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
Optimal Investment Problem Und...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
72
Optionspreistheorie
72
Stochastic process
52
Stochastischer Prozess
52
Volatility
50
Volatilität
50
Theorie
42
Theory
42
Option trading
36
Optionsgeschäft
36
Markov chain
26
Markov-Kette
26
Estimation theory
20
Schätztheorie
20
China
17
Portfolio selection
14
Portfolio-Management
14
Black-Scholes model
13
Black-Scholes-Modell
13
ARCH model
12
ARCH-Modell
12
Derivat
12
Derivative
12
Risiko
12
Risk
12
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Risikomanagement
8
Risk management
8
Simulation
8
Statistical distribution
8
Statistische Verteilung
8
Swap
8
Mathematical programming
7
Mathematische Optimierung
7
Stochastic volatility
6
Finance
5
Greece
5
Griechenland
5
Hedging
5
more ...
less ...
Online availability
All
Free
82
Undetermined
64
CC license
1
Type of publication
All
Book / Working Paper
85
Article
81
Type of publication (narrower categories)
All
Article in journal
76
Aufsatz in Zeitschrift
76
Aufsatz im Buch
3
Book section
3
Bibliografie enthalten
1
Bibliography included
1
Conference paper
1
Konferenzbeitrag
1
Konferenzschrift
1
more ...
less ...
Language
All
English
165
Undetermined
1
Author
All
Cui, Zhenyu
131
Zhang, Shuguang
32
Nguyen, Duy
31
Kirkby, Justin
17
Liu, Yanchu
14
Bernard, Carole
13
Ma, Jingtang
10
Zhu, Lingjiong
10
Lee, Chihoon
7
Fan, Jiacheng
6
Kirkby, J. Lars
6
Ortega, Juan-Pablo
6
Badescu, Alex
5
Cao, Hongkai
5
Lian, Guanghua
5
Taylor, Stephen
5
Yang, Wensheng
5
Ding, Kailin
4
McLeish, Don L.
4
Taylor, Stephen Michael
4
Badescu, Alexandru
3
Chatterjee, Rupak
3
Dan, Bin
3
Deng, Jun
3
Fu, Michael
3
He, Zhipeng
3
MacKay, Anne
3
McLeish, Don
3
Peng, Yijie
3
Simaan, Majeed
3
Zhu, Yunfan
3
Bojarčenko, Svetlana I.
2
Cai, Zhaokun
2
Couch, Matthew
2
Ding, Chuan
2
Feng, Qi
2
Feng, Runhuan
2
Florescu, Ionuţ
2
Hu, Ruimeng
2
Huang, Qian
2
more ...
less ...
Institution
All
Institute for International Economics
1
Workshop on Mathematical Finance and Insurance <2004, Huang Shan>
1
Published in...
All
Stevens Institute of Technology School of Business Research Paper
14
European journal of operational research : EJOR
9
Finance research letters
6
Quantitative finance
5
The journal of derivatives : JOD
5
International journal of financial engineering
4
Social sciences in China : a quarterly journal
4
International journal of theoretical and applied finance
3
Journal of economic dynamics & control
3
Operations research letters
3
The North American journal of economics and finance : a journal of financial economics studies
3
Economics letters
2
Insurance / Mathematics & economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
North American actuarial journal
2
The journal of futures markets
2
Annals of economics and finance
1
Application of operations research to financial markets
1
Applied mathematical finance
1
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
China's economy : rural reform and agricultural development
1
Chinese Economic Statecraft from 1978 to 1989 : The First Decade of Deng Xiaoping's Reforms
1
Chinese economic studies : a journal of translations
1
Cold war / international history project series
1
Computers & Mathematics with Applications
1
Econometric theory
1
Economic change & restructuring
1
INFORMS journal on computing : JOC
1
Industrial reform and macroeconomic instability in China
1
Insurance : mathematics and economics
1
International journal of production research
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of economic theory
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of management science and engineering
1
Mathematical methods of operations research : ZOR
1
Mathematics and financial economics
1
Omega : the international journal of management science
1
Review of behavioral finance : RBF
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
16
OLC EcoSci
8
Other ZBW resources
5
BASE
2
EconStor
1
USB Cologne (EcoSocSci)
1
more ...
less ...
Showing
1
-
10
of
166
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal investment problem under behavioral setting : a Lagrange duality perspective
Bi, Xiuchun
;
Cui, Zhenyu
;
Fan, Jiacheng
;
Yuan, Lvning
; …
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014480345
Saved in:
2
Convergence rates of recombining trees for pricing options on stocks under GBM and regime-switching models with known cash dividends
Ma, Jingtang
;
Fan, Jiacheng
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011672905
Saved in:
3
Real-time macroeconomic projection using narrative central bank communication
Lin, Jianhao
;
Fan, Jiacheng
;
Zhang, Yifan
;
Chen, Liangyuan
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 202-221
Persistent link: https://www.econbiz.de/10014287965
Saved in:
4
Export structure, import demand elasticity and export stability
Zhou, Hua
;
Fan, Jiacheng
- In:
The world economy : the leading journal on …
46
(
2023
)
3
,
pp. 758-790
Persistent link: https://www.econbiz.de/10014303365
Saved in:
5
Measuring the costs of protection in China
Chang, Shu-kuang
-
1998
Persistent link: https://www.econbiz.de/10013542320
Saved in:
6
Risk spillovers among oil, gold, stock, and foreign exchange markets : evidence from G20 economies
Liu, Zixin
;
Hu, Jun
;
Zhang, Shuguang
;
He, Zhipeng
- In:
The North American journal of economics and finance : a …
74
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015135660
Saved in:
7
The effects of exchange rate fluctuations on the stock market and the affecting mechanisms : evidence from BRICS countries
Huang, Qian
;
Wang, Xiangning
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822025
Saved in:
8
After-sale service deployment and information sharing in a supply chain under demand uncertainty
Zhang, Shuguang
;
Dan, Bin
;
Zhou, Maosen
- In:
European journal of operational research : EJOR
279
(
2019
)
2
,
pp. 351-363
Persistent link: https://www.econbiz.de/10012110703
Saved in:
9
Strategies for warranty service in a dual-channel supply chain with value-added service comptition
Dan, Bin
;
Zhang, Shuguang
;
Zhou, Maosen
- In:
International journal of production research
56
(
2018
)
17
,
pp. 5677-5699
Persistent link: https://www.econbiz.de/10011946069
Saved in:
10
Information sharing in an e-tailing supply chain for fresh produce with freshness-keeping effort and value-added service
Liu, Molin
;
Dan, Bin
;
Zhang, Shuguang
;
Ma, Songxuan
- In:
European journal of operational research : EJOR
290
(
2021
)
2
,
pp. 572-584
Persistent link: https://www.econbiz.de/10012495205
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
