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~subject:"Volatilität"
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Search: subject:"Geometric Brownian Motion"
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Volatilität
Stochastischer Prozess
80
Stochastic process
79
geometric Brownian motion
51
Geometric Brownian motion
48
Option pricing theory
47
Optionspreistheorie
47
Theorie
42
Theory
41
Geometric Brownian Motion
31
Portfolio selection
17
Portfolio-Management
17
Derivat
15
Derivative
15
Option trading
14
Optionsgeschäft
14
Volatility
13
optimal stopping
10
Börsenkurs
9
Capital income
9
Kapitaleinkommen
9
Real options analysis
9
Search theory
9
Share price
9
Suchtheorie
9
CAPM
8
Realoptionsansatz
8
Hedging
7
Markov chain
7
Markov-Kette
7
Risikomaß
7
Risk measure
7
Estimation theory
6
Monte Carlo simulation
6
Risk
6
Schätztheorie
6
Statistical distribution
6
Statistische Verteilung
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Black-Scholes model
5
Black-Scholes-Modell
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12
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Hooper, Vincent J.
2
Kutalia, Tsotne
2
Pointon, John
2
Abass, Olaide
1
AlShelahi, Abdullah
1
Byon, Eunshin
1
Chan, Leunglung
1
Dao Thi Thanh Binh
1
Ječmínek, Jakub
1
Kukalová, Gabriela
1
Labuschagne, Coenraad C. A.
1
Lai Hoai Phuong
1
Moravec, Lukáš
1
Nkemnole, Bridget
1
Offwood, Theresa M.
1
Pirjol, Dan
1
Saigal, Romesh
1
Theodossiou, Panayiotis
1
Wang, Jingxing
1
You, Mingdi
1
Zhang, Mengzhe
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Inventi impact: microfinance & banking
2
Journal of mathematical finance
2
Danube : law and economics review
1
International journal of financial engineering
1
International journal of production economics
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economic and financial sciences : JEF
1
Journal of economics and development : JED
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Subleading correction to the Asian options volatility in the black-scholes model
Pirjol, Dan
- In:
International journal of theoretical and applied …
26
(
2023
)
2/3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014365668
Saved in:
2
Volatility modelling and VaR : the case of Bitcoin, Ether and Ripple
Ječmínek, Jakub
;
Kukalová, Gabriela
;
Moravec, Lukáš
- In:
Danube : law and economics review
11
(
2020
)
3
,
pp. 253-269
(given by
Geometric
Brownian
Motion
). We conclude that the best method for value-at-risk estimation for cryptocurrencies is …
Persistent link: https://www.econbiz.de/10012309770
Saved in:
3
Estimation of
geometric
Brownian
motion
model with a t-distribution-based particle filter
Nkemnole, Bridget
;
Abass, Olaide
- In:
Journal of economic and financial sciences : JEF
12
(
2019
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012018946
Saved in:
4
A valuation model for callable eurobonds
Hooper, Vincent J.
;
Pointon, John
- In:
Inventi impact: microfinance & banking
(
2020
)
1
,
pp. 43-50
Persistent link: https://www.econbiz.de/10012653615
Saved in:
5
Data-driven prediction for volatile processes based on real option theories
AlShelahi, Abdullah
;
Wang, Jingxing
;
You, Mingdi
;
Byon, …
- In:
International journal of production economics
226
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012294651
Saved in:
6
Portfolio selection in mean-minimum return level-expected bounded first passage time framework
Kutalia, Tsotne
- In:
Inventi impact: microfinance & banking
(
2019
)
4
,
pp. 225-234
Persistent link: https://www.econbiz.de/10012430848
Saved in:
7
Portfolio selection in mean-minimum return level-expected bounded first passage time framework
Kutalia, Tsotne
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 229-238
Persistent link: https://www.econbiz.de/10012210157
Saved in:
8
A valuation model for callable eurobonds
Hooper, Vincent J.
;
Pointon, John
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 394-401
Persistent link: https://www.econbiz.de/10012210334
Saved in:
9
A study on optimal capital structure of Vietnamese real estate listed firms
Dao Thi Thanh Binh
;
Lai Hoai Phuong
- In:
Journal of economics and development : JED
20
(
2018
)
3
,
pp. 45-70
Persistent link: https://www.econbiz.de/10012237371
Saved in:
10
Pricing volatility swaps in the Heston's stochastic volatility model with regime switching : a saddlepoint approximation method
Zhang, Mengzhe
;
Chan, Leunglung
- In:
International journal of financial engineering
3
(
2016
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011673092
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