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
Stable-½ Bridges and Insurance...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
7
Optionspreistheorie
7
Stochastic process
7
Stochastischer Prozess
7
Börsenkurs
4
CAPM
4
Share price
4
Interest rate
3
Yield curve
3
Zins
3
Zinsstruktur
3
Asset pricing
2
Financial market
2
Finanzmarkt
2
Lévy models
2
Lévy processes
2
Markov chain
2
Markov-Kette
2
Portfolio selection
2
Portfolio-Management
2
Risikoprämie
2
Risk premium
2
Volatility
2
Volatilität
2
option pricing
2
Anlageverhalten
1
Anleihe
1
Asymmetric information
1
Asymmetrische Information
1
Bachelier model
1
Behavioural finance
1
Bond
1
Breeden-Litzenberger equation
1
Capital income
1
Derivat
1
Derivative
1
Economics of information
1
Finanzmathematik
1
Hamilton-Jacobi-Bellman equation
1
Hedging
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
8
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Collection of articles of several authors
2
Sammelwerk
2
Conference paper
1
Konferenzbeitrag
1
Konferenzschrift
1
more ...
less ...
Language
All
English
10
Author
All
Hughston, Lane P.
6
Macrina, Andrea
6
Brody, Dorje C.
2
Akahori, Jirô
1
Benth, Fred Espen
1
Bouzianis, George
1
Corcuera, José Manuel
1
Crisafi, M. Alessandra
1
Filipović, Damir
1
Grasselli, Matheus
1
Hoyle, Edward
1
Meier, David M.
1
Mengütürk, Levent Ali
1
Meron, Robet C.
1
Schoutens, Wim
1
more ...
less ...
Institution
All
Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Published in...
All
International journal of theoretical and applied finance
Papers / arXiv.org
21
International Journal of Theoretical and Applied Finance (IJTAF)
4
KIER Working Papers
4
Applied mathematical finance
3
Risks
2
Risks : open access journal
2
The journal of portfolio management : a publication of Institutional Investor
2
Advanced mathematical methods for finance
1
Annals of Finance
1
Annals of finance
1
Applied Mathematical Finance
1
Asia-Pacific Financial Markets
1
Asia-Pacific financial markets
1
FINRISK Working Paper Series
1
Finance and Stochastics
1
Frontiers of mathematical finance : FMF
1
International journal of financial engineering
1
Journal of Multivariate Analysis
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Options : classic approaches to pricing and modelling
1
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
1
Research paper series / Swiss Finance Institute
1
SFB 649 Discussion Paper
1
SFB 649 Discussion Papers
1
SFB 649 discussion paper
1
Stochastic Processes and their Applications
1
Swiss Finance Institute Research Paper
1
Swiss Finance Institute Research Paper Series
1
Working Paper No. 666
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modulated information flows in financial markets
Hoyle, Edward
;
Macrina, Andrea
;
Mengütürk, Levent Ali
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012271037
Saved in:
2
Conditional density models for asset pricing
Filipović, Damir
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009562159
Saved in:
3
Information-based asset pricing
Brody, Dorje C.
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 107-142
Persistent link: https://www.econbiz.de/10003692732
Saved in:
4
Heat kernel models for asset pricing
Macrina, Andrea
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010498834
Saved in:
5
Special issue on financial derivatives and risk management
Grasselli, Matheus
(
contributor
); …
-
2011
Persistent link: https://www.econbiz.de/10009562521
Saved in:
6
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
7
Special issue on Barcelona workshop on mathematical finance
Corcuera, José Manuel
(
ed.
);
Schoutens, Wim
(
ed.
); …
-
Barcelona Workshop on Mathematical Finance <2017, Barcelona>
-
2018
Persistent link: https://www.econbiz.de/10011894050
Saved in:
8
Determination of the Lévy exponent in asset pricing models
Bouzianis, George
;
Hughston, Lane P.
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012012832
Saved in:
9
Heat kernel interest rate models with time-inhomogeneous Markov processes
Akahori, Jirô
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009562139
Saved in:
10
Simultaneous trading in 'lit' and dark pools
Crisafi, M. Alessandra
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011686741
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
