//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of mathematical finance"
~subject:"Black-Scholes-Modell"
~subject:"Stochastic Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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
Recent results in stochastic p...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes-Modell
Stochastic Volatility
Stochastic process
89
Stochastischer Prozess
89
Option pricing theory
47
Optionspreistheorie
47
Volatility
38
Volatilität
38
Theorie
25
Theory
25
Portfolio selection
21
Portfolio-Management
21
Derivat
15
Derivative
15
Experiment
10
Analysis
9
Black-Scholes model
9
Control theory
9
Kontrolltheorie
9
Mathematical analysis
9
Markov chain
8
Markov-Kette
8
Option trading
8
Optionsgeschäft
8
Interest rate
7
Statistical distribution
7
Statistische Verteilung
7
Zins
7
Estimation theory
6
Schätztheorie
6
Stochastic Optimal Control
6
CAPM
5
Credit risk
5
Geometric Brownian Motion
5
Hedging
5
Jump Diffusion
5
Kreditrisiko
5
Option Pricing
5
Risiko
5
Risk
5
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
17
Language
All
English
17
Author
All
Jagannathan, Raj
2
A, Chunxiang
1
Alim, Md. Abdul
1
Bian, Baojun
1
Biswas, Md. Haider Ali
1
Chen, Xinfu
1
Chibuisi, Chigozie
1
Colin, Fabrice
1
Drakos, Stefanos
1
Elabed, Asma Graja
1
Fadugba, Sunday Emmanuel
1
Foley, Maggie
1
Gao, Min
1
Goutte, Stéphane
1
Hongler, Max-Olivier
1
Hu, Chengru
1
Huang, Jinwu
1
Ihedioha, Silas A.
1
Jun, Chulhee
1
Maré, E.
1
Masmoudi, Afif
1
Mondal, Mitun Kumar
1
Moutari, Salissou
1
Nteumagné, B. F.
1
Nwozo, Chuma Raphael
1
Okonkwo, Chidi U.
1
Osu, Bright O.
1
Pindza, E.
1
Rahman, Md. Faizur
1
Sakuma, Takayuki
1
Sandjo, Albert Nana
1
Shao, Yi
1
Wei, Zhenfeng
1
Zeng, Xudong
1
more ...
less ...
Published in...
All
Journal of mathematical finance
International journal of theoretical and applied finance
23
Applied mathematical finance
12
The journal of computational finance
12
Finance and stochastics
10
Computational economics
9
International journal of financial engineering
9
Quantitative finance
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Asia-Pacific financial markets
6
Journal of banking & finance
6
European journal of operational research : EJOR
5
Macroeconomic dynamics
5
Review of derivatives research
5
Applied economics
4
Journal of economic dynamics & control
4
Journal of financial economics
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of futures markets
4
Finance research letters
3
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
3
International journal of theoretical and applied finance : IJTAF
3
Journal of econometrics
3
Mathematics and financial economics
3
Review of quantitative finance and accounting
3
Risk and decision analysis
3
Annals of financial economics
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
International journal of financial markets and derivatives
2
International review of economics & finance : IREF
2
Iranian economic review : journal of University of Tehran
2
Journal of financial engineering
2
Journal of risk and financial management : JRFM
2
Modern economy
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of theory and practice
2
The review of financial studies
2
Annals of economics and finance
1
Annals of economics and statistics
1
Annals of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Uncertain volatility derivative model based on the polynomial chaos
Drakos, Stefanos
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 55-63
Persistent link: https://www.econbiz.de/10011543102
Saved in:
2
A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
Saved in:
3
Optimal investment strategy for defined contribution pension scheme under the Heston volatility model
Okonkwo, Chidi U.
;
Osu, Bright O.
;
Ihedioha, Silas A.
; …
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 613-622
Persistent link: https://www.econbiz.de/10012016220
Saved in:
4
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
5
Valuating new product development project with a stochastic volatility model
Hu, Chengru
;
Jun, Chulhee
;
Foley, Maggie
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 975-1001
Persistent link: https://www.econbiz.de/10011658165
Saved in:
6
An explicit solution for a portfolio selection problem with stochastic volatility
Sandjo, Albert Nana
;
Colin, Fabrice
;
Moutari, Salissou
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 199-218
Persistent link: https://www.econbiz.de/10011658467
Saved in:
7
Applying the barycentric Jacobi spectral method to price options with transaction costs in a fractional Black-Scholes framework
Nteumagné, B. F.
;
Pindza, E.
;
Maré, E.
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 35-46
Persistent link: https://www.econbiz.de/10010422895
Saved in:
8
Portfolio optimization problem with delay under Cox-Ingersoll-Ross model
A, Chunxiang
;
Shao, Yi
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 699-717
Persistent link: https://www.econbiz.de/10011752489
Saved in:
9
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
10
Pricing and hedging in stochastic volatility regime switching models
Goutte, Stéphane
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 70-80
Persistent link: https://www.econbiz.de/10010240223
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->