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
~subject:"Markov chain"
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
Small noise asymptotic expansi...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
Lévy processes
236
Stochastischer Prozess
127
Stochastic process
123
Option pricing theory
99
Optionspreistheorie
99
Optionsgeschäft
39
Option trading
38
Volatilität
38
Volatility
36
Theorie
29
Derivat
27
Derivative
27
Lévy Processes
24
Theory
24
asymptotic expansions
22
Asymptotic expansions
20
Portfolio selection
20
Portfolio-Management
20
Statistical distribution
19
Statistische Verteilung
19
Asset and Liability Management
16
Benchmarked Asset Management
16
Classical Solutions
16
Dynamic Investment Management
16
Hamilton–Jacobi–Bellman Equations
16
Jump Diffusion Processes
16
Kelly Criterion
16
Risk Sensitive Control
16
Stochastic Control
16
Viscosity Solutions
16
Option pricing
14
Schätztheorie
13
Estimation theory
12
Markov-Kette
11
option pricing
11
Monte Carlo simulation
10
stochastic volatility
10
Black-Scholes model
9
Black-Scholes-Modell
9
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Akahori, Jirô
1
Baños, David
1
Bianchi, Michele Leonardo
1
Bølviken, Erik
1
Cantarutti, Nicola
1
Chan, Tat Lung
1
Chiu, Chun-Yuan
1
Colwell, David B.
1
Duedahl, Sindre
1
Elliott, Robert J.
1
Fabozzi, Frank J.
1
Grossinho, Maria do Rosário
1
Guerra, João
1
Guerra, Manuel
1
Hainaut, Donatien
1
Kercheval, Alec
1
Macrina, Andrea
1
Mata López, Dante
1
Mba, Jules Clement
1
Mwambi, Sutene
1
Noba, Kei
1
Pemy, Moustapha
1
Proske, Frank
1
Pérez, José-Luis
1
Sviščuk, Anatolij
1
Tertychnyi, Maksym
1
Yamazaki, Kazutoshi
1
more ...
less ...
Published in...
All
Applied mathematical finance
1
Computational economics
1
Financial markets and portfolio management
1
Insurance / Mathematics & economics
1
Insurance : mathematics and economics
1
International journal of theoretical and applied finance
1
Quantitative finance
1
Scandinavian actuarial journal
1
The European journal of finance
1
The journal of computational finance
1
The journal of energy markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing currency derivatives with Markov-modulated Lévy dynamics
Sviščuk, Anatolij
;
Tertychnyi, Maksym
;
Elliott, Robert J.
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 67-76
Persistent link: https://www.econbiz.de/10010402730
Saved in:
2
Heat kernel interest rate models with time-inhomogeneous Markov processes
Akahori, Jirô
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009562139
Saved in:
3
Investigating the performance of non-gaussian stochastic intensity models in the calibration of credit default swap spreads
Bianchi, Michele Leonardo
;
Fabozzi, Frank J.
- In:
Computational economics
46
(
2015
)
2
,
pp. 243-273
Persistent link: https://www.econbiz.de/10011478467
Saved in:
4
A structural model for credit risk with switching processes and synchronous jumps
Hainaut, Donatien
;
Colwell, David B.
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1040-1062
Persistent link: https://www.econbiz.de/10011715297
Saved in:
5
Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes
Baños, David
;
Bølviken, Erik
;
Duedahl, Sindre
; …
- In:
Scandinavian actuarial journal
2020
(
2020
)
1
,
pp. 44-83
Persistent link: https://www.econbiz.de/10012195019
Saved in:
6
Option pricing in exponential Lévy models with transaction cost
Cantarutti, Nicola
;
Guerra, Manuel
;
Guerra, João
; …
- In:
The journal of computational finance
23
(
2020
)
5
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012295860
Saved in:
7
Modelling credit risk in the jump threshold framework
Chiu, Chun-Yuan
;
Kercheval, Alec
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 411-433
Persistent link: https://www.econbiz.de/10012129172
Saved in:
8
Singular Fourier-Padé series expansion of European option prices
Chan, Tat Lung
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1149-1171
Persistent link: https://www.econbiz.de/10011911530
Saved in:
9
Optimal extraction and taxation of strategic natural resources : a differential game approach
Pemy, Moustapha
- In:
The journal of energy markets
13
(
2020
)
2
,
pp. 63-83
Persistent link: https://www.econbiz.de/10012662173
Saved in:
10
A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization
Mba, Jules Clement
;
Mwambi, Sutene
- In:
Financial markets and portfolio management
34
(
2020
)
2
,
pp. 199-214
Persistent link: https://www.econbiz.de/10012289624
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
