to trading volatility exchange-traded products
Avellaneda, Marco
;
Papanicolaou, A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012012774
Saved in:
6
Singular perturbation expansion for utility maximization with order-ϵ quadratic transaction costs
Chandra, Shiva
;
Papanicolaou, Andrew
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012153330
Saved in:
7
A functional analysis approach to the static replication of European options
Bossu, Sébastien
;
Carr, Peter
;
Papanicolaou, Andrew
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 637-655
Persistent link: https://www.econbiz.de/10012483843
Saved in:
8
Static replication of European standard dispersion options
Bossu, Sébastien
;
Carr, Peter
;
Papanicolaou, Andrew
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 799-811
Persistent link: https://www.econbiz.de/10013367861
Saved in:
9
Trading signals in VIX futures
Avellaneda, Marco
;
Li, Thomas Nanfeng
;
Papanicolaou, Andrew
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 275-298
Persistent link: https://www.econbiz.de/10013171072
Saved in:
10
Aggregate alpha in the hedge fund industry : a further look at best ideas
Amir-Ghassemi, F.
;
Papanicolaou, A.
;
Perlow, M.
- In:
The journal of portfolio management : JPM
48
(
2022
)
3
,
pp. 220-239
Persistent link: https://www.econbiz.de/10013175479
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->