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
Pricing Financial Derivatives...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
growth optimal portfolio
44
Theorie
29
Volatility
29
Volatilität
28
Option pricing theory
21
Optionspreistheorie
21
benchmark approach
21
Stochastic process
20
Stochastischer Prozess
20
stochastic volatility
19
Monte Carlo simulation
17
fair pricing
17
minimal market model
17
stability
17
Markov chain
16
Markov-Kette
16
numeraire portfolio
13
Commodity derivative
12
Rohstoffderivat
12
benchmark model
11
American options
10
Method of Lines
10
Monte-Carlo-Simulation
10
heterogeneous beliefs
10
American Option
9
Early Exercise
9
Finite Difference Approach
9
Integral Transform Approach
9
Mathematical programming
9
Mathematische Optimierung
9
Numerical Methods
9
free boundary problem
8
real world pricing
8
Estimation
7
Option trading
7
Optionsgeschäft
7
real-world pricing
7
simulation
7
Algorithm
6
more ...
less ...
Online availability
All
Undetermined
10
Free
7
Type of publication
All
Article
18
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Aufsatz im Buch
4
Book section
4
Aufsatzsammlung
1
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
more ...
less ...
Language
All
English
29
Author
All
Filar, Jerzy A.
19
Kang, Boda
11
Chiarella, Carl
9
Eshragh, Ali
4
Yun, Bao
4
Avrachenkov, Konstantin
3
Meyer, Gunter H.
3
Ejov, Vladimir
2
Haythorpe, Michael
2
Krawczyk, Jacek B.
2
Nguyen, Giang T.
2
Zapert, Radoslaw
2
Ziogas, Andrew
2
Agrawal, Manju
1
Agrawal, Manju R.
1
Altman, Eitan
1
Avrachenkov, Konstantin E.
1
Boda, Kang
1
Borkar, Vivek S.
1
Carraro, Carlo
1
Chen, Ming
1
Clewlow, Les
1
Ejov, V.
1
Gaitsgory, Vladimir A.
1
Griebsch, Susanne
1
Haurie, Alain
1
Kalinowski, Thomas
1
Korolkiewicz, Malgorzata
1
Liu, Ke
1
Ma, Guiyuan
1
Moghaddam, A.
1
Mohammadian, Sogol
1
Petrosjan, Leon A.
1
Stillman, Andrew
1
Zhu, Song-Ping
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Mathematical methods of operations research
3
Mathematics of operations research
3
International Series in Operations Research & Management Science
2
International journal of theoretical and applied finance
2
SpringerLink / Bücher
2
The Oxford handbook of computational economics and finance
2
Annals of operations research
1
Annals of the International Society of Dynamic Games
1
CORE discussion paper : DP
1
Computational economics
1
Dynamic games and applications : DGA
1
International game theory review
1
Journal of the Operational Research Society : OR
1
Nota di lavoro / Fondazione ENI Enrico Mattei / Fondazione ENI Enrico Mattei
1
Nota di lavoro / Fondazione Eni Enrico Mattei
1
Operations research and environmental management
1
Operations research letters
1
Optimization models with economic and game theoretic applications
1
Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
1
Springer eBook Collection / Business and Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing financial derivatives on weather sensitive assets
Filar, Jerzy A.
;
Kang, Boda
;
Korolkiewicz, Malgorzata
-
2008
Persistent link: https://www.econbiz.de/10003857122
Saved in:
2
Semi-infinite Markov decision processes
Chen, Ming
;
Filar, Jerzy A.
;
Liu, Ke
- In:
Mathematical methods of operations research
51
(
2000
)
1
,
pp. 115-137
Persistent link: https://www.econbiz.de/10001488329
Saved in:
3
Uncertainty analysis of a greenhouse effect model
Filar, Jerzy A.
;
Zapert, Radoslaw
-
1995
Persistent link: https://www.econbiz.de/10000913932
Saved in:
4
Uncertainty analysis of a greenhouse effect model
Filar, Jerzy A.
- In:
Operations research and environmental management
,
(pp. 101-118)
.
1996
Persistent link: https://www.econbiz.de/10001320135
Saved in:
5
Dynamic cooperative games
Filar, Jerzy A.
;
Petrosjan, Leon A.
- In:
International game theory review
2
(
2000
)
1
,
pp. 47-65
Persistent link: https://www.econbiz.de/10001613884
Saved in:
6
Asymptotic linear programming and policy improvement for singularly perturbed Markov decision processes
Altman, Eitan
;
Avrachenkov, Konstantin E.
;
Filar, Jerzy A.
- In:
Mathematical methods of operations research
49
(
1999
)
1
,
pp. 97-109
Persistent link: https://www.econbiz.de/10001415277
Saved in:
7
Refined MDP-based branche-and-fix algorithm for the Hamiltonian cycle problem
Ejov, Vladimir
;
Filar, Jerzy A.
;
Haythorpe, Michael
; …
- In:
Mathematics of operations research
34
(
2009
)
3
,
pp. 758-768
Persistent link: https://www.econbiz.de/10003892674
Saved in:
8
A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem
Eshragh, Ali
;
Filar, Jerzy A.
;
Haythorpe, Michael
-
2011
Persistent link: https://www.econbiz.de/10009305728
Saved in:
9
Hamiltonian cycles, random walks, and discounted occupational measures
Eshragh, Ali
;
Filar, Jerzy A.
- In:
Mathematics of operations research
36
(
2011
)
2
,
pp. 258-270
Persistent link: https://www.econbiz.de/10009162072
Saved in:
10
Time consistent dynamic risk measures
Boda, Kang
;
Filar, Jerzy A.
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 169-186
Persistent link: https://www.econbiz.de/10003285486
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
