//--> //--> //-->
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:"Quantitative finance"
~isPartOf:"The European journal of finance"
~person:"Gulisashvili, Archil"
~subject:"Share price"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Share price
Volatilität
Yield curve
Black-Scholes model
2
Black-Scholes-Modell
2
Option pricing theory
2
Optionspreistheorie
2
Volatility
2
Asymptotic expansions
1
European option pricing
1
Implied volatility
1
Moderate deviations
1
Rough stochastic volatility model
1
SABR model
1
Small-time asymptotics
1
Stochastic process
1
Stochastischer Prozess
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
Gulisashvili, Archil
Gatheral, Jim
4
Radoičić, Radoš
4
Felpel, Mike
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Bayer, Christian
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Chen, Son-nan
2
Coakley, Jerry
2
De Marco, Stefano
2
Deelstra, Griselda
2
Dunis, Christian
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
Grobys, Klaus
2
Gudkov, Nikolay
2
Guyon, Julien
2
Hainaut, Donatien
2
He, Xin-Jiang
2
Hilliard, Jimmy E.
2
Hull, John
2
Lindset, Snorre
2
Liu, Xiaoquan
2
Lorig, Matthew
2
Martini, Claude
2
Muguruza, Aitor
2
Realdon, Marco
2
Rosenbaum, Mathieu
2
Schoutens, Wim
2
Song, Shiyu
2
Tudor, Sebastian F.
2
Yamazaki, Akira
2
more ...
less ...
Published in...
All
Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Annals of finance
1
Springer Finance
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Short-time near-the-money skew in rough fractional volatility models
Bayer, Christian
;
Friz, Peter K.
;
Gulisashvili, Archil
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 779-798
Persistent link: https://www.econbiz.de/10012194716
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->