//--> //--> //--> //-->
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:"Stochastischer Prozess"
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
Efficient and accurate quadrat...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Risikomaß
8,326
Risk measure
8,322
Theorie
4,794
Theory
4,756
Portfolio-Management
3,196
Portfolio selection
3,180
Risikomanagement
2,969
Risk management
2,907
Risiko
2,900
Risk
2,892
Messung
1,373
Measurement
1,352
Statistische Verteilung
1,152
Statistical distribution
1,146
ARCH-Modell
1,141
ARCH model
1,136
Volatilität
1,062
Volatility
1,052
Schätzung
1,035
Estimation
1,024
Prognoseverfahren
939
Forecasting model
932
Bankrisiko
901
Bank risk
898
Capital income
853
Kapitaleinkommen
853
Kreditrisiko
844
Credit risk
813
Schätztheorie
691
Estimation theory
688
Value at Risk
665
Basel Accord
578
Basler Akkord
576
Outliers
553
Ausreißer
550
Financial crisis
533
Finanzkrise
533
Multivariate Verteilung
513
Multivariate distribution
513
more ...
less ...
Online availability
All
Undetermined
231
Free
145
CC license
19
Type of publication
All
Article
391
Book / Working Paper
117
Type of publication (narrower categories)
All
Article in journal
381
Aufsatz in Zeitschrift
381
Graue Literatur
61
Non-commercial literature
61
Arbeitspapier
54
Working Paper
54
Hochschulschrift
14
Thesis
13
Aufsatz im Buch
8
Book section
8
Collection of articles of several authors
4
Sammelwerk
4
Lehrbuch
2
Textbook
2
Aufsatzsammlung
1
Biografie
1
Biography
1
Conference paper
1
Festschrift
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
496
German
11
Polish
1
Author
All
Pichler, Alois
10
Shapiro, Alexander
9
Mumtaz, Haroon
8
Fabozzi, Frank J.
6
Račev, Svetlozar T.
6
McAleer, Michael
5
Asai, Manabu
4
Barro, Diana
4
Caporin, Massimiliano
4
Lucas, André
4
Marcellino, Massimiliano
4
Mozumder, Sharif
4
Stoyanov, Stoyan V.
4
Çavuş, Özlem
4
Abbara, Omar
3
Bask, Mikael
3
Baum, Christopher F.
3
Canestrelli, Elio
3
Carriero, Andrea
3
Chen, Liyuan
3
Chiu, Ching Wai Jeremy
3
Clark, Todd E.
3
Consigli, Giorgio
3
Delage, Erick
3
Dempsey, Michael
3
Dhaene, Jan
3
Dupačová, Jitka
3
Feng, Runhuan
3
Koop, Gary
3
Kromer, Eduard
3
Noyan, Nilay
3
Overbeck, Ludger
3
Pirjol, Dan
3
Shen, Siqian
3
Trufin, Julien
3
Uryasev, Stan
3
Wong, Wing Keung
3
Zerilli, Paola
3
Zevallos, Mauricio
3
Zhang, Xin
3
more ...
less ...
Institution
All
Springer Fachmedien Wiesbaden
1
University of Canterbury / Dept. of Economics and Finance
1
Walter de Gruyter GmbH & Co. KG
1
Published in...
All
European journal of operational research : EJOR
34
Insurance / Mathematics & economics
22
International journal of theoretical and applied finance
15
Insurance : mathematics and economics
9
Journal of risk and financial management : JRFM
9
Operations research letters
9
Risks : open access journal
9
Quantitative finance
8
Computers & operations research : and their applications to problems of world concern ; an international journal
7
INFORMS journal on computing : JOC
7
Journal of econometrics
6
Journal of mathematical finance
6
Journal of the Operational Research Society
6
Operations research
6
Applied economics
5
Applied mathematical finance
5
Discussion paper / Tinbergen Institute
5
International journal of financial engineering
5
International journal of production research
5
Journal of banking & finance
5
Mathematics and financial economics
5
Mathematics of operations research
5
The journal of computational finance
5
Working paper
5
Annals of finance
4
Annals of financial economics
4
Annals of operations research
4
Computational Management Science : CMS
4
Finance and stochastics
4
International journal of forecasting
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Omega : the international journal of management science
4
Review of derivatives research
4
ASTIN bulletin : the journal of the International Actuarial Association
3
Astin bulletin : the journal of the International Actuarial Association
3
Computational economics
3
Energy economics
3
IMA journal of management mathematics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of risk
3
more ...
less ...
Source
All
ECONIS (ZBW)
507
BASE
1
Showing
1
-
10
of
508
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Subleading correction to the Asian options volatility in the black-scholes model
Pirjol, Dan
- In:
International journal of theoretical and applied …
26
(
2023
)
2/3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014365668
Saved in:
2
Asymptotic solutions for Australian options with low volatility
Ting, Sai Hung Marten
;
Ewald, Christian-Oliver
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 595-613
Persistent link: https://www.econbiz.de/10010500870
Saved in:
3
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
4
On peacocks and lyrebirds : Australian options, Brownian bridges, and the average of submartingales
Ewald, Christian-Oliver
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 536-549
Persistent link: https://www.econbiz.de/10011969088
Saved in:
5
Exact simulation of the SABR model
Cai, Ning
;
Song, Yingda
;
Chen, Nan
- In:
Operations research
65
(
2017
)
4
,
pp. 931-951
Persistent link: https://www.econbiz.de/10011739058
Saved in:
6
Another look at the integral of exponential Brownian motion and the pricing of Asian options
Lyasoff, Andrew
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 1061-1096
Persistent link: https://www.econbiz.de/10011570364
Saved in:
7
Discrete sums of geometric Brownian motions, annuities and Asian options
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 19-37
Persistent link: https://www.econbiz.de/10011597130
Saved in:
8
Stratified approximations for the pricing of options on average
Privault, Nicolas
;
Yu, Jiadong
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 95-113
Persistent link: https://www.econbiz.de/10011603193
Saved in:
9
The role of jumps and options in the risk premia of interest rates
Lund, Bruno
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10012129514
Saved in:
10
Multilevel Monte Carlo for exponential Lévy models
Giles, Michael B.
;
Xia, Yuan
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 995-1026
Persistent link: https://www.econbiz.de/10011944462
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...
//-->