//--> //--> //--> //-->
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
~isPartOf:"Finance and stochastics"
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
A Characterization of Complete...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
9
Theory
9
CAPM
3
Portfolio selection
3
Portfolio-Management
3
Stochastic process
3
Stochastischer Prozess
3
Risiko
2
Risk
2
Swap
2
Volatility
2
Volatilität
2
(Strong) Time-consistency
1
Choquet expectation
1
Credit risk
1
Decision
1
Derivat
1
Derivative
1
Distortion
1
Dynamic portfolio optimisation
1
Dynamic risk measure
1
Entscheidung
1
Erwartungsnutzen
1
Expected utility
1
Financial economics
1
Financial investment
1
Hedging
1
Kapitalanlage
1
Kapitalmarkttheorie
1
Kreditrisiko
1
Limit theorem
1
Measurement
1
Messung
1
Modellierung
1
Nutzen
1
Nutzenfunktion
1
Option pricing theory
1
Optionspreistheorie
1
Pointwise concavity
1
Risikoaversion
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Undetermined
6
Author
All
Madan, Dilip B.
9
Jarrow, Robert A.
6
Carr, Peter
4
Geman, Hélyette
4
Yor, Marc
4
Protter, Philip E.
3
Jarrow, Robert
2
Jin, Xing
2
Protter, Philip
2
Çetin, Umut
2
Kchia, Younes
1
Larsson, Martin
1
Li, Siguang
1
Pistorius, M.
1
Sezer, A. Deniz
1
Sezer, A.Deniz
1
Stadje, M.
1
more ...
less ...
Published in...
All
Finance and stochastics
Robert H. Smith School Research Paper
48
Mathematical finance : an international journal of mathematics, statistics and financial theory
30
Johnson School Research Paper Series
24
Review of derivatives research
23
Finance research letters
19
International journal of theoretical and applied finance
17
Annals of finance
16
Journal of banking & finance
13
Mathematical Finance
13
Mathematics and financial economics
12
Frontiers of mathematical finance : FMF
11
Journal of financial and quantitative analysis : JFQA
11
The journal of finance : the journal of the American Finance Association
10
The review of financial studies
10
Finance Research Letters
9
Journal of financial economics
9
Quantitative finance
9
Annual review of financial economics
8
The journal of business : B
8
The journal of computational finance
8
Applied mathematical finance
7
International Journal of Theoretical and Applied Finance (IJTAF)
7
Journal of risk
7
Quantitative Finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Economics Papers from University Paris Dauphine
6
The journal of fixed income
6
The quarterly journal of finance
6
Annual Review of Financial Economics
5
Journal of Banking & Finance
5
Economics letters
4
Journal of Financial and Quantitative Analysis
4
Journal of Risk and Financial Management
4
Journal of financial services research : JFSR
4
Papers / arXiv.org
4
Queen's Economics Department working paper
4
The journal of portfolio management : a publication of Institutional Investor
4
Economics Letters
3
Finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
9
OLC EcoSci
6
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Liquidity risk and arbitrage pricing theory
Çetin, Umut
;
Jarrow, Robert A.
;
Protter, Philip
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 311-342
Persistent link: https://www.econbiz.de/10008214763
Saved in:
2
Information reduction via level crossings in a credit risk model
Jarrow, Robert A.
;
Protter, Philip
;
Sezer, A.Deniz
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10008222021
Saved in:
3
Liquidity risk and arbitrage pricing theory
Çetin, Umut
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 311-341
Persistent link: https://www.econbiz.de/10002130310
Saved in:
4
Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert A.
;
Kchia, Younes
;
Larsson, Martin
; …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10009730815
Saved in:
5
Information reduction via level crossings in a credit risk model
Jarrow, Robert A.
;
Protter, Philip E.
;
Sezer, A. Deniz
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10003439757
Saved in:
6
Concavity, stochastic utility, and risk aversion
Jarrow, Robert A.
;
Li, Siguang
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 311-330
Persistent link: https://www.econbiz.de/10012499688
Saved in:
7
Hedging contingent claims on semimartingales
Jarrow, Robert
;
Madan, Dilip B.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
Saved in:
8
Optimal investment in derivative securities
Carr, Peter
;
Jin, Xing
;
Madan, Dilip B.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001553046
Saved in:
9
Pricing options on realized variance
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 453-476
Persistent link: https://www.econbiz.de/10008214154
Saved in:
10
Stochastic volatility, jumps and hidden time changes
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 63-90
Persistent link: https://www.econbiz.de/10008216498
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->