//--> //--> //-->
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 modelling"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Audrino, Francesco"
~person:"Back, Janis"
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:"Stochastic Volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
2
Optionspreistheorie
2
Stochastic process
2
Stochastic volatility
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Black-Scholes model
1
Black-Scholes-Modell
1
Commodities
1
Commodity derivative
1
Commodity exchange
1
Corn
1
Electronic trading
1
Elektronisches Handelssystem
1
Erdgas
1
Estimation
1
High frequency data
1
Jump diffusion
1
Natural gas
1
Option pricing
1
Options pricing
1
Realized variance
1
Rohstoffderivat
1
Saisonale Schwankungen
1
Schätzung
1
Seasonal variations
1
Seasonality
1
Warenbörse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Audrino, Francesco
Back, Janis
Baldeaux, Jan
2
Cross, Jamie
2
Hou, Chenghan
2
Li, Shaoyu
2
Li, Yong
2
Ma, Jingtang
2
Platen, Eckhard
2
Arismendi Zambrano, Juan Carlos
1
Avouyi-Dovi, Sanvi
1
Backwell, Alex
1
Balke, Nathan S.
1
Bao Hoang Nguyen
1
Batten, Jonathan A.
1
Bian, Zhicun
1
Branger, Nicole
1
Bregantini, Daniele
1
Będowska-Sójka, Barbara
1
Castillo B., Paul
1
Chan, Tat Lung (Ron)
1
Chang, Chia-Chang
1
Chen, Dengsheng
1
Chen, Junping
1
Chen, Naiwei
1
Chen, Ting-Fu
1
Chiu, Hsin-Yu
1
Chong, Terence Tai-Leung
1
Cordis, Adriana S.
1
Deng, Dongya
1
Escobar, Marcos
1
Feng, Yaqin
1
Fengler, Matthias
1
Ferrando, Sebastian
1
Gao, Shen
1
Ge̜bka, Bartosz
1
Gong, Xiaoli
1
Grasselli, Martino
1
Guevara, Carlos
1
Hain, Martin
1
more ...
less ...
Published in...
All
Economic modelling
Journal of banking & finance
The North American journal of economics and finance : a journal of financial economics studies
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
1
ICMA Centre Discussion Papers in Finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Seasonal
Stochastic
Volatility
: implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
2
Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco
;
Fengler, Matthias
- In:
Journal of banking & finance
61
(
2015
),
pp. 46-63
Persistent link: https://www.econbiz.de/10011545126
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->