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~subject:"Stochastischer Prozess"
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Stochastic processes, finance...
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Stochastischer Prozess
Theorie
308
Theory
306
Optionspreistheorie
175
Option pricing theory
172
Stochastic process
124
Markov chain
90
Markov-Kette
87
Portfolio-Management
87
Portfolio selection
86
Risk
70
Risiko
69
CAPM
64
Volatilität
61
Volatility
60
Option trading
57
Optionsgeschäft
57
Hedging
49
Derivat
46
Derivative
46
Capital income
43
Kapitaleinkommen
43
Großbritannien
41
Estimation
40
Schätzung
40
United Kingdom
39
Börsenkurs
38
Share price
38
Risk management
36
Finanzmarkt
32
Pollution
32
Risikomanagement
32
Financial market
31
USA
31
Umweltbelastung
31
United States
31
Black-Scholes-Modell
30
Credit risk
30
Black-Scholes model
29
Kreditrisiko
29
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Undetermined
42
Free
25
CC license
2
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Article
93
Book / Working Paper
31
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Article in journal
86
Aufsatz in Zeitschrift
86
Aufsatz im Buch
7
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7
Collection of articles of several authors
3
Sammelwerk
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
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2
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1
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English
124
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Madan, Dilip B.
50
Elliott, Robert J.
35
Siu, Tak Kuen
29
Yang, Hailiang
14
Wang, King
12
Schoutens, Wim
9
Yor, Marc
8
Eberlein, Ernst
7
Shen, Yang
7
Ching, Wai Ki
5
Elliott, Robert J. R.
5
Geman, Hélyette
5
Mamon, Rogemar S.
5
Hoek, John van der
4
Ortega, Juan-Pablo
4
Siu, Chi Chung
4
Zhu, Song-Ping
4
Chan, Leunglung
3
Corcuera, José Manuel
3
Pistorius, Martijn
3
Zhu, Dong-Mei
3
Badescu, Alex
2
Badescu, Alexandru
2
Barassi, Marco R.
2
Carr, Peter
2
Cohen, Samuel N.
2
Cole, Matthew A.
2
De Spiegeleer, Jan
2
Guillaume, Florence
2
Heidari, Massoud
2
Hirsa, Ali
2
Jin, Zhuo
2
Khanna, Ajay
2
Lu, Jiejun
2
Nishide, Katsumasa
2
Yam, Sheung Chi Phillip
2
Zhang, Zhimin
2
Zhu, Jinxia
2
Aldabe, F.
1
Barone-Adesi, Giovanni
1
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Bachelier Finance Society
1
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Insurance / Mathematics & economics
11
Annals of finance
6
Applied mathematical finance
6
International journal of theoretical and applied finance
6
Quantitative finance
5
European journal of operational research : EJOR
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Robert H. Smith School Research Paper
4
Economic modelling
3
Finance and stochastics
3
Journal of economic dynamics & control
3
The journal of computational finance
3
Finance research letters
2
International Series in Operations Research & Management Science
2
International journal of theoretical and applied finance : IJTAF
2
International series in operations research & management science
2
Operations research letters
2
Risks : open access journal
2
Scandinavian actuarial journal
2
SpringerLink / Bücher
2
Annual review of financial economics
1
Asia-Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
Computational economics
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper series
1
Discussion papers / Department of Economics, The University of Birmingham
1
Energy economics
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Financial engineering
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
IMA journal of management mathematics
1
Innovative quick response programs in logistics and supply chain management
1
Insurance : mathematics and economics
1
International Journal of Portfolio Analysis and Management
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
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ECONIS (ZBW)
124
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1
Option pricing and filtering with hidden Markov-modulated pure-jump processes
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Applied mathematical finance
20
(
2013
)
1/2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009737182
Saved in:
2
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
3
Asset pricing using trading volumes in a hidden regime-switching environment
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 133-149
Persistent link: https://www.econbiz.de/10011377522
Saved in:
4
A Dupire equation for a regime-switching model
Elliott, Robert J.
;
Chan, Leunglung
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011403770
Saved in:
5
A higher-order interactive hidden Markov model and its applications
Zhu, Dong-Mei
;
Ching, Wai Ki
;
Elliott, Robert J.
;
Siu, …
- In:
OR spectrum : quantitative approaches in management
39
(
2017
)
4
,
pp. 1055-1069
Persistent link: https://www.econbiz.de/10011777086
Saved in:
6
Bitcoin option pricing with a SETAR-GARCH model
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The European journal of finance
27
(
2021
)
6
,
pp. 564-595
Persistent link: https://www.econbiz.de/10012484403
Saved in:
7
Hedging options in a doubly Markov-modulated financial market via stochastic flows
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012183224
Saved in:
8
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
9
American option pricing and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
10
Option pricing when the regime-switching risk is priced
Siu, Tak Kuen
;
Yang, Hailiang
;
Lau, John W.
-
2007
Persistent link: https://www.econbiz.de/10003647140
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