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Stochastic processes, finance...
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Subject
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CAPM
Theorie
308
Theory
306
Optionspreistheorie
175
Option pricing theory
172
Stochastic process
124
Stochastischer Prozess
124
Markov chain
90
Markov-Kette
87
Portfolio-Management
87
Portfolio selection
86
Risk
70
Risiko
69
Volatilität
61
Volatility
60
Option trading
57
Optionsgeschäft
57
Hedging
49
Derivat
46
Derivative
46
Capital income
43
Kapitaleinkommen
43
Großbritannien
41
Estimation
40
Schätzung
40
United Kingdom
39
Börsenkurs
38
Share price
38
Risk management
36
Finanzmarkt
32
Pollution
32
Risikomanagement
32
Financial market
31
USA
31
Umweltbelastung
31
United States
31
Black-Scholes-Modell
30
Credit risk
30
Black-Scholes model
29
Kreditrisiko
29
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Free
15
Undetermined
14
CC license
1
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Article
45
Book / Working Paper
19
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Article in journal
43
Aufsatz in Zeitschrift
43
Arbeitspapier
3
Graue Literatur
3
Lehrbuch
3
Non-commercial literature
3
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3
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3
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1
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1
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1
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1
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1
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Language
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English
64
Author
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Madan, Dilip B.
43
Elliott, Robert J.
16
Schoutens, Wim
6
Siu, Tak Kuen
5
Wang, King
5
Yor, Marc
5
Yang, Hailiang
4
Bakshi, Gurdip S.
3
Carr, Peter
3
Geman, Hélyette
3
Milne, Frank
3
Panayotov, George
3
Chesney, Marc
2
Elliott, Robert J. R.
2
Jarrow, Robert A.
2
Kopp, Peter E.
2
Shefrin, Hersh
2
Unal, Haluk
2
Yam, Sheung Chi Phillip
2
Atlan, Marc
1
Bakshi, Gurdip
1
Barone-Adesi, Giovanni
1
Bradrania, Reza
1
Callen, Jeffrey L.
1
Cohen, Samuel N.
1
Cvitanić, Jakša
1
Dela Vega, Engel John C.
1
Edmister, Robert O.
1
Fard, Farzad Alavi
1
Fu, Jun
1
Hamada, Ahmed S.
1
Hoek, John van der
1
Jarrow, Robert
1
Jeanblanc, Monique
1
Jin, Xing
1
Khanna, Ajay
1
Lyle, Matthew R.
1
Malcolm, W. P.
1
Reisinger, Christoph
1
Seneta, Eugene
1
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Institution
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Chambre de commerce et d'industrie de Paris
1
Published in...
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Annals of finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
International journal of theoretical and applied finance
4
Robert H. Smith School Research Paper
4
Asia-Pacific financial markets
2
European journal of operational research : EJOR
2
Finance and stochastics
2
The journal of business : B
2
Applied mathematical finance
1
Asia Pacific financial markets
1
Discussion paper / Institute for Economic Research, Queen's University
1
European finance review : the official journal of the European Finance Association
1
Financial Institutions Center
1
Financial engineering
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Les cahiers de recherche / HEC Paris
1
Oberwolfach
1
Operations research letters
1
Quantitative finance
1
Queen's Economics Department working paper
1
Review of accounting studies
1
Review of futures markets
1
Scandinavian actuarial journal
1
Springer finance
1
Springer finance / Textbook
1
Springer finance / textbook
1
The journal of asset management
1
The journal of computational finance
1
The journal of finance : the journal of the American Finance Association
1
The journal of investment strategies
1
The review of economics and statistics
1
The review of financial studies
1
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ECONIS (ZBW)
64
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1
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
;
Elliott, Robert J.
;
Madan, Dilip B.
; …
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
Saved in:
2
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
3
On Markov-modulated exponential-affine bond price formulae
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003847135
Saved in:
4
Asset pricing using trading volumes in a hidden regime-switching environment
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 133-149
Persistent link: https://www.econbiz.de/10011377522
Saved in:
5
A discrete time equivalent martingale measure
Elliott, Robert J.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10001242839
Saved in:
6
Incomplete diversification and asset pricing
Madan, Dilip B.
;
Milne, Frank
;
Elliott, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000135929
Saved in:
7
Pricing and managing risks of European-style options in a Markovian regime-switching binomial model
Fard, Farzad Alavi
;
Siu, Tak Kuen
- In:
Annals of finance
9
(
2013
)
3
,
pp. 421-438
Persistent link: https://www.econbiz.de/10009776434
Saved in:
8
Mean-variance portfolio selection under a constant elasticity of variance model
Shen, Yang
;
Zhang, Xin
;
Siu, Tak Kuen
- In:
Operations research letters
42
(
2014
)
5
,
pp. 337-342
Persistent link: https://www.econbiz.de/10010404397
Saved in:
9
[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 995-996
Persistent link: https://www.econbiz.de/10001497491
Saved in:
10
Estimating the instantaneous volatility and covariance of risky assets
Chesney, Marc
;
Elliott, Robert J.
-
1995
Persistent link: https://www.econbiz.de/10000910595
Saved in:
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