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subject:"Prognoseverfahren"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Oil price"
~subject:"Optionspreistheorie"
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Prognoseverfahren
Oil price
Optionspreistheorie
Volatility
245
Volatilität
245
Option pricing theory
156
Stochastic process
135
Stochastischer Prozess
135
Theorie
76
Theory
76
Black-Scholes model
38
Black-Scholes-Modell
38
Derivat
38
Derivative
38
Option trading
34
Optionsgeschäft
34
stochastic volatility
24
Swap
21
Experiment
18
Hedging
18
Stochastic volatility
18
Yield curve
17
Zinsstruktur
17
Statistical distribution
16
Statistische Verteilung
16
CAPM
15
option pricing
14
Estimation
13
Estimation theory
13
Portfolio selection
13
Portfolio-Management
13
Schätztheorie
13
Schätzung
13
Börsenkurs
12
Share price
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Capital income
10
Correlation
10
Kapitaleinkommen
10
Korrelation
10
implied volatility
10
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Undetermined
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Article
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Article in journal
159
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Conference paper
3
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English
159
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Takahashi, Akihiko
5
Benth, Fred Espen
3
Brigo, Damiano
3
Forde, Martin
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Liu, Rui Hua
3
Oosterlee, Cornelis W.
3
Pallavicini, Andrea
3
Radoičić, Radoš
3
Stoep, Anthonie W. van der
3
Vives, Josep
3
Zubelli, Jorge P.
3
Alòs, Elisa
2
Antonelli, Fabio
2
Boyarchenko, Mitya
2
Carr, Peter
2
Cui, Zhenyu
2
Ekström, Erik
2
Fukasawa, Masaaki
2
Funahashi, Hideharu
2
Gulisashvili, Archil
2
Hok, Julien
2
Jacquier, Antoine
2
Kwok, Yue-Kuen
2
Levendorskij, Sergej Z.
2
Macrina, Andrea
2
McWalter, Thomas A.
2
Mercurio, Fabio
2
Merino, Raúl
2
Pospíšil, Jan
2
Ramponi, A.
2
Saporito, Yuri F.
2
Scarlatti, S.
2
Schoutens, Wim
2
Skiadopoulos, George
2
Sobotka, Tomáš
2
Stefanica, Dan
2
Takehara, Kohta
2
Toda, Masashi
2
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International journal of theoretical and applied finance
Energy economics
424
Finance research letters
195
International Journal of Energy Economics and Policy : IJEEP
131
Quantitative finance
129
International journal of forecasting
125
International review of economics & finance : IREF
118
Journal of banking & finance
117
The journal of futures markets
117
International review of financial analysis
116
Journal of forecasting
116
The North American journal of economics and finance : a journal of financial economics studies
114
Economic modelling
112
Applied economics
100
Journal of econometrics
87
Applied mathematical finance
73
Journal of empirical finance
72
The journal of computational finance
65
Working paper
62
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Computational economics
60
Applied economics letters
57
The European journal of finance
56
Research in international business and finance
51
Journal of economic dynamics & control
50
Review of derivatives research
50
European journal of operational research : EJOR
49
International journal of financial engineering
48
Journal of financial economics
47
Journal of risk and financial management : JRFM
47
Discussion paper / Tinbergen Institute
45
Risks : open access journal
45
Applied financial economics
44
International journal of finance & economics : IJFE
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Journal of international financial markets, institutions & money
42
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
Finance and stochastics
40
Journal of mathematical finance
40
Department of Economics working paper series
39
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ECONIS (ZBW)
159
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159
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1
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
2
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
3
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
4
Decomposition formula for rough Volterra stochastic volatility models
Merino, Raúl
;
Pospíšil, Jan
;
Sobotka, Tomáš
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-47
Persistent link: https://www.econbiz.de/10012650356
Saved in:
5
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
6
Replication scheme for the pricing of European options
Funahashi, Hideharu
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012652628
Saved in:
7
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
8
A note on real-world and risk-neutral dynamics for Heath-Jarrow-Morton frameworks
Criens, David
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012270996
Saved in:
9
A volatility-of-volatility expansion of the option prices in the SABR stochastic volatility model
Grishchenko, Olesya
;
Han, Xiao
;
Nistor, Victor
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012271002
Saved in:
10
Smile modeling in commodity markets
Nastasi, Emanuele
;
Pallavicini, Andrea
;
Sartorelli, Giulio
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012271006
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