//--> //--> //-->
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:"International journal of industrial organization"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of fixed income"
~person:"Jacquier, Antoine"
~subject:"Risikoprämie"
~subject:"Theory"
~subject:"USA"
~subject:"Volatilität"
~subject:"Yield curve"
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:"PRICING"
Narrow search
Delete all filters
| 10 applied filters
Year of publication
From:
To:
Subject
All
Risikoprämie
Theory
USA
Volatilität
Yield curve
Option pricing theory
3
Optionspreistheorie
3
Volatility
3
Derivat
2
Derivative
2
Implied volatility
2
Asymptotic expansions
1
Black-Scholes model
1
Black-Scholes-Modell
1
Fractional Brownian motion
1
Functional quantization
1
Index futures
1
Index-Futures
1
Riemann–Liouville process
1
Rough Bergomi
1
Rough volatility
1
SABR model
1
Series expansion
1
Stochastic process
1
Stochastischer Prozess
1
VIX futures
1
VIX smile
1
Vix options
1
Volterra process
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Jacquier, Antoine
Fabozzi, Frank J.
5
Peitz, Martin
5
Esteves, Rosa-Branca
4
Gatheral, Jim
4
Radoičić, Radoš
4
Rosenbaum, David Ira
4
Shaffer, Greg Eric
4
Chen, Yongmin
3
Dunis, Christian
3
Felpel, Mike
3
Horvath, Blanka Nora
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
Liu, Qihong
3
Marx, Leslie M.
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Realdon, Marco
3
Sørgard, Lars
3
Valletti, Tommaso M.
3
Aguilar, Jean-Philippe
2
Albæk, Svend
2
Alòs, Elisa
2
Amelio, Andrea
2
Anderson, Simon P.
2
Arbatskaya, Maria
2
Barone-Adesi, Giovanni
2
Barron, John M.
2
Bayer, Christian
2
Belleflamme, Paul
2
Bester, Helmut
2
Bettas, Nikolaos
2
Bhattacharjee, Ranjit
2
Bunn, Derek W.
2
Burguet, Roberto
2
Cabral, Luís M. B.
2
Calzolari, Giacomo
2
Carr, Peter
2
Chatterjee, Rupak
2
more ...
less ...
Published in...
All
International journal of industrial organization
Quantitative finance
The European journal of finance
The journal of fixed income
Finance and stochastics
2
International journal of theoretical and applied finance
2
Applied mathematical finance
1
Asia-Pacific financial markets
1
Barcelona GSE working paper series : working paper
1
Birkbeck working papers in economics and finance : BWPEF
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and financial economics
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
2
Mass at zero in the uncorrelated SABR model and implied volatility asymptotics
Gulisashvili, Archil
;
Horvath, Blanka Nora
;
Jacquier, …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1753-1765
Persistent link: https://www.econbiz.de/10012261909
Saved in:
3
On VIX futures in the rough Bergomi model
Jacquier, Antoine
;
Martini, Claude
;
Muguruza, Aitor
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10011905829
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->