//--> //--> //--> //-->
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
Pricing index options by stati...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
24
Theory
24
Portfolio selection
15
Portfolio-Management
15
Canada
7
Kanada
7
Stochastic process
6
Stochastischer Prozess
6
Investment
5
Macroeconometrics
5
Makroökonometrie
5
Risikomanagement
5
Risk management
5
Simulation
5
Estimation
4
Hedging
4
Investition
4
Mathematical programming
4
Mathematische Optimierung
4
Schätzung
4
CAPM
3
Economic history
3
Großbritannien
3
Ireland
3
Irland
3
Liquidity
3
Liquidität
3
Macroeconomics
3
Makroökonomik
3
Market liquidity
3
Marktliquidität
3
Mortality
3
Option pricing theory
3
Optionspreistheorie
3
Risiko
3
Risikomodell
3
Risk
3
Risk model
3
Sterblichkeit
3
United Kingdom
3
more ...
less ...
Online availability
All
Free
11
Undetermined
11
CC license
1
Type of publication
All
Article
28
Book / Working Paper
27
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
7
Working Paper
7
Aufsatz im Buch
5
Book section
5
Graue Literatur
4
Non-commercial literature
4
Collection of articles of several authors
1
Konferenzschrift
1
Lehrbuch
1
Mehrbändiges Werk
1
Multi-volume publication
1
Sammelwerk
1
Textbook
1
more ...
less ...
Language
All
English
51
Undetermined
4
Author
All
Armstrong, John
35
Pennanen, Teemu
21
Black, Richard
10
Coletti, Donald
6
Koivu, Matti
5
Brigo, Damiano
3
Dror, David M.
3
Alvares Maffra, Sergio
2
Aro, Helena
2
Badeslade, Thomas
2
Hilli, Petri
2
Perkkiö, Ari-Pekka
2
Ziemba, William T.
2
Arthur, George
1
Block, Clayton
1
Bonatto, Luciane Sbaraini
1
Buescu, Cristin
1
Butler, Leo
1
Cherrett, Tom
1
Denny, Jack
1
Grote, Matt
1
Kalavakonda, Vijay
1
King, Alan J.
1
Madison, James
1
Malo, Pekka
1
McLeod, Fraser N.
1
Murray, Alex
1
Nogler, George
1
Oakey, Andy
1
Palmer, John
1
Paolucci, Francesco
1
Pinkney, William
1
Rásonyi, Miklós
1
Srinath, K. P.
1
Theobald, Katherine
1
Waters, Timothy Paul
1
more ...
less ...
Institution
All
Bank of Canada
10
Strathclyde Business School
1
Published in...
All
Technical report / Bank of Canada
10
The Bank of Canada's new quarterly projection model
4
Finance and stochastics
3
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
Journal of banking & finance
2
Mathematics and financial economics
2
Mathematics of operations research
2
Scandinavian actuarial journal
2
Chapman and Hall/CRC financial mathematics series
1
Finance research letters
1
International journal of theoretical and applied finance
1
International journal of theoretical and applied finance : IJTAF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of the Statistical and Social Inquiry Society of Ireland
1
Logistics
1
Marketing handbook
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
1
Optimal financial decision making under uncertainty
1
Sauder School of Business Working Paper
1
Sustainable railway engineering and operations
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
The journal of corporate accounting & finance
1
Veröffentlichungen des Instituts für Europäische Geschichte Mainz
1
Working papers / Aalto University School of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
OLC EcoSci
30
RePEc
27
Other ZBW resources
2
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
55
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic modeling of assets and liabilities with mortality risk
Alvares Maffra, Sergio
;
Armstrong, John
;
Pennanen, Teemu
- In:
Scandinavian actuarial journal
2021
(
2021
)
8
,
pp. 695-725
Persistent link: https://www.econbiz.de/10012653668
Saved in:
2
C++ for financial mathematics
Armstrong, John
;
Armstrong, John
-
2017
Persistent link: https://www.econbiz.de/10013548536
Saved in:
3
Superhedging in illiquid markets
Pennanen, Teemu
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 519-540
Persistent link: https://www.econbiz.de/10009156016
Saved in:
4
Optimal investment and contingent claim valuation in illiquid markets
Pennanen, Teemu
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 733-754
Persistent link: https://www.econbiz.de/10010413679
Saved in:
5
Arbitrage and deflators in illiquid markets
Pennanen, Teemu
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 57-83
Persistent link: https://www.econbiz.de/10008824135
Saved in:
6
Dual representation of superhedging costs in illiquid markets
Pennanen, Teemu
- In:
Mathematics and financial economics
5
(
2011
)
4
,
pp. 233-248
Persistent link: https://www.econbiz.de/10009549054
Saved in:
7
Convex duality in stochastic optimization and mathematical finance
Pennanen, Teemu
- In:
Mathematics of operations research
36
(
2011
)
2
,
pp. 340-362
Persistent link: https://www.econbiz.de/10009162067
Saved in:
8
Financial optimization
Pennanen, Teemu
- In:
Operations research proceedings 2006 : selected papers …
,
(pp. 113)
.
2007
Persistent link: https://www.econbiz.de/10003470343
Saved in:
9
Efficient allocations in double auction markets
Pennanen, Teemu
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 1648-1663
Persistent link: https://www.econbiz.de/10013365337
Saved in:
10
Changing morbidity patterns in Ireland : 1996 - 2006
Armstrong, John
- In:
Journal of the Statistical and Social Inquiry Society …
37
(
2007/2008
),
pp. 113-133
Persistent link: https://www.econbiz.de/10009735968
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->