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:"International journal of theoretical and applied finance"
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
On risk minimizing portfolios...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
11
Markov-Kette
11
Theorie
7
Theory
7
Option pricing theory
6
Optionspreistheorie
6
Black-Scholes model
3
Black-Scholes-Modell
3
Martingal
3
Martingale
3
Stochastic process
3
Stochastischer Prozess
3
ARCH model
2
ARCH-Modell
2
CAPM
2
Derivat
2
Derivative
2
Esscher transform
2
Hedging
2
Option trading
2
Optionsgeschäft
2
Portfolio selection
2
Portfolio-Management
2
Yield curve
2
Zinsstruktur
2
Anleihe
1
Attainability
1
Bond
1
Contingent claims
1
Discounting
1
Diskontierung
1
Estimation
1
European options
1
Exotic options
1
Financial market
1
Finanzmarkt
1
Generalized Hyperbolic GARCH
1
Interest rate parity
1
Investition
1
Investitionsentscheidung
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Elliott, Robert J.
13
Siu, Tak Kuen
5
Chan, Leunglung
2
Badescu, Alexandru
1
Buffington, John
1
Hamada, Ahmed S.
1
Han, Bing
1
Hinz, Juri
1
Hunter, William Curt
1
Jamieson, Barbara M.
1
Kulperger, Reg
1
Mamon, Rogemar S.
1
Miao, Hong
1
Miettinen, Jarkko
1
Siu, T. K.
1
Wu, Ping
1
Yang, Hai
1
Yu, Jin
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Insurance / Mathematics & economics
30
Applied mathematical finance
15
Energy economics
15
Insurance: Mathematics and Economics
13
Economic modelling
12
Journal of economic dynamics & control
12
Quantitative Finance
10
Annals of finance
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Computational economics
8
Department of Economics discussion paper / Department of Economics, The University of Birmingham
8
Discussion papers / Department of Economics, The University of Birmingham
8
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
8
Applied Mathematical Finance
7
Economic Modelling
7
International Journal of Theoretical and Applied Finance (IJTAF)
7
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
Mathematical Finance
7
Review of World Economics (Weltwirtschaftliches Archiv)
7
Review of world economics
7
The world economy : the leading journal on international economic relations
7
Finance and stochastics
6
Journal of Economic Dynamics and Control
6
Journal of orthopaedic and sports physical therapy : the official publ. of the Orthopaedic and Sports Medicine Section of the American Physical Therapy Association
6
Papers / arXiv.org
6
Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
6
Stochastic Processes and their Applications
6
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
6
Asia-Pacific financial markets
5
Environmental and resource economics
5
IMA journal of management mathematics
5
Discussion Papers / Department of Economics, University of Birmingham
4
European journal of operational research : EJOR
4
Mathematical methods of operations research
4
RIETI discussion paper series
4
The Manchester School
4
The journal of futures markets
4
Annals of Finance
3
Annals of operations research
3
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
2
A comparison of pricing kernels for GARCH option pricing with generalized hyperbolic distributions
Badescu, Alexandru
;
Elliott, Robert J.
;
Kulperger, Reg
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 669-708
Persistent link: https://www.econbiz.de/10009298478
Saved in:
3
Option pricing for GARCH models with Markov switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 825-841
Persistent link: https://www.econbiz.de/10003380278
Saved in:
4
A Dupire equation for a regime-switching model
Elliott, Robert J.
;
Chan, Leunglung
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011403770
Saved in:
5
Hedging options in a doubly Markov-modulated financial market via stochastic flows
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012183224
Saved in:
6
Financial signal processing : a self calibrating model
Elliott, Robert J.
;
Hunter, William Curt
;
Jamieson, …
- In:
International journal of theoretical and applied finance
4
(
2001
)
4
,
pp. 567-584
Persistent link: https://www.econbiz.de/10001600343
Saved in:
7
American options with regime switching
Buffington, John
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 497-514
Persistent link: https://www.econbiz.de/10001687141
Saved in:
8
Parameter estimation for a regime-switching mean-reverting model with jumps
Wu, Ping
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 791-806
Persistent link: https://www.econbiz.de/10003133883
Saved in:
9
A complete Yield curve description of a Markov interest rate model
Elliott, Robert J.
;
Mamon, Rogemar S.
- In:
International journal of theoretical and applied finance
6
(
2003
)
4
,
pp. 317-326
Persistent link: https://www.econbiz.de/10001779812
Saved in:
10
Portfolio optimization, hidden Markov models, and technical analysis of P&F-Charts
Elliott, Robert J.
;
Hinz, Juri
- In:
International journal of theoretical and applied finance
5
(
2002
)
4
,
pp. 385-399
Persistent link: https://www.econbiz.de/10001682221
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
