//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Stochastischer Prozess"
~subject:"United States"
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
Installment Options and Static...
Similar by person
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
United States
Theorie
55
Theory
55
Optionspreistheorie
27
Option pricing theory
26
Portfolio-Management
21
Portfolio selection
20
Asset and Liability Management
15
Benchmarked Asset Management
15
Classical Solutions
15
Dynamic Investment Management
15
Hamilton–Jacobi–Bellman Equations
15
Jump Diffusion Processes
15
Kelly Criterion
15
Lévy Processes
15
Risk Sensitive Control
15
Stochastic Control
15
Viscosity Solutions
15
Transaction costs
14
Transaktionskosten
13
Stochastic process
10
CAPM
9
Finanzmathematik
9
Martingal
8
Martingale
8
Optionsgeschäft
8
Unvollkommener Markt
8
Arbitrage
7
Arbitrage Pricing
7
Arbitrage pricing
7
Mathematical finance
7
Option trading
7
Volatility
7
Volatilität
7
Incomplete market
6
USA
6
Black-Scholes model
5
Black-Scholes-Modell
5
Capital-Asset-Pricing-Modell
5
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
13
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Aufsatz im Buch
2
Book section
2
Language
All
English
15
Author
All
Tompkins, Robert G.
6
Davis, Mark H. A.
5
Schachermayer, Walter
4
Hodges, Stewart D.
2
Lleo, Sébastien
2
Beiglböck, Mathias
1
Czichowsky, Christoph
1
D'Ecclesia, Rita L.
1
Davis, M. H. A.
1
Föllmer, Hans
1
Lowther, George
1
Mataix-Pastor, Vicente
1
Pammer, Gudmund
1
Peyre, Rémi
1
Yang, Junjian
1
Ziemba, William T.
1
more ...
less ...
Published in...
All
Finance and stochastics
2
Journal of banking & finance
2
The journal of futures markets
2
A Halsted Press book
1
Chapman and Hall mathematics series
1
Handbook of sports and lottery markets
1
International journal of theoretical and applied finance
1
Mathematics and financial economics
1
OR spectrum : quantitative approaches in management
1
The European journal of finance
1
The handbook of post crisis financial modelling
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Zurich lectures in advanced mathematics
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Stock index futures markets : stochastic volatility models and smiles
Tompkins, Robert G.
- In:
The journal of futures markets
21
(
2001
)
1
,
pp. 43-78
Persistent link: https://www.econbiz.de/10001537233
Saved in:
2
Options on bond futures : isolating the risk premium
Tompkins, Robert G.
- In:
The journal of futures markets
23
(
2002
)
2
,
pp. 169-215
Persistent link: https://www.econbiz.de/10001762673
Saved in:
3
Why smiles exist in foreign exchange options markets : isolating components of the risk neutral process
Tompkins, Robert G.
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 583-603
Persistent link: https://www.econbiz.de/10003382854
Saved in:
4
Model-free methods in valuation and hedging of derivative securities
Davis, Mark H. A.
- In:
The handbook of post crisis financial modelling
,
(pp. 168-189)
.
2016
Persistent link: https://www.econbiz.de/10011475750
Saved in:
5
Volatility cones and their sampling properties
Hodges, Stewart D.
;
Tompkins, Robert G.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
Saved in:
6
Unconditional return disturbances: A non-parametric simulation approach
Tompkins, Robert G.
;
D'Ecclesia, Rita L.
- In:
Journal of banking & finance
30
(
2006
)
1
,
pp. 287-314
Persistent link: https://www.econbiz.de/10003285633
Saved in:
7
The favorite-longshot bias in S&P 500 and FTSE 100 index futures options : the return to bets and the cost of insurance
Tompkins, Robert G.
;
Ziemba, William T.
;
Hodges, Stewart D.
- In:
Handbook of sports and lottery markets
,
(pp. 161-180)
.
2008
Persistent link: https://www.econbiz.de/10003779564
Saved in:
8
Asymptotic theory of transaction costs
Schachermayer, Walter
-
2017
Persistent link: https://www.econbiz.de/10011763489
Saved in:
9
Linear estimation and stochastic control
Davis, Mark H. A.
-
1977
-
1. publ.
Persistent link: https://www.econbiz.de/10000089406
Saved in:
10
Jump-diffusion asset-liabilty management via risk-sensitive control
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 655-675
Persistent link: https://www.econbiz.de/10011296728
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->