//--> //--> //--> //-->
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
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
Fair Demographic Risk Sharing...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Stochastic process
25
Stochastischer Prozess
25
Volatility
25
Volatilität
25
Theorie
24
Theory
24
Option pricing theory
21
Optionspreistheorie
21
Yield curve
11
Zinsstruktur
11
Derivat
6
Derivative
6
Portfolio selection
6
Portfolio-Management
6
Benchmarking
5
Forex
5
Benchmark approach
4
Interest rate derivative
4
Option trading
4
Optionsgeschäft
4
Stochastic volatility
4
Swap
4
Zinsderivat
4
Anleihe
3
Bond
3
Hedging
3
Interest rate
3
Risikomanagement
3
Risk management
3
Time series analysis
3
Wishart process
3
Zeitreihenanalyse
3
Zins
3
3/2 Stochastic volatility model
2
ARCH model
2
ARCH-Modell
2
Affine processes
2
Börsenkurs
2
Calibration
2
Caps
2
more ...
less ...
Online availability
All
Free
44
Undetermined
24
Type of publication
All
Article
49
Book / Working Paper
44
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Amtsdruckschrift
1
Aufsatz im Buch
1
Book section
1
Government document
1
more ...
less ...
Language
All
English
55
Undetermined
38
Author
All
Grasselli, Martino
90
Gnoatto, Alessandro
23
Deelstra, Griselda
16
Tebaldi, Claudio
12
Da Fonseca, José
11
Koehl, Pierre-François
10
Callegaro, Giorgia
7
Platen, Eckhard
7
Fonseca, José da
5
Gabay, Daniel
5
Ielpo, Florian
5
Fiorin, Lucio
4
Alfeus, Mesias
3
Chiarella, Carl
3
De Col, Alvise
3
Koehl, Pierre-Francois
3
Schlögl, Erik
3
Van Weverberg, Christopher
3
Baldeaux, Jan
2
Craddock, Mark
2
Wagalath, Lakshithe
2
Baldeaux, Jan F.
1
Caldana, Ruggero
1
Col, Alvise De
1
Da Foncesca, José
1
De Fonseca, José
1
FONSECA, JOSÉ DA
1
Fonseca, JosE Da
1
Fonseca, José
1
Fonseca, José Da
1
Fusai, Gianluca
1
GRASSELLI, MARTINO
1
Garcin, Matthieu
1
Gentili, Luca
1
Giacomello, Bruno
1
Girardi, Dario
1
IELPO, FLORIAN
1
Jos\'e Da Fonseca
1
Marabel Romo, Jacinto
1
Mazzoran, Andrea
1
more ...
less ...
Institution
All
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
4
arXiv.org
4
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
2
Published in...
All
Journal of economic dynamics & control
7
Insurance / Mathematics & economics
5
Insurance: Mathematics and Economics
4
Papers / arXiv.org
4
ULB Institutional Repository
4
Journal of Economic Dynamics and Control
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Applied stochastic control in econometrics and management science
2
Decisions in economics and finance : a journal of applied mathematics
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
International journal of theoretical and applied finance
2
Journal of Banking & Finance
2
Journal of banking & finance
2
Operations research letters
2
Review of derivatives research
2
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
2
Working paper series
2
Application of operations research to financial markets
1
Decisions in Economics and Finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Economic Notes
1
FIRN Research Paper
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Mathematical Finance
1
Mathematics of operations research
1
Quantitative Finance
1
Review of Derivatives Research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
59
RePEc
25
OLC EcoSci
9
Showing
61
-
70
of
93
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
Pricing range notes within Wishart affine models
Chiarella, Carl
;
De Fonseca, José
;
Grasselli, Martino
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 193-203
Persistent link: https://www.econbiz.de/10010437564
Saved in:
62
Solvable affine term structure models
Grasselli, Martino
;
Tebaldi, Claudio
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 135-153
Persistent link: https://www.econbiz.de/10003643480
Saved in:
63
Stochastic Jacobian and Riccati ODE in affine term structure models
Grasselli, Martino
;
Tebaldi, Claudio
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10003630203
Saved in:
64
Bond price and impulse response function for the Balduzzi, Das, Foresi and Sundaram (1996) model
Grasselli, Martino
;
Tebaldi, Claudio
- In:
Economic notes : economic review of Banca Monte dei …
33
(
2004
)
3
,
pp. 359-374
Persistent link: https://www.econbiz.de/10003690357
Saved in:
65
Option pricing when correlations are stochastic : an analytical framework
Fonseca, José da
;
Grasselli, Martino
;
Tebaldi, Claudio
- In:
Review of derivatives research
10
(
2007
)
2
,
pp. 151-180
Persistent link: https://www.econbiz.de/10003705867
Saved in:
66
Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models
Fonseca, José da
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Operations research letters
43
(
2015
)
6
,
pp. 601-607
Persistent link: https://www.econbiz.de/10011416324
Saved in:
67
Assortment optimization over time
Fonseca, José da
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Operations research letters
43
(
2015
)
6
,
pp. 608-611
Persistent link: https://www.econbiz.de/10011416325
Saved in:
68
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
69
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
70
Lie symmetry methods for local volatility models
Craddock, Mark
;
Grasselli, Martino
-
2016
Persistent link: https://www.econbiz.de/10011778123
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->