//--> //--> //--> //-->
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
Robust static hedging of barri...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Optionsgeschäft
6,438
Option trading
6,436
Optionspreistheorie
4,366
Option pricing theory
4,354
Robustes Verfahren
3,964
Robust statistics
3,963
Theorie
3,783
Theory
3,750
Volatilität
2,867
Volatility
2,828
Stochastischer Prozess
1,872
Derivat
1,507
Derivative
1,506
Mathematische Optimierung
1,327
Mathematical programming
1,326
Schätztheorie
1,146
Estimation theory
1,143
Stochastic volatility
1,011
Portfolio selection
993
Portfolio-Management
989
stochastic volatility
986
Schätzung
911
Estimation
904
Risk
891
Risiko
890
Hedging
742
Black-Scholes model
725
Black-Scholes-Modell
725
Börsenkurs
724
Share price
719
Prognoseverfahren
646
Forecasting model
640
Robust optimization
621
USA
580
Kapitaleinkommen
557
United States
556
Capital income
555
Decision under uncertainty
549
Entscheidung unter Unsicherheit
549
more ...
less ...
Online availability
All
Undetermined
926
Free
543
CC license
49
Type of publication
All
Article
1,380
Book / Working Paper
468
Type of publication (narrower categories)
All
Article in journal
1,343
Aufsatz in Zeitschrift
1,343
Graue Literatur
259
Non-commercial literature
259
Arbeitspapier
245
Working Paper
245
Aufsatz im Buch
31
Book section
31
Hochschulschrift
16
Conference paper
10
Konferenzbeitrag
10
Thesis
8
Collection of articles of several authors
6
Sammelwerk
6
Konferenzschrift
2
Amtsdruckschrift
1
Aufsatzsammlung
1
Collection of articles written by one author
1
Government document
1
Sammlung
1
more ...
less ...
Language
All
English
1,842
German
5
Undetermined
1
Author
All
Cui, Zhenyu
21
Mumtaz, Haroon
21
Todorov, Viktor
19
Clark, Todd E.
17
Escobar, Marcos
17
Chiarella, Carl
15
Carriero, Andrea
14
Chan, Joshua
14
Marcellino, Massimiliano
14
Wang, Xingchun
14
Takahashi, Akihiko
13
He, Xin-Jiang
12
Lee, Hangsuck
12
Zhang, Bo
12
Tauchen, George Eugene
11
Aguilar, Jean-Philippe
10
Fusari, Nicola
10
Kirkby, J. Lars
10
Nguyen, Duy
10
Shiraya, Kenichiro
10
Theodoridis, Konstantinos
10
Alòs, Elisa
9
Andersen, Torben
9
Brignone, Riccardo
9
Carr, Peter
9
Fusai, Gianluca
9
Kirkby, Justin
9
Koopman, Siem Jan
9
Li, Chenxu
9
Li, Lingfei
9
McAleer, Michael
9
Zhu, Song-Ping
9
Benth, Fred Espen
8
Delage, Erick
8
Filipović, Damir
8
Lee, Minha
8
Levendorskij, Sergej Z.
8
Li, Jia
8
Lian, Guanghua
8
Mertens, Elmar
8
more ...
less ...
Institution
All
Australian National University / Faculty of Economics and Commerce
1
Centre for Analytical Finance <Århus>
1
Christian-Albrechts-Universität zu Kiel
1
National Bureau of Economic Research
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Swiss Finance Institute
1
Universität Trier
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
93
Quantitative finance
67
European journal of operational research : EJOR
51
The journal of computational finance
46
Applied mathematical finance
40
Finance research letters
38
Journal of econometrics
37
Finance and stochastics
34
Journal of economic dynamics & control
34
Computational economics
29
Operations research
26
Insurance / Mathematics & economics
25
International journal of financial engineering
25
Journal of mathematical finance
25
The North American journal of economics and finance : a journal of financial economics studies
24
Discussion paper / Tinbergen Institute
23
Journal of banking & finance
23
The journal of futures markets
21
Review of derivatives research
20
Risks : open access journal
19
Annals of finance
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Operations research letters
16
Economic modelling
15
Working paper
15
CAMA working paper series
13
Energy economics
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Journal of risk and financial management : JRFM
12
Mathematical finance : an international journal of mathematics, statistics and financial economics
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Asia-Pacific financial markets
11
Research paper series / Swiss Finance Institute
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Applied economics
10
Economics letters
10
International review of economics & finance : IREF
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Mathematics of operations research
10
more ...
less ...
Source
All
ECONIS (ZBW)
1,847
RePEc
1
Showing
1
-
10
of
1,848
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
2
Analysis of VIX Markets with a time-spread portfolio
Papanicolaou, A.
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 374-408
Persistent link: https://www.econbiz.de/10011704261
Saved in:
3
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
4
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
5
Valuation of reverse convertibles in the variance gamma economy
Deng, Geng
;
Dulaney, Tim
;
McCann, Craig
- In:
Journal of derivatives & hedge funds
19
(
2013
)
4
,
pp. 244-258
Persistent link: https://www.econbiz.de/10010259402
Saved in:
6
Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
Saved in:
7
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
8
A model-free approximation for barrier options in a general stochastic volatility framework
Rolloos, Frido
;
Shiraya, Kenichiro
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 923-935
Persistent link: https://www.econbiz.de/10014536706
Saved in:
9
Age-dependent robust strategic asset allocation with inflation-deflation hedging demand
Kikuchi, Kentaro
;
Kusuda, Koji
- In:
Mathematics and financial economics
18
(
2024
)
4
,
pp. 641-670
Persistent link: https://www.econbiz.de/10015189217
Saved in:
10
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
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...
//-->