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:"Stochastic process"
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
Comparison of Some Key Approch...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Theorie
182
Theory
182
Portfolio selection
115
Portfolio-Management
115
Stochastischer Prozess
69
growth optimal portfolio
61
Hedging
49
Option pricing theory
48
Optionspreistheorie
48
Martingal
41
Martingale
41
Volatility
40
Volatilität
39
Benchmarking
37
CAPM
36
benchmark approach
33
Derivat
30
Derivative
30
Börsenkurs
29
Share price
29
Yield curve
29
Zinsstruktur
29
stochastic volatility
27
Aktienindex
23
Bewertung
23
Evaluation
23
Stock index
23
Arbitrage Pricing
22
Arbitrage pricing
22
fair pricing
21
minimal market model
21
Analysis
18
Financial economics
18
Kapitalmarkttheorie
18
Mathematical analysis
18
Financial market
17
Finanzmarkt
17
Welt
17
World
17
more ...
less ...
Online availability
All
Free
39
Undetermined
5
Type of publication
All
Book / Working Paper
51
Article
16
Type of publication (narrower categories)
All
Arbeitspapier
37
Working Paper
37
Graue Literatur
36
Non-commercial literature
36
Article in journal
15
Aufsatz in Zeitschrift
15
Lehrbuch
3
Textbook
3
Aufsatz im Buch
1
Book section
1
Conference paper
1
Forschungsbericht
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
66
German
1
Author
All
Platen, Eckhard
56
Schweizer, Martin
13
Bruti-Liberati, Nicola
7
Küchler, Uwe
6
Baldeaux, Jan
5
Du, Ke
4
Grasselli, Martino
4
Heath, David C.
4
Ignatieva, Ekaterina
4
Gnoatto, Alessandro
3
Rheinländer, Thorsten
3
Rudd, Ralph
3
Breymann, Wolfgang
2
Christensen, Morten Mosegaard
2
Fergusson, Kevin
2
Kienitz, Jörg
2
Lüthi, David
2
McWalter, Thomas A.
2
Pham, Huyên
2
Rendek, Renata
2
Runggaldier, Wolfgang J.
2
Tappe, Stefan
2
Baldeaux, Jan F.
1
Chavez, Sergio
1
Fung, Man Chung
1
Fung, Simon Man Chung
1
Gilsing, Hagen
1
Hofmann, Norbert
1
Hu, Ying
1
Hulley, Hardy
1
Härdle, Wolfgang
1
Ignatieva, Katja
1
Kardaras, Constantinos
1
Kienitz, Joerg
1
Kleinow, Torsten
1
Korostelev, Aleksandr P.
1
Logeay, Camille
1
Martini, Filippo
1
McWalter, Thomas
1
Nikitopoulos, Christina Sklibosios
1
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
21
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers of interdisciplinary research project 373
6
Discussion paper / B
3
Finance and stochastics
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Research paper / Quantitative Finance Research Group, University of Technology Sydney
2
Advanced mathematical methods for finance
1
Annals of financial economics
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Computational economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Quantitative Finance Research Centre, University of Technology, Sydney Research Paper
1
Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
1
Research Paper Number: 250, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 289, Quantitative Finance Research Centre, University of Technology, Sydney
1
Springer Finance
1
Springer finance
1
Stochastic modelling and applied probability
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of computational finance
1
University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
1
-
10
of
67
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
Saved in:
2
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10002765054
Saved in:
3
A benchmark approach to quantitative finance
Platen, Eckhard
;
Heath, David C.
-
2006
-
Softcover reprint of th hardcover 1st edition 2006
Persistent link: https://www.econbiz.de/10003042060
Saved in:
4
A benchmark approach to quantitative finance
Platen, Eckhard
;
Heath, David C.
-
2010
-
Corr., 2. print.
Persistent link: https://www.econbiz.de/10008779415
Saved in:
5
Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert
-
1992
Persistent link: https://www.econbiz.de/10000834044
Saved in:
6
Approximating random variables by stochastic integrals
Schweizer, Martin
-
1993
Persistent link: https://www.econbiz.de/10000880244
Saved in:
7
Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10001235406
Saved in:
8
Endogenous interest rate dynamics in asset markets
Reiß, Oliver
(
contributor
);
Schoenmakers, John
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593794
Saved in:
9
A minimality property of the minimal martingale measure
Schweizer, Martin
-
1998
Persistent link: https://www.econbiz.de/10000168634
Saved in:
10
On the minimal martingale measure and the Föllmer-Schweizer decomposition
Schweizer, Martin
-
1994
Persistent link: https://www.econbiz.de/10000895886
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
