//--> //--> //-->
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
~person:"Detemple, Jérôme B."
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"Welt"
~subject:"local time"
~type:"article"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Kapitaleinkommen
Prognoseverfahren
Stochastic process
Theorie
Welt
local time
American options
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Stochastischer Prozess
1
VIX
1
Volatility
1
Volatilität
1
exercise boundaries
1
exercise premium
1
generalized 3/2 and 1/2 models
1
generalized mixture models
1
integral equations
1
stochastic volatility
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Detemple, Jérôme B.
Escobar, Marcos
18
Cui, Zhenyu
11
Mumtaz, Haroon
10
Todorov, Viktor
10
Asai, Manabu
9
McAleer, Michael
9
Tauchen, George Eugene
9
Cross, Jamie
8
Nguyen, Duy
8
Poon, Aubrey
8
Rodriguez, Gabriel
8
Chan, Joshua
7
Huber, Florian
7
Takahashi, Akihiko
7
Vives, Josep
7
Clark, Todd E.
6
Fabozzi, Frank J.
6
Gupta, Rangan
6
Karlsson, Sune
6
Kirkby, J. Lars
6
Li, Jia
6
Li, Yong
6
Pospíšil, Jan
6
Zhang, Jin E.
6
Alòs, Elisa
5
Andersen, Torben
5
Chiarella, Carl
5
Fouque, Jean-Pierre
5
Grasselli, Martino
5
Hou, Chenghan
5
Ignatieva, Ekaterina
5
Kim, Jeong-Hoon
5
Laurini, Márcio Poletti
5
Li, Chenxu
5
Lorig, Matthew
5
Račev, Svetlozar T.
5
Sircar, Kaushik Ronnie
5
Sobotka, Tomáš
5
Wong, Hoi Ying
5
Ziveyi, Jonathan
5
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On American VIX options under the generalized 3/2 and 1/2 models
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 550-581
Persistent link: https://www.econbiz.de/10011969085
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->