//--> //--> //--> //-->
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
Unified moment-based modeling...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
18
Optionspreistheorie
18
Stochastic process
16
Stochastischer Prozess
15
Volatility
13
Volatilität
13
Option trading
12
Optionsgeschäft
12
Theorie
11
Theory
11
Portfolio selection
7
Portfolio-Management
7
Finance
6
Option pricing
6
Capital income
4
Derivat
4
Derivative
4
Estimation
4
Kapitaleinkommen
4
Lévy processes
4
Asia
3
Asien
3
Börsenkurs
3
CAPM
3
Forecasting model
3
Fourier transform
3
Hilbert transform
3
Prognoseverfahren
3
Risikomanagement
3
Risikomaß
3
Risk management
3
Risk measure
3
Schätzung
3
Share price
3
Stochastic volatility
3
Time series analysis
3
Welt
3
World
3
Yield curve
3
Zeitreihenanalyse
3
more ...
less ...
Online availability
All
Undetermined
Free
69
CC license
1
Type of publication
All
Article
50
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Aufsatz im Buch
3
Book section
3
Language
All
English
38
Undetermined
12
Author
All
Fusai, Gianluca
28
Kyriakou, Ioannis
23
Marazzina, Daniele
8
Ballotta, Laura
6
Papapostolou, Nikos C.
6
Pouliasis, Panos K.
6
Brignone, Riccardo
5
Gambaro, Anna Maria
5
Nomikos, Nikos K.
4
Caldana, Ruggero
3
Germano, Guido
3
Gerrard, Russell
3
Casalini, Riccardo
2
Ghilarducci, Alessandro
2
Gonzato, Luca
2
Marena, Marina
2
Nielsen, Jens Perch
2
Pantelous, Athanasios A.
2
Phelan, Carolyn E.
2
Roncoroni, Andrea
2
Sermpinis, Georgios
2
Sgarra, Carlo
2
Abrahams, I.
1
Andriosopoulos, Kostas
1
Beckmann, Joscha
1
Cerny, Ales
1
Corsaro, Stefania
1
Corvino, Raffaele
1
Cuthbertson, Keith
1
Das, Milan Kumar
1
Di Iorio, Francesca
1
Dong, Kangyin
1
Dong, Xiucheng
1
Goia, Aldo
1
Gómez‐Valle, Lourdes
1
Hiabu, Munir
1
Liu, Jia
1
Longo, Giovanni
1
Loregian, Angela
1
Luciano, Elisa
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
8
Journal of Banking & Finance
3
Quantitative Finance
3
Transportation research / E : an international journal
3
Application of operations research to financial markets
2
Energy economics
2
European Journal of Operational Research
2
Insurance / Mathematics & economics
2
International journal of finance & economics : IJFE
2
Quantitative finance
2
The European journal of finance
2
Annals of finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
European financial management : the journal of the European Financial Management Association
1
Finance and Stochastics
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
International Journal of Finance & Economics
1
International Journal of Forecasting
1
Journal of Economic Dynamics and Control
1
Journal of Futures Markets
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial stability
1
Mathematics of operations research
1
Operations research
1
The journal of derivatives : JOD
1
The journal of portfolio management : JPM
1
Tourism management : research, policies, practice
1
Transportation Research Part E: Logistics and Transportation Review
1
more ...
less ...
Source
All
ECONIS (ZBW)
36
RePEc
12
Other ZBW resources
2
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models
Brignone, Riccardo
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 232-247
Persistent link: https://www.econbiz.de/10012482885
Saved in:
2
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options
Fusai, Gianluca
;
Kyriakou, Ioannis
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 531-559
Persistent link: https://www.econbiz.de/10011520483
Saved in:
3
Risk management of climate impact for tourism operators : an empirical analysis on ski resorts
Ballotta, Laura
;
Fusai, Gianluca
;
Kyriakou, Ioannis
; …
- In:
Tourism management : research, policies, practice
77
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012152024
Saved in:
4
General lattice methods for arithmetic Asian options
Gambaro, Anna Maria
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1185-1199
Persistent link: https://www.econbiz.de/10012161893
Saved in:
5
Technical note: on matrix exponential differentiation with application to weighted sum distributions
Das, Milan Kumar
;
Tsai, Henghsiu
;
Kyriakou, Ioannis
; …
- In:
Operations research
70
(
2022
)
4
,
pp. 1984-1995
Persistent link: https://www.econbiz.de/10013366400
Saved in:
6
Interest rate structured products : can they improve the risk-return profile?
Fusai, Gianluca
;
Longo, Giovanni
;
Zanotti, Giovanna
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1481-1512
Persistent link: https://www.econbiz.de/10013532236
Saved in:
7
Counting jumps : does the counting process count?
Ballotta, Laura
;
Fusai, Gianluca
;
Marazzina, Daniele
- In:
Quantitative finance
24
(
2024
)
11
,
pp. 1621-1640
Persistent link: https://www.econbiz.de/10015196949
Saved in:
8
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options
Fusai, Gianluca
;
Germano, Guido
;
Marazzina, Daniele
- In:
European journal of operational research : EJOR
251
(
2016
)
1
,
pp. 124-134
Persistent link: https://www.econbiz.de/10011446230
Saved in:
9
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
Phelan, Carolyn E.
;
Marazzina, Daniele
;
Fusai, Gianluca
; …
- In:
European journal of operational research : EJOR
271
(
2018
)
1
,
pp. 210-223
Persistent link: https://www.econbiz.de/10011882800
Saved in:
10
Accurate pricing of swaptions via lower bound
Gambaro, Anna Maria
;
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 183-208)
.
2018
Persistent link: https://www.econbiz.de/10011898636
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->