//--> //--> //-->
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
~type:"article"
~isPartOf:"Mathematics and financial economics"
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
Unspanned stochastic volatilit...
Similar by person
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
CAPM
1
Certainty equivalent
1
Credit risk
1
Decision under uncertainty
1
Entscheidung unter Unsicherheit
1
Erwartungsnutzen
1
Event risk
1
Expected utility
1
Incomplete market
1
Incomplete markets
1
Kreditrisiko
1
Risiko
1
Risk
1
Temporal resolution of uncertainty
1
Theorie
1
Theory
1
Unvollkommener Markt
1
Utility based valuation
1
more ...
less ...
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Collin-Dufresne, Pierre
1
Hugonnier, Julien
1
Published in...
All
Mathematics and financial economics
The journal of finance : the journal of the American Finance Association
18
Journal of Finance
8
Journal of financial economics
7
The review of financial studies
5
Working paper / National Bureau of Economic Research, Inc
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
European financial management : the journal of the European Financial Management Association
2
Journal of Financial Economics
2
Journal of banking & finance
2
Review of Financial Studies
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Econometrica
1
Essays on the market structure and pricing of credit derivatives
1
Journal of Banking & Finance
1
Journal of Financial Econometrics
1
Journal of Futures Markets
1
Journal of economic theory
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Project flexibility, agency, and competition : new developments in the theory and application of real options
1
Quantitative Finance
1
R & D management
1
Real R & D options
1
Resources Policy
1
Resources policy
1
The American economic review
1
The Quarterly Review of Economics and Finance
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Event risk, contingent claims and the temporal resolution of uncertainty
Collin-Dufresne, Pierre
;
Hugonnier, Julien
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10010235418
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->