//--> //--> //--> //-->
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
Pricing options with vanishing...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
248
Theory
248
Stochastic process
245
Stochastischer Prozess
245
Option pricing theory
233
Optionspreistheorie
233
Volatility
86
Volatilität
86
Portfolio selection
76
Portfolio-Management
76
Martingal
60
Martingale
60
Hedging
47
Option trading
47
Optionsgeschäft
47
CAPM
38
Derivat
37
Derivative
37
Yield curve
34
Zinsstruktur
34
Transaction costs
33
Transaktionskosten
33
Arbitrage
31
Mathematical programming
31
Mathematische Optimierung
31
Arbitrage Pricing
29
Arbitrage pricing
29
Black-Scholes model
29
Black-Scholes-Modell
29
Incomplete market
25
Unvollkommener Markt
25
Markov chain
24
Markov-Kette
24
Risiko
24
Risk
24
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Estimation theory
18
Schätztheorie
18
Finanzmathematik
14
more ...
less ...
Online availability
All
Undetermined
132
Free
32
Type of publication
All
Article
408
Type of publication (narrower categories)
All
Article in journal
408
Aufsatz in Zeitschrift
408
Language
All
English
408
Author
All
Kabanov, Jurij M.
11
Hobson, David G.
8
Benth, Fred Espen
7
Carr, Peter
7
Jeanblanc, Monique
7
Fukasawa, Masaaki
6
Kardaras, Constantinos
6
Linetsky, Vadim
6
Belomestny, Denis
5
Björk, Tomas
5
Filipović, Damir
5
Soner, Halil Mete
5
Žitković, Gordan
5
Alòs, Elisa
4
Fontana, Claudio
4
Glasserman, Paul
4
Larsen, Kasper
4
Lee, Roger
4
Lépinette, Emmanuel
4
Mijatović, Aleksandar
4
Mostovyi, Oleksii
4
Nutz, Marcel
4
Obłój, Jan
4
Schweizer, Martin
4
Touzi, Nizar
4
Bouchard, Bruno
3
Carmona, René
3
Choulli, Tahir
3
Cont, Rama
3
Cox, Alexander M. G.
3
Eberlein, Ernst
3
Fouque, Jean-Pierre
3
Guasoni, Paolo
3
Jacquier, Antoine
3
Jarrow, Robert A.
3
Kallsen, Jan
3
Karatzas, Ioannis
3
Keller-Ressel, Martin
3
Krühner, Paul
3
Kupper, Michael
3
more ...
less ...
Published in...
All
Finance and stochastics
European journal of operational research : EJOR
845
Finance research letters
834
Energy economics
827
International journal of theoretical and applied finance
684
NBER working paper series
658
The journal of futures markets
644
Working paper / National Bureau of Economic Research, Inc.
585
Journal of banking & finance
580
NBER Working Paper
564
Journal of econometrics
528
International review of financial analysis
503
Applied economics
482
International review of economics & finance : IREF
466
Economic modelling
460
Insurance / Mathematics & economics
423
Quantitative finance
394
The North American journal of economics and finance : a journal of financial economics studies
392
Economics letters
380
Working paper
367
Mathematical finance : an international journal of mathematics, statistics and financial theory
364
Journal of economic dynamics & control
361
Applied economics letters
334
Journal of empirical finance
332
Applied mathematical finance
325
Discussion paper / Tinbergen Institute
325
Discussion paper / Centre for Economic Policy Research
320
Research in international business and finance
310
Applied financial economics
302
Journal of financial economics
301
Journal of international financial markets, institutions & money
292
Risks : open access journal
289
The journal of computational finance
287
Computational economics
278
Journal of international money and finance
277
Journal of risk and financial management : JRFM
268
The journal of derivatives : the official publication of the International Association of Financial Engineers
266
MPRA Paper
257
The European journal of finance
257
Working Paper
246
more ...
less ...
Source
All
ECONIS (ZBW)
408
Showing
1
-
10
of
408
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hybrid scheme for Brownian semistationary processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 931-965
Persistent link: https://www.econbiz.de/10011944457
Saved in:
2
The Jacobi stochastic
volatility
model
Ackerer, Damien
;
Filipović, Damir
;
Pulido, Sergio
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 667-700
Persistent link: https://www.econbiz.de/10011945894
Saved in:
3
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
4
Second order multiscale stochastic
volatility
asymptotics : stochastic terminal layer analysis and calibration
Fouque, Jean-Pierre
;
Lorig, Matthew
;
Sircar, Kaushik Ronnie
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 543-588
Persistent link: https://www.econbiz.de/10011530043
Saved in:
5
Fast mean-reversion asymptotics for large portfolios of stochastic
volatility
models
Hambly, Ben
;
Kolliopoulos, Nikolaos
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 757-794
Persistent link: https://www.econbiz.de/10012518096
Saved in:
6
Affine forward variance models
Gatheral, Jim
;
Keller-Ressel, Martin
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 501-533
Persistent link: https://www.econbiz.de/10012023754
Saved in:
7
A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets
Benth, Fred Espen
;
Sgarra, Carlo
- In:
Finance and stochastics
28
(
2024
)
4
,
pp. 1035-1076
Persistent link: https://www.econbiz.de/10015130552
Saved in:
8
Jacobi stochastic
volatility
factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
9
Weak time-derivatives and no-
arbitrage
pricing
Marinacci, Massimo
;
Severino, Federico
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 1007-1036
Persistent link: https://www.econbiz.de/10011946595
Saved in:
10
A unified framework for robust modelling of financial markets in discrete time
Obłój, Jan
;
Wiesel, Johannes
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 427-468
Persistent link: https://www.econbiz.de/10012585981
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->