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:"Time series analysis"
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
Random variables as pathwise i...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Stochastic process
11
Stochastischer Prozess
11
Option pricing theory
9
Optionspreistheorie
9
Theorie
9
Theory
9
Hedging
5
Arbitrage Pricing
4
Arbitrage pricing
4
Portfolio selection
4
Portfolio-Management
4
fractional Brownian motion
4
Fractional Brownian motion
3
Transaction costs
3
Transaktionskosten
3
CAPM
2
Electronic trading
2
Elektronisches Handelssystem
2
Martingal
2
Martingale
2
Quadratic variation
2
Securities trading
2
Wertpapierhandel
2
Wiener process
2
Zeitreihenanalyse
2
option pricing
2
Arbitrage
1
Asymmetric information
1
Asymmetrische Information
1
Ausreißer
1
Bayes-Statistik
1
Bayesian inference
1
Black-Scholes model
1
Black-Scholes-Modell
1
Brownian risk model
1
Börsenkurs
1
Cholesky decomposition
1
Clark-Ocone representation
1
Constrained optimization
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Mišura, Julija S.
2
Melnikov, Alexander
1
Melʹnikov, Aleksandr V.
1
Published in...
All
Mathematics and financial economics
1
Risk and decision analysis
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On pricing and hedging in financial markets with long-range dependence
Melʹnikov, Aleksandr V.
;
Mišura, Julija S.
- In:
Mathematics and financial economics
5
(
2011
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10009160243
Saved in:
2
On stocks and interest rates modeling in long-range dependent environment
Melnikov, Alexander
;
Mišura, Julija S.
- In:
Risk and decision analysis
5
(
2014
)
4
,
pp. 177-187
Persistent link: https://www.econbiz.de/10011286251
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
