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Search: subject:"Geometric Brownian Motion"
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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
Volatilität
12
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
6
Black-Scholes model
5
Black-Scholes-Modell
5
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Undetermined
78
Free
65
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Article
130
Book / Working Paper
38
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Article in journal
95
Aufsatz in Zeitschrift
95
Working Paper
11
Graue Literatur
9
Non-commercial literature
9
Article
8
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7
Hochschulschrift
2
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1
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English
122
Undetermined
45
Spanish
1
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Feng, Runhuan
7
Breccia, Adriana
4
Chan, Leunglung
4
Diasakos, Theodoros M.
4
Gapeev, Pavel V.
4
Min, K. Jo
4
Peskir, Goran
4
Volkmer, Hans W.
4
Dhaene, Jan
3
Fujita, Yasunori
3
Gambrah, Priscilla Serwaa Nkyira
3
Gao, Min
3
Hertrich, Markus
3
Jeanblanc, Monique
3
Jing, Xiaochen
3
Kitapbayev, Yerkin
3
Mikolajun, Irena
3
Pirvu, Traian Adrian
3
Viaene, Jean-Marie
3
Albornoz, Facundo
2
Anagnostou, Ioannis
2
Anquandah, Jason S.
2
Bogachev, Leonid V.
2
Cao, Lingyan
2
Chen, Kim Heng
2
Chen, Ping
2
Dastranj, Elham
2
Diasakos, Theodoros M
2
Eisenberg, Julia
2
Fabozzi, Frank J.
2
Fanelli, Sebastián
2
Fotopoulos, Stergios B.
2
GAHUNGU, Joachim
2
Ghozali, Imam
2
Gushchin, Alexander A.
2
Hallak, Juan Carlos
2
Handriani, Eka
2
Hooper, Vincent J.
2
Huang, Simin
2
Islam, Mohammad Rafiqul
2
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
School of Economics and Finance, University of St. Andrews
2
Scottish Institute for Research in Economics (SIRE)
2
Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
1
Banco de México
1
Birkbeck, Department of Economics, Mathematics & Statistics
1
Departamento de Economía, Universidad de San Andrés
1
Department of Economics and Related Studies, University of York
1
Finance Discipline Group, Business School
1
HAL
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH)
1
School of Economics and Management, University of Aarhus
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Tinbergen Instituut
1
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International journal of theoretical and applied finance
8
Journal of mathematical finance
6
Insurance / Mathematics & economics
5
MPRA Paper
5
Mathematics and financial economics
4
Finance and Stochastics
3
Insurance: Mathematics and Economics
3
International journal of financial engineering
3
Journal of Risk and Financial Management
3
The European journal of finance
3
Applied mathematical finance
2
CORE Discussion Papers
2
Decision analytics journal
2
Discussion Paper Series, Department of Economics
2
Econometric reviews
2
Finance research letters
2
International journal of production economics
2
International journal of theoretical and applied finance : IJTAF
2
Inventi impact: microfinance & banking
2
Journal of risk and financial management : JRFM
2
Management Science
2
Physica A: Statistical Mechanics and its Applications
2
Risks
2
Risks : open access journal
2
SIRE Discussion Papers
2
School of Economics and Finance discussion paper
2
The North American journal of economics and finance : a journal of financial economics studies
2
Theoretical economics letters
2
Analítika
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of finance
1
Applied Energy
1
Applied economics
1
Astin bulletin : the journal of the International Actuarial Association
1
Australasian accounting business and finance journal : AABF
1
Birkbeck Working Papers in Economics and Finance
1
Birkbeck working papers in economics and finance : BWPEF
1
CESifo Working Paper
1
CESifo working papers
1
Computational Management Science
1
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Source
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ECONIS (ZBW)
104
RePEc
50
EconStor
12
BASE
2
Showing
11
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20
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11
Pricing options on a mean-reverting asset by the analytical operator splitting method
Lo, C. F.
;
He, Y. W.
- In:
International journal of financial engineering
9
(
2022
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10013367498
Saved in:
12
Gaussian process regression for forecasting gasoline prices in Jordan
Ajlouni, Sameh Asim
;
Alodat, Moh'd Taleb
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
3
,
pp. 502-509
Persistent link: https://www.econbiz.de/10012622773
Saved in:
13
Dynamic portfolio speculation via an informationally more structured ITO process
Feghhi Kashani, Mohamamd
;
Mohebimajd, Ahmadreza
- In:
Iranian journal of economic studies : IJES
10
(
2021
)
2
,
pp. 315-337
Persistent link: https://www.econbiz.de/10013364165
Saved in:
14
Asymptotics for the Laplace transform of the time integral of the
geometric
Brownian
motion
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Operations research letters
51
(
2023
)
3
,
pp. 346-352
Persistent link: https://www.econbiz.de/10014374962
Saved in:
15
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:
16
Statistical arbitrage : factor investing approach
Akyildirim, Erdinc
;
Goncu, Ahmet
;
Hekimoglu, Alper
; …
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
4
,
pp. 1295-1331
Persistent link: https://www.econbiz.de/10014519079
Saved in:
17
Comparison of financial models for stock price prediction
Islam, Mohammad Rafiqul
;
Nguyen, Nguyet
- In:
Journal of Risk and Financial Management
13
(
2020
)
8
,
pp. 1-19
, artificial neural network, and stochastic process-
geometric
Brownian
motion
. Each of the methods is used to build predictive …
Persistent link: https://www.econbiz.de/10012611391
Saved in:
18
Volatility modelling and VaR: The case of Bitcoin, Ether and Ripple
Ječmínek, Jakub
;
Kukalová, Gabriela
;
Moravec, Lukáš
- In:
DANUBE: Law, Economics and Social Issues 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/10012622669
Saved in:
19
Comparison of financial models for stock price prediction
Islam, Mohammad Rafiqul
;
Nguyen, Nguyet
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
8/181
,
pp. 1-19
, artificial neural network, and stochastic process-
geometric
Brownian
motion
. Each of the methods is used to build predictive …
Persistent link: https://www.econbiz.de/10012321966
Saved in:
20
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:
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