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~isPartOf:"Advanced modelling in mathematical finance : in honour of Ernst Eberlein"
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Option pricing theory
9
Optionspreistheorie
9
Stochastic process
7
Stochastischer Prozess
7
Theorie
5
Theory
5
Volatility
5
Volatilität
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Derivative
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Portfolio selection
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Affine LIBOR models
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Arbitrage Pricing
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Grbac, Zorana
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Kallsen, Jan
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Benth, Fred Espen
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Musiela, Marek
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Papapantoleon, Antonis
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Rüschendorf, Ludger
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Schmidt, Thorsten
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
The American economic review
69
Games and economic behavior
47
Journal of monetary economics
47
International journal of production economics
44
Energy reports
40
Journal of econometrics
31
Journal of business ethics : JOBE
28
The European journal of the history of economic thought
28
International journal of economics and financial issues : IJEFI
26
Recent advances in optimization theory and applications
25
Labour economics : official journal of the European Association of Labour Economists
24
Research in transportation economics
24
Revue d'économie politique
24
Journal of institutional and theoretical economics : JITE
23
Journal of international economics
21
ORP 3 - OR for young researchers and practitioners
21
Open economies review
21
Empirica : journal of european economics
20
International journal of innovation management
20
The European journal of finance
20
Computational Management Science : CMS
19
Industrial marketing management : the international journal for industrial and high-tech firms
19
International journal of theoretical and applied finance
19
Journal of economic interaction and coordination
19
Modellbasiertes Management : Konferenz für Wirtschafts- und Sozialkybernetik KyWi 2013 vom 4. bis 5. Juli 2013 in Bern
19
Recent advances in game theory, optimization theory and applications
19
The journal of real estate finance and economics
19
Nonlinearities in economics : an interdisciplinary approach to economic dynamics, growth and cycles
18
Trends in mathematical economics : dialogues between Southern Europe and Latin America
18
Journal of economic dynamics & control
17
Proceedings of the 5th International Conference on Economic Management and Green Development
17
Embracing diversity in organisations : 7th International OFEL Conference on Governance, Management and Entrepreneurship : 5th - 6th April 2019, Dubrovnik, Croatia
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
16
Journal of scheduling
16
Public choice
16
Austrian Economics 150 Years after Carl Menger : 10th International Conference The Austrian School in the 21st Century : papers presented on November 4th and 5th, 2021
15
Economic theory : official journal of the Society for the Advancement of Economic Theory
15
International tax and public finance
15
Journal of accounting & economics
15
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No arbitrage
theory
for bond markets
Klein, Irene
;
Schmidt, Thorsten
;
Teichmann, Josef
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 381-421)
.
2016
Persistent link: https://www.econbiz.de/10011800388
Saved in:
2
On the optimal investment
Corcuera, José Manuel
;
Barbachan, José Santiago Fajardo
; …
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 313-330)
.
2016
Persistent link: https://www.econbiz.de/10011800384
Saved in:
3
Tail behaviour and tail dependence of generalized hyperbolic distributions
Hammerstein, Ernst August v.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 3-40)
.
2016
Persistent link: https://www.econbiz.de/10011800330
Saved in:
4
Explicit computations for some Markov modulated counting processes
Mandjes, Michel
;
Spreij, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 63-89)
.
2016
Persistent link: https://www.econbiz.de/10011800337
Saved in:
5
Model uncertainty in a holistic perspective
Stahl, Gerhard
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 189-215)
.
2016
Persistent link: https://www.econbiz.de/10011800360
Saved in:
6
Almost surely optimal portfolios under proportional transaction costs
Feodoria, Mark-Roman
;
Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 303-312)
.
2016
Persistent link: https://www.econbiz.de/10011800383
Saved in:
7
Construction and hedging of optimal payoffs in Lévy models
Rüschendorf, Ludger
;
Wolf, Viktor
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 331-377)
.
2016
Persistent link: https://www.econbiz.de/10011800386
Saved in:
8
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
9
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
10
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
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