//--> //--> //--> //-->
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
~isPartOf:"Economic Theory"
~isPartOf:"International journal of theoretical and applied finance"
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
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
5
Optionspreistheorie
5
Stochastic process
4
Stochastischer Prozess
4
Continuous time
3
Markov chain
3
Markov-Kette
3
Asset pricing
2
Derivat
2
Derivative
2
Portfolio selection
2
Portfolio-Management
2
Theorie
2
Theory
2
Analysis
1
Analyticity
1
Arbitrage
1
Börsenkurs
1
CAPM
1
Continuous time GEI
1
Continuous-time
1
Continuous-time financial markets
1
Continuous-time methods
1
Continuous-time peak-load pricing
1
Control theory
1
Credit assets' allocation
1
Determinacy
1
Discounting
1
Diskontierung
1
Equivalent martingale measures
1
Existence of solutions
1
Exotic options
1
Forward price
1
HJB equation
1
Hedging
1
Incomplete market
1
Kontrolltheorie
1
Life-span
1
Limited enforcement
1
Lévy processes
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Undetermined
7
Author
All
Benth, Fred Espen
1
Bernis, Guillaume
1
Blanco, Sara Ana Solanilla
1
Brockhaus, Oliver
1
Carassus, Laurence
1
Chade, Hector
1
Chen, Yu
1
Cosimano, Thomas
1
Demichelis, S.
1
Dmitrašinović-Vidović, Gordana
1
Docq, Grégoire
1
Dokučaev, Nikolaj G.
1
Dorfleitner, Gregor
1
Dubois, Mathieu
1
Elliott, Robert J.
1
Gapeev, Pavel V.
1
Gerer, Johannes
1
Gourdel, Pascal
1
Hamada, Ahmed S.
1
Himonas, Alex
1
Hippolyte d’Albis
1
Horsley, Anthony
1
Lari-Lavassani, Ali
1
Li, Xun
1
Loewenstein, Mark
1
Polemarchakis, H.
1
Raimondo, Roberto
1
Scotti, Simone
1
Taub, Bart
1
Van, Cuong Le
1
Ware, Antony
1
Willard, Gregory A.
1
Wrobel, Andrew J.
1
more ...
less ...
Published in...
All
Economic Theory
International journal of theoretical and applied finance
Physica A: Statistical Mechanics and its Applications
33
CESifo Working Paper
17
European journal of operational research : EJOR
16
Journal of economic dynamics & control
13
MPRA Paper
13
Quantitative Finance
13
CESifo Working Paper Series
11
Computational Statistics
11
Journal of economic theory
11
Mathematical Methods of Operations Research
11
Working Paper
11
Journal of econometrics
10
Dynamic games and applications : DGA
9
Statistical Inference for Stochastic Processes
9
Statistics & Probability Letters
9
CESifo working papers
8
Finance and Stochastics
8
Insurance / Mathematics & economics
8
Cowles Foundation Discussion Papers
7
Finance
7
Games and economic behavior
7
International Journal of Theoretical and Applied Finance (IJTAF)
7
Journal of empirical finance
7
Journal of mathematical economics
7
CEPR Discussion Papers
6
CREATES Research Papers
6
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Discussion Paper
6
European Journal of Operational Research
6
IZA Discussion Papers
6
Stochastic Processes and their Applications
6
Annals of finance
5
CIRANO Working Papers
5
International journal of production research
5
Journal of economic behavior & organization : JEBO
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Mathematics and Computers in Simulation (MATCOM)
5
Mathematics of operations research
5
more ...
less ...
Source
All
ECONIS (ZBW)
7
RePEc
7
Showing
1
-
10
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On some functionals of the first passage times in models with switching stochastic volatility
Gapeev, Pavel V.
;
Brockhaus, Oliver
;
Dubois, Mathieu
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011845962
Saved in:
2
A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
Saved in:
3
Optimal credit allocation under regime uncertainty with sensitivity analysis
Bernis, Guillaume
;
Carassus, Laurence
;
Docq, Grégoire
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011403164
Saved in:
4
Forward prices as functionals of the spot path in commodity markets modeled by Lévy semistationary processes
Benth, Fred Espen
;
Blanco, Sara Ana Solanilla
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011403202
Saved in:
5
Option pricing using a regime switching stochastic discount factor
Elliott, Robert J.
;
Hamada, Ahmed S.
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010364754
Saved in:
6
Continuously controlled options : derivatives with added flexibility
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009725089
Saved in:
7
Dynamic portfolio selection under capital-at-risk with no short-selling constraints
Dmitrašinović-Vidović, Gordana
;
Lari-Lavassani, Ali
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 957-977
Persistent link: https://www.econbiz.de/10009380979
Saved in:
8
Continuous
time
one-dimensional asset-pricing models with analytic price–dividend functions
Chen, Yu
;
Cosimano, Thomas
;
Himonas, Alex
- In:
Economic Theory
42
(
2010
)
3
,
pp. 461-503
Persistent link: https://www.econbiz.de/10008497291
Saved in:
9
Existence of solutions in
continuous-time
optimal growth models
Hippolyte d’Albis
;
Gourdel, Pascal
;
Van, Cuong Le
- In:
Economic Theory
37
(
2008
)
2
,
pp. 321-333
Persistent link: https://www.econbiz.de/10005596604
Saved in:
10
The determinacy of equilibrium in economies of overlapping generations
Demichelis, S.
;
Polemarchakis, H.
- In:
Economic Theory
32
(
2007
)
3
,
pp. 461-475
Persistent link: https://www.econbiz.de/10005753392
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->