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Stochastic processes, finance...
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United States
Theorie
308
Theory
306
Optionspreistheorie
175
Option pricing theory
172
Stochastic process
124
Stochastischer Prozess
124
Markov chain
90
Markov-Kette
87
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87
Portfolio selection
86
Risk
70
Risiko
69
CAPM
64
Volatilität
61
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60
Option trading
57
Optionsgeschäft
57
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49
Derivat
46
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46
Capital income
43
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43
Großbritannien
41
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32
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32
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32
Financial market
31
USA
31
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31
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30
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30
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29
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29
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5
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Article
19
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12
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8
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English
31
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Madan, Dilip B.
14
Elliott, Robert J. R.
8
Elliott, Robert J.
6
Cole, Matthew A.
5
Unal, Haluk
4
Bakshi, Gurdip S.
3
Lindley, Joanne K.
3
Cohen, Samuel T.
2
Hunter, William Curt
2
Jamieson, Barbara M.
2
Shimamoto, Kenichi
2
Abken, Peter A.
1
Cadenillas, Abel
1
Carr, Peter
1
Chan, Leunglung
1
Cherny, Alexander
1
Chesney, Marc
1
Eberlein, Ernst
1
Elliott, James
1
Geman, Hélyette
1
German, Helyette
1
Gibson, Rajna
1
Grundke, Peter
1
Guntay, Levent
1
Jarrow, Robert A.
1
Kapadia, Nikunj
1
Lyons, W. C.
1
Miao, Hong
1
Nguyen-Tien, Viet
1
Pennacchi, George G.
1
Ramamurtie, Buddhavarapu Sailesh
1
Riedel, Karl O.
1
Royal, Andrew J.
1
Siu, Tak Kuen
1
Strobl, Eric
1
Tveit, Thomas
1
Wu, Zhenyu
1
Yor, Marc
1
Zhang, Frank
1
Zhang, Frank X.
1
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Conference on Pricing the Risks of Deposit Insurance <2002, Washington, DC>
1
Federal Deposit Insurance Corporation
1
The Wharton Financial Institutions Center
1
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
2
Finance and economics discussion series
2
Review of derivatives research
2
The review of financial studies
2
Annals of finance
1
Asia-Pacific financial markets
1
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
Discussion papers / Department of Economics, The University of Birmingham
1
European finance review : the official journal of the European Finance Association
1
Financial markets, institutions & instruments
1
International journal of theoretical and applied finance
1
Journal of financial services research : JFSR
1
Journal of risk and uncertainty : JRU
1
Journal of the Association of Environmental and Resource Economists : JAERE
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical modeling and numerical methods in finance : special volume
1
Orbis : FPRI's journal of world affairs
1
P / the Rand Corporation
1
Public sector management series
1
Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
1
Review of development economics
1
The journal of business : B
1
The journal of credit risk : published quarterly by Incisive Media
1
Working paper series / Federal Reserve Bank of Atlanta
1
Working paper series / Research Department, Federal Reserve Bank of Chicago
1
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ECONIS (ZBW)
31
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1
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:
2
Analytical solutions for the pricing of American bond and yield options
Chesney, Marc
;
Elliott, Robert J.
;
Gibson, Rajna
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 277-294
Persistent link: https://www.econbiz.de/10001184869
Saved in:
3
Financial signal processing : a self calibrating model
Elliott, Robert J.
;
Hunter, William Curt
;
Jamieson, …
- In:
International journal of theoretical and applied finance
4
(
2001
)
4
,
pp. 567-584
Persistent link: https://www.econbiz.de/10001600343
Saved in:
4
Financial signal processing : a self calibrating model
Elliott, Robert J.
;
Hunter, William Curt
;
Jamieson, …
-
2001
Persistent link: https://www.econbiz.de/10001577670
Saved in:
5
Risk-hedging in real estate markets
Cadenillas, Abel
;
Elliott, Robert J.
;
Miao, Hong
;
Wu, Zhenyu
- In:
Asia-Pacific financial markets
16
(
2009
)
4
,
pp. 265-285
Persistent link: https://www.econbiz.de/10003933754
Saved in:
6
Asset prices with regime-switching variance gamma dynamics
Royal, Andrew J.
;
Elliott, Robert J.
-
2009
Persistent link: https://www.econbiz.de/10003827090
Saved in:
7
Pricing the risks of default
Madan, Dilip B.
;
Unal, Haluk
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 121-160
Persistent link: https://www.econbiz.de/10001497930
Saved in:
8
Pricing S&P 500 index options using a Hilbert space basis
Abken, Peter A.
;
Madan, Dilip B.
;
Ramamurtie, …
-
1996
Persistent link: https://www.econbiz.de/10000983757
Saved in:
9
Is mean-variance analysis vacuous : or was beta still born?
Jarrow, Robert A.
- In:
European finance review : the official journal of the …
1
(
1997
)
1
,
pp. 15-30
Persistent link: https://www.econbiz.de/10001244804
Saved in:
10
Investigating the sources of default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank X.
-
2001
Persistent link: https://www.econbiz.de/10001573166
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