//--> //--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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_exact:"Volatility"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
99
Volatilität
99
Theorie
72
Theory
72
Option pricing theory
60
Optionspreistheorie
60
Stochastic process
49
Stochastischer Prozess
49
Black-Scholes model
11
Black-Scholes-Modell
11
Hedging
11
Yield curve
10
Zinsstruktur
10
CAPM
9
Portfolio selection
8
Portfolio-Management
8
Börsenkurs
7
Derivat
7
Derivative
7
Option trading
7
Optionsgeschäft
7
Share price
7
stochastic volatility
7
Swap
6
Experiment
5
USA
5
United States
5
Analysis of variance
4
Capital income
4
Incomplete market
4
Interest rate derivative
4
Kapitaleinkommen
4
Unvollkommener Markt
4
Varianzanalyse
4
Zinsderivat
4
implied volatility
4
Analysis
3
Correlation
3
Estimation
3
Estimation theory
3
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
99
Type of publication (narrower categories)
All
Article in journal
99
Aufsatz in Zeitschrift
99
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
99
Author
All
Schweizer, Martin
4
Carr, Peter
3
Cont, Rama
3
Lorig, Matthew
3
Renault, Eric
3
Sircar, Kaushik Ronnie
3
Benth, Fred Espen
2
Fouque, Jean-Pierre
2
Glasserman, Paul
2
Gulisashvili, Archil
2
Hobson, David G.
2
Jamshidian, Farshid
2
Jeanblanc, Monique
2
Kallsen, Jan
2
Linetsky, Vadim
2
Pascucci, Andrea
2
Platen, Eckhard
2
Rogers, Leonard C. G.
2
Stein, Elias M.
2
Touzi, Nizar
2
Alvarez, Luis H. R.
1
Alòs, Elisa
1
Barndorff-Nielsen, Ole E.
1
Barucci, Emilio
1
Benaim, S.
1
Bernard, Carole
1
Biagini, Francesca
1
Campolieti, Giuseppe
1
Carverhill, Andrew
1
Chang, Eric Chieh
1
Chen, Nan
1
Chen, Zhanyu
1
Cheng Ouyang
1
Cheng, Peng
1
Chesney, Marc
1
Chevalier, Etienne
1
Choi, Jaehyuk
1
Comte, Fabienne
1
Corielli, Francesco
1
Corlay, Sylvain
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Energy economics
642
Finance research letters
612
NBER working paper series
485
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
NBER Working Paper
416
Applied economics
381
Journal of banking & finance
375
International review of economics & finance : IREF
367
The journal of futures markets
361
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Research in international business and finance
289
Applied financial economics
266
Journal of empirical finance
265
Applied economics letters
262
Working paper
255
Economics letters
248
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
240
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
199
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
171
MPRA Paper
171
Pacific-Basin finance journal
171
International Journal of Energy Economics and Policy : IJEEP
169
The European journal of finance
160
IMF working papers
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
more ...
less ...
Source
All
ECONIS (ZBW)
99
Showing
1
-
10
of
99
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Running for the exit : distressed selling and endogenous correlation in financial markets
Cont, Rama
;
Wagalath, Lakshithe
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 718-741
Persistent link: https://www.econbiz.de/10010187675
Saved in:
2
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
3
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
4
Explicit implied volatilities for multifactor local-stochastic volatility models
Lorig, Matthew
;
Pagliarani, Stefano
;
Pascucci, Andrea
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 926-960
Persistent link: https://www.econbiz.de/10011764989
Saved in:
5
The 4/2 stochastic volatility model : a unified approach for the Heston and the 3/2 model
Grasselli, Martino
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1013-1034
Persistent link: https://www.econbiz.de/10011765005
Saved in:
6
Leveraged ETF implied volatilities from ETF dynamics
Leung, Tim
;
Lorig, Matthew
;
Pascucci, Andrea
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1035-1068
Persistent link: https://www.econbiz.de/10011765018
Saved in:
7
Density of Skew Brownian motion and its functionals with application in finance
Gairat, Alexander
;
Shcherbakov, Vadim
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1069-1088
Persistent link: https://www.econbiz.de/10011765020
Saved in:
8
Local variance gamma and explicit calibration to option prices
Carr, Peter
;
Nadtochiy, Sergey
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 151-193
Persistent link: https://www.econbiz.de/10011739451
Saved in:
9
On the martingale property in stochastic volatility models based on time-homogeneous diffusions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 194-223
Persistent link: https://www.econbiz.de/10011739452
Saved in:
10
Bessel processes, stochastic volatility, and timer options
Li, Chenxu
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 122-148
Persistent link: https://www.econbiz.de/10011550172
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->