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Stochastic process
jump-diffusion
54
Jump-diffusion
52
Optionspreistheorie
52
Option pricing theory
50
Stochastischer Prozess
42
Portfolio selection
31
Portfolio-Management
31
Hedging
28
Volatilität
27
Volatility
26
Theorie
24
Option trading
21
Optionsgeschäft
21
Theory
21
martingale measure
21
Derivat
18
Derivative
18
Quantile hedging
18
Martingale measure
17
Efficient hedging
16
quantile hedging
15
stochastic volatility
13
Markov chain
12
Markov-Kette
12
Lebensversicherung
11
Life insurance
11
CAPM
8
Stochastic volatility
8
option pricing
8
Martingale
7
Risiko
7
Risikomanagement
7
Risk
7
Risk management
7
American options
6
Incomplete market
6
Option pricing
6
Arbitrage
5
Incomplete markets
5
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Undetermined
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4
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Article
41
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41
Arbeitspapier
1
Graue Literatur
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1
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1
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English
42
Author
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Bo, Lijun
2
Guambe, Calisto
2
Kufakunesu, Rodwell
2
Tong, Shuo
2
Aoudia, Djilali Ait
1
Badescu, Alexandru
1
Bayraktar, Erhan
1
Biagini, Francesca
1
Boloorforoosh, Ali
1
Bouveret, Géraldine
1
Castellano, Rosella
1
Cerqueti, Roy
1
Cheang, Gerald H. L.
1
Chen, Dachuan
1
Chevallier, Julien
1
Chiarella, Carl
1
Christensen, Bent Jesper
1
Crosby, John
1
Di Persio, Luca
1
Elliott, Robert J.
1
Frau, Carme
1
Gonon, Lukas
1
Goutte, Stéphane
1
Guillaume, Tristan
1
Hawkes, Alan G.
1
Hilliard, Jimmy E.
1
Hoyle, Edward
1
Jessen, Cathrine
1
Jiang, Yilun
1
Jing, Bo
1
Lando, David
1
Le Courtois, Olivier
1
Leung, Tim
1
Li, Chenxu
1
Li, Shenghong
1
Li, Yongwu
1
Li, Zhongfei
1
Lien, Da-hsiang Donald
1
Lo, Chia Chun
1
Lorig, Matthew
1
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International journal of theoretical and applied finance
5
Insurance / Mathematics & economics
3
Journal of banking & finance
3
Applied mathematical finance
2
Journal of econometrics
2
Journal of economic dynamics & control
2
Operations research letters
2
Risk and decision analysis
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
26th Australasian Finance and Banking Conference 2013
1
Asia Pacific financial markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Financial markets and portfolio management
1
International journal of financial engineering
1
Journal of mathematical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Prague economic papers : a bimonthly journal of economic theory and policy
1
Quantitative finance
1
Research paper series / Swiss Finance Institute
1
Risks : open access journal
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of computational finance
1
The journal of energy markets
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ECONIS (ZBW)
42
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1
Efficient hedging for equity-linked life insurance contracts with stochastic interest rate
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Risk and decision analysis
4
(
2013
)
3
,
pp. 207-223
Persistent link: https://www.econbiz.de/10010190153
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2
Valuation of finance/insurance contracts : efficient hedging and stochastic interest rates modeling
Melnikov, Alexander
;
Tong, Shuo
- In:
Risk and decision analysis
5
(
2014
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10010492598
Saved in:
3
Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing
Leung, Tim
;
Song, Qingshuo
;
Yang, Jie
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 839-870
Persistent link: https://www.econbiz.de/10010190872
Saved in:
4
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
5
Quantile Hedging in a semi-static market with model uncertainty
Bayraktar, Erhan
;
Wang, Gu
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 197-277
Persistent link: https://www.econbiz.de/10011873985
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6
Optimal quantile hedging under Markov regime switching
Lien, Da-hsiang Donald
;
Wang, Ziling
;
Yu, Xiaojian
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
5
,
pp. 2177-2201
Persistent link: https://www.econbiz.de/10012585550
Saved in:
7
Dual representation of the cost of designing a portfolio satisfying multiple risk constraints
Bouveret, Géraldine
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 222-256
Persistent link: https://www.econbiz.de/10012210285
Saved in:
8
Neural network approximation for superhedging prices
Biagini, Francesca
;
Gonon, Lukas
;
Reitsam, Thomas
- In:
Mathematical finance : an international journal of …
33
(
2023
)
1
,
pp. 146-184
Persistent link: https://www.econbiz.de/10014278664
Saved in:
9
Quadratic hedging schemes for non-Gaussian GARCH models
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
Journal of economic dynamics & control
42
(
2014
),
pp. 13-32
Persistent link: https://www.econbiz.de/10010426624
Saved in:
10
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
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