//--> //--> //--> //-->
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
Progressive filtration expansi...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
6
Theory
6
Option pricing theory
3
Optionspreistheorie
3
CAPM
2
Financial economics
2
Kapitalmarkttheorie
2
Credit risk
1
Hedging
1
Incomplete market
1
Kleinste-Quadrate-Methode
1
Kreditrisiko
1
Least squares method
1
Martingal
1
Martingale
1
Measurement
1
Messung
1
Modellierung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Portfolio selection
1
Portfolio-Management
1
Regression analysis
1
Regressionsanalyse
1
Risiko
1
Risk
1
Scientific modelling
1
Stochastic process
1
Stochastischer Prozess
1
Swap
1
Unvollkommener Markt
1
Volatility
1
Volatilität
1
Zero-Bond
1
Zero-coupon bond
1
more ...
less ...
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Undetermined
6
Author
All
Protter, Philip
8
Jarrow, Robert A.
5
Protter, Philip E.
4
Clément, Emmanuelle
2
Dritschel, Michael
2
Jacod, Jean
2
Kchia, Younes
2
Lamberton, Damien
2
Larsson, Martin
2
Çetin, Umut
2
Jarrow, Robert
1
Sezer, A. Deniz
1
Sezer, A.Deniz
1
more ...
less ...
Published in...
All
Finance and stochastics
Johnson School Research Paper Series
9
Finance and Stochastics
6
International Journal of Theoretical and Applied Finance (IJTAF)
5
International journal of theoretical and applied finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Papers / arXiv.org
5
Annals of finance
4
Stochastic Processes and their Applications
3
The review of financial studies
3
Financial engineering
2
International Review of Finance
2
Journal of banking & finance
2
Mathematical Finance
2
Mathematics and financial economics
2
The journal of finance : the journal of the American Finance Association
2
The journal of portfolio management : a publication of Institutional Investor
2
Annals of Applied Probability, Forthcoming
1
Annals of Finance
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Finance Research Letters
1
Finance research letters
1
Frontiers of mathematical finance : FMF
1
Journal of Banking & Finance
1
Journal of Multivariate Analysis
1
LSE Research Online Documents on Economics
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative Finance
1
Review of Derivatives Research
1
Review of Financial Studies
1
Review of derivatives research
1
SFB 373 Discussion Paper
1
SFB 373 Discussion Papers
1
Sonderforschungsbereich 373
1
The credit market handbook : advanced modeling issues
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
OLC EcoSci
6
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Risk-neutral compatibility with option prices
Jacod, Jean
;
Protter, Philip E.
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 285-315
Persistent link: https://www.econbiz.de/10003951511
Saved in:
4
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:
5
Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert
;
Kchia, Younes
;
Larsson, Martin
; …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10010091556
Saved in:
6
Complete markets with discontinuous security price
Dritschel, Michael
;
Protter, Philip
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 203-214
Persistent link: https://www.econbiz.de/10001367323
Saved in:
7
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:
8
An analysis of a least squares regression method for American option pricing
Clément, Emmanuelle
;
Lamberton, Damien
;
Protter, Philip
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 449-472
Persistent link: https://www.econbiz.de/10008216166
Saved in:
9
Complete markets with discontinuous security price
Dritschel, Michael
;
Protter, Philip
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 203-214
Persistent link: https://www.econbiz.de/10008218076
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->