//--> //--> //-->
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:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~person:"Avellaneda, Marco"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Theorie
5
Theory
5
Volatilität
5
Option pricing theory
2
Optionspreistheorie
2
Black-Scholes model
1
Black-Scholes-Modell
1
Börsenkurs
1
Currency option
1
Derivat
1
Derivative
1
Devisenoption
1
Estimation
1
Estimation theory
1
Hedging
1
Learning process
1
Lernprozess
1
Neural networks
1
Neuronale Netze
1
Option trading
1
Optionsgeschäft
1
Portfolio selection
1
Portfolio-Management
1
Schätztheorie
1
Schätzung
1
Share price
1
Signalling
1
VIX futures
1
Welt
1
World
1
contango
1
cross validation
1
deep learning
1
feedforward neural networks
1
trading signals
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
5
Language
All
English
5
Author
All
Avellaneda, Marco
Bouri, Elie
11
Gupta, Rangan
9
Lucey, Brian M.
9
Roubaud, David
9
Corbet, Shaen
8
Tiwari, Aviral Kumar
8
Sensoy, Ahmet
7
Wei, Yu
7
Ji, Qiang
6
Lyócsa, Štefan
6
Molnár, Peter
6
Zaremba, Adam
6
Escobar, Marcos
5
Gillas, Konstantinos Gkillas
5
Luo, Xingguo
5
Ma, Feng
5
Sircar, Kaushik Ronnie
5
Wu, Xinyu
5
Das, Debojyoti
4
Goodell, John W.
4
Gozgor, Giray
4
Lau, Chi Keung
4
Lu, Xinjie
4
Pierdzioch, Christian
4
Shahzad, Syed Jawad Hussain
4
Shen, Dehua
4
Sun, Xiaolei
4
Wang, Xingchun
4
Xie, Haibin
4
Xiong, Xiong
4
Yarovaya, Larisa
4
Aharon, David Y.
3
Akyildirim, Erdinc
3
Al-Yahyaee, Khamis Hamed
3
Arouri, Mohamed
3
Baig, Ahmed S.
3
Brzeszczyński, Janusz
3
Caporale, Guglielmo Maria
3
Carr, Peter
3
more ...
less ...
Published in...
All
Applied mathematical finance
Finance research letters
International journal of theoretical and applied finance
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
The journal of investment strategies
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Trading signals in VIX futures
Avellaneda, Marco
;
Li, Thomas Nanfeng
;
Papanicolaou, Andrew
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 275-298
Persistent link: https://www.econbiz.de/10013171072
Saved in:
2
Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Avellaneda, Marco
;
Buff, Robert
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001449223
Saved in:
3
Calibrating volatility surfaces via relative-entropy minimization
Avellaneda, Marco
(
contributor
)
- In:
Applied mathematical finance
4
(
1997
)
1
,
pp. 37-64
Persistent link: https://www.econbiz.de/10001226743
Saved in:
4
An E-ARCH model for the term structure of implied volatility of FX options
Zhu, Yingzi
- In:
Applied mathematical finance
4
(
1997
)
2
,
pp. 81-100
Persistent link: https://www.econbiz.de/10001226702
Saved in:
5
Managing the volatility risk of portfolios of derivate securities : the Lagrangian uncertain volatility model
Avellaneda, Marco
- In:
Applied mathematical finance
3
(
1996
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10001209610
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->