//--> //--> //--> //-->
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
~source:"econis"
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
Numerical Schemes for Variatio...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
46
Theory
46
Portfolio selection
30
Portfolio-Management
30
Stochastic process
10
Stochastischer Prozess
10
Risiko
9
Risk
9
Derivat
8
Derivative
8
Mathematical programming
7
Mathematische Optimierung
7
Option pricing theory
6
Optionspreistheorie
6
Anlageverhalten
5
Behavioural finance
5
Consumption theory
5
Dynamic programming
5
Dynamische Optimierung
5
Entropie
5
Entropy
5
Hedge fund
5
Hedgefonds
5
Hedging
5
Konsumtheorie
5
Transaction costs
5
Transaktionskosten
5
CAPM
4
Erwartungsnutzen
4
Expected utility
4
Investment Fund
4
Investmentfonds
4
Risikoaversion
4
Risikomanagement
4
Risikomaß
4
Risk aversion
4
Risk management
4
Risk measure
4
Volatility
4
Volatilität
4
more ...
less ...
Online availability
All
Free
28
Undetermined
10
Type of publication
All
Article
49
Book / Working Paper
38
Type of publication (narrower categories)
All
Article in journal
37
Aufsatz in Zeitschrift
37
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Aufsatz im Buch
5
Book section
5
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
Thesis
1
more ...
less ...
Language
All
English
69
Undetermined
18
Author
All
Zariphopoulou-Souganidis, Thaleia
32
Hodder, James E.
30
Zariphopoulou, Thaleia
19
Jackwerth, Jens Carsten
16
Tourin, Agnès
7
Musiela, Marek
6
Kolokolova, Olga
5
Geng, Tianran
3
Leung, Tim
3
Liang, Gechun
3
Singh, Kuljot
3
Sircar, Ronnie
3
Astic, Fabian
2
Capponi, Agostino
2
Chong, Wing Fung
2
Constantinides, George M.
2
Fouque, Jean-Pierre
2
Guo, Xin
2
Hu, Ying
2
Huang, Chi-fu
2
Jucker, James V.
2
Källblad, Sigrid
2
Kōnstantinidēs, Giōrgos
2
Obłój, Jan
2
Riggs, Henry E.
2
Scheinkman, José Alexandre
2
Sircar, Kaushik Ronnie
2
Vila, Jean-Luc
2
Xu, Renyuan
2
Zhou, Xun Yu
2
Angoshtari, Bahman
1
Anthropelos, Michail
1
Carlson, Robert C.
1
Choi, Sungsub
1
Duffie, Darrell
1
He, Xue Dong
1
Kallblad, Sigrid
1
Koo, Hyeng-keun
1
Li, Thomas Nanfeng
1
Li, Zequn
1
more ...
less ...
Published in...
All
Finance and stochastics
7
CoFE discussion papers
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Journal of financial and quantitative analysis : JFQA
3
European journal of operational research : EJOR
2
International journal of theoretical and applied finance
2
Journal of economic theory
2
Journal of financial engineering
2
The journal of finance : the journal of the American Finance Association
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Annals of economics and finance
1
Australian economic papers
1
Computational economics
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Econometrics and risk management
1
Finance : revue de l'Association Française de Finance
1
Financial management
1
Harvard business review : HBR
1
Harvard-Manager : Periodikum zu Theorie u. Praxis d. Managements
1
Indifference pricing : theory and applications
1
International journal of bonds and derivatives
1
International journal of financial engineering
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of international economics
1
Journal of international money and finance
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical methods of operations research
1
Mathematical modeling and numerical methods in finance : special volume
1
Mathematics and financial economics
1
Mathematics of operations research
1
Nota di lavoro / Fondazione ENI Enrico Mattei / Fondazione ENI Enrico Mattei
1
Nota di lavoro / Fondazione Eni Enrico Mattei
1
Numerical methods in finance
1
Oberwolfach
1
Review of finance : journal of the European Finance Association
1
Working paper / Alfred P. Sloan School of Management, Massachusetts Institute of Technology : WP
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
7,838
OLC EcoSci
22
BASE
5
EconStor
5
Other ZBW resources
3
Showing
1
-
10
of
87
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Viscosity solutions and numerical schemes for investment/consumption models with transaction costs
Tourin, Agnès
;
Zariphopoulou-Souganidis, Thaleia
- In:
Numerical methods in finance
,
(pp. 245-269)
.
2008
Persistent link: https://www.econbiz.de/10003723951
Saved in:
2
Measuring the diversification of a loan portfolio
Tourin, Agnès
- In:
International journal of bonds and derivatives
4
(
2020
)
2
,
pp. 104-113
Persistent link: https://www.econbiz.de/10012505156
Saved in:
3
Dynamic pairs trading using the stochastic control approach
Tourin, Agnès
;
Yan, Raphael
- In:
Journal of economic dynamics & control
37
(
2013
)
10
,
pp. 1972-1981
Persistent link: https://www.econbiz.de/10010196951
Saved in:
4
Optimal bank management under capital and liquidity constraints
Astic, Fabian
;
Tourin, Agnès
- In:
Journal of financial engineering
1
(
2014
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010508026
Saved in:
5
On the credit risk of secured loans with maximum loan-to-value covenants
Astic, Fabian
;
Tourin, Agnès
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010498789
Saved in:
6
Optimal pairs trading with time-varying volatility
Li, Thomas Nanfeng
;
Tourin, Agnès
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011588167
Saved in:
7
A finite difference scheme for pairs trading with transaction costs
Li, Zequn
;
Tourin, Agnès
- In:
Computational economics
60
(
2022
)
2
,
pp. 601-632
Persistent link: https://www.econbiz.de/10013380794
Saved in:
8
Evaluation of manufacturing investments : a comparison of US and Japanese practices
Hodder, James E.
- In:
Financial management
15
(
1986
)
1
,
pp. 17-24
Persistent link: https://www.econbiz.de/10001019401
Saved in:
9
Is the cost of capital lower in Japan?
Hodder, James E.
- In:
Journal of the Japanese and international economies : …
5
(
1991
)
1
,
pp. 86-100
Persistent link: https://www.econbiz.de/10015167527
Saved in:
10
Exposure to exchange-rate movements
Hodder, James E.
- In:
Journal of international economics
13
(
1982
)
3/4
,
pp. 375-386
Persistent link: https://www.econbiz.de/10002874039
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->