//--> //--> //--> //-->
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:"Theory"
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
Theory
Theorie
182
Portfolio selection
115
Portfolio-Management
115
Stochastischer Prozess
69
Stochastic process
67
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
95
Undetermined
7
Type of publication
All
Book / Working Paper
124
Article
58
Type of publication (narrower categories)
All
Arbeitspapier
89
Working Paper
89
Graue Literatur
86
Non-commercial literature
86
Article in journal
54
Aufsatz in Zeitschrift
54
Forschungsbericht
9
Aufsatz im Buch
4
Book section
4
Lehrbuch
3
Textbook
3
Aufsatzsammlung
1
Conference paper
1
Festschrift
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
181
German
1
Author
All
Platen, Eckhard
126
Schweizer, Martin
52
Heath, David C.
17
Hulley, Hardy
9
Rendek, Renata
8
Bruti-Liberati, Nicola
6
Küchler, Uwe
6
Baldeaux, Jan
5
Ignatieva, Ekaterina
5
Jarrow, Robert A.
5
Runggaldier, Wolfgang J.
5
Amendinger, Jürgen
4
Baldeaux, Jan F.
4
Craddock, Mark
4
Du, Ke
4
Kardaras, Constantinos
4
Fontana, Claudio
3
Föllmer, Hans
3
Morton, Andrew J.
3
Nikitopoulos, Christina Sklibosios
3
Pham, Huyên
3
Rendek, Renatak
3
Rheinländer, Thorsten
3
Becherer, Dirk
2
Bálint, Dániel
2
Bálint, Dániel Ágoston
2
Choulli, Tahir
2
Czichowsky, Christoph
2
Fergusson, Kevin
2
Filipović, Damir
2
Grasselli, Martino
2
Guo, Zhi
2
Heath, David
2
Hofmann, Norbert
2
Imkeller, Peter
2
Ku, Hyejin
2
Leisen, Dietmar
2
Miller, Shane
2
Miller, Shane M.
2
Pelger, Markus
2
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Deutsche Forschungsgemeinschaft
2
Quantitative Finance Research Centre <Sydney>
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Discussion paper / B
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Research paper / Quantitative Finance Research Group, University of Technology Sydney
11
Research paper series / Swiss Finance Institute
9
Swiss Finance Institute Research Paper
9
International journal of theoretical and applied finance
8
Discussion papers of interdisciplinary research project 373
6
Finance and stochastics
6
Mathematics and financial economics
4
Quantitative Finance Research Centre Research Paper
3
Asia-Pacific financial markets
2
Financial engineering and the Japanese markets
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Advanced mathematical methods for finance
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in futures and options research : a research annual
1
Applied mathematical finance
1
Australian economic papers
1
Computational economics
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Frontiers of mathematical finance : FMF
1
International journal of economic research
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of mathematical economics
1
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
Preprint / Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V.
1
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Quantitative Finance Research Centre, University of Technology, Sydney Research Paper
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 263
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
1
Research Paper Number
1
Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
1
Research Paper Number 305, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 238, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
1
more ...
less ...
Source
All
ECONIS (ZBW)
182
Showing
1
-
10
of
182
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
Numerical inversion of Laplace transforms : a survey of techniques with applications to derivative pricing
Craddock, Mark
;
Heath, David C.
;
Platen, Eckhard
- In:
The journal of computational finance
4
(
2000
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10001528157
Saved in:
3
Valuation of FX barrier options under stochastic volatility
Heath, David C.
- In:
Financial engineering and the Japanese markets
3
(
1996
)
3
,
pp. 195-215
Persistent link: https://www.econbiz.de/10001215397
Saved in:
4
Perfect hedging of index derivatives under a locally arbitrage free minimal market model
Heath, David C.
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619289
Saved in:
5
A variance reduction technique based on integral representations
Heath, David C.
;
Platen, Eckhard
-
2002
Persistent link: https://www.econbiz.de/10001732828
Saved in:
6
Consistent pricing and hedging for a modified constant elasticity of variance model
Heath, David C.
;
Platen, Eckhard
-
2002
Persistent link: https://www.econbiz.de/10001732832
Saved in:
7
Perfect hedging of index derivatives under a minimal market model
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
5
(
2002
)
7
,
pp. 757-774
Persistent link: https://www.econbiz.de/10001743251
Saved in:
8
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:
9
A benchmark approach to quantitative finance
Platen, Eckhard
;
Heath, David C.
-
2010
-
Corr., 2. print.
Persistent link: https://www.econbiz.de/10008779415
Saved in:
10
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
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...
//-->