//--> //--> //-->
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
Multivariate transient price i...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Black-Cox model
1
Convex order
1
Credit risk
1
Economic model
1
Hamilton-Jacobi-Bellman equation
1
Hybrid model
1
Intensity model
1
Kreditrisiko
1
Martingal
1
Martingale
1
Mathematical programming
1
Mathematische Optimierung
1
Modellierung
1
Par-Asian options
1
Parisian options
1
Risikomaß
1
Risk measure
1
Robust statistics
1
Robustes Verfahren
1
Sampling
1
Scientific modelling
1
Securities trading
1
Stichprobenerhebung
1
Stochastic process
1
Stochastischer Prozess
1
Structural model
1
Theorie
1
Theory
1
Wertpapierhandel
1
Wirtschaftsmodell
1
linear programming
1
martingale optimal transport
1
optimal trade execution
1
robust option price bounds
1
sampling techniques
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Alfonsi, Aurélien
2
Corbetta, Jacopo
1
Gatheral, Jim
1
Jourdain, Benjamin
1
Lelong, Jérõme
1
Schied, Alexander
1
Published in...
All
International journal of theoretical and applied finance
Papers / arXiv.org
16
Finance and stochastics
13
Applied mathematical finance
7
Diskussionspapier
6
Finance and Stochastics
6
Post-Print / HAL
6
SFB 649 Discussion Paper
6
SFB 649 Discussion Papers
6
SFB 649 discussion paper
6
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
6
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
5
De Gruyter studies in mathematics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Working Papers / HAL
4
Applied Mathematical Finance
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
MPRA Paper
3
Mathematics of operations research
3
Stochastic Processes and their Applications
3
De Gruyter graduate
2
Market microstructure and liquidity
2
Mathematical methods of operations research
2
Statistics & Probability Letters
2
Statistics & Risk Modeling
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Computational Statistics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
EFA 2008 Athens Meetings Paper
1
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
Journal of Economic Dynamics and Control
1
Journal of Multivariate Analysis
1
Journal of economic dynamics & control
1
Mathematical Finance
1
Mathematical Methods of Operations Research
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical modeling and numerical methods in finance : special volume
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sampling of one-dimensional probability measures in the convex order and computation of robust option price bounds
Alfonsi, Aurélien
;
Corbetta, Jacopo
;
Jourdain, Benjamin
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012019745
Saved in:
2
A closed-form extension to the Black-Cox model
Alfonsi, Aurélien
;
Lelong, Jérõme
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009706338
Saved in:
3
Optimal trade execution under geometric Brownian motion in the Almgren and Chriss framework
Gatheral, Jim
;
Schied, Alexander
- In:
International journal of theoretical and applied finance
14
(
2011
)
3
,
pp. 353-368
Persistent link: https://www.econbiz.de/10009154914
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->