//--> //--> //-->
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:"Platen, Eckhard"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Markov chain"
~subject:"Stochastic process"
~subject:"Theorie"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Kapitaleinkommen
Markov chain
Stochastic process
Theorie
stochastic volatility
15
Stochastischer Prozess
7
Volatility
7
Volatilität
7
Portfolio selection
6
Portfolio-Management
6
Benchmark approach
5
Benchmarking
4
Option pricing theory
4
Optionspreistheorie
4
Stochastic volatility
4
Theory
4
financial market model
4
Forex
3
Markov-Kette
3
Martingal
3
Martingale
3
benchmark approach
3
derivative pricing
3
minimal market model
3
square root process
3
3/2 Stochastic volatility model
2
ARCH model
2
ARCH-Modell
2
Black-Scholes model
2
Black-Scholes-Modell
2
Bubbles
2
Financial market
2
Finanzmarkt
2
Forex market
2
Fourier inversion
2
Geldmarkt
2
Markov chain Monte Carlo
2
Model calibration
2
Money market
2
Money market bubbles
2
more ...
less ...
Online availability
All
Free
6
Undetermined
2
Type of publication
All
Book / Working Paper
5
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
9
Author
All
Platen, Eckhard
Mumtaz, Haroon
25
Koopman, Siem Jan
22
McAleer, Michael
19
Asai, Manabu
18
Escobar, Marcos
18
Clark, Todd E.
17
Rodriguez, Gabriel
17
Bos, Charles S.
15
Chan, Joshua
15
Carriero, Andrea
14
Marcellino, Massimiliano
14
Shin, Minchul
13
Poon, Aubrey
12
Cross, Jamie
11
Cui, Zhenyu
11
Tauchen, George Eugene
11
Todorov, Viktor
11
Huber, Florian
10
Karlsson, Sune
10
Martin, Gael M.
10
Theodoridis, Konstantinos
10
Koop, Gary
9
Schorfheide, Frank
9
Zhang, Bo
9
Branger, Nicole
8
Diebold, Francis X.
8
Grasselli, Martino
8
Gupta, Rangan
8
Hou, Chenghan
8
Maneesoonthorn, Worapree
8
Mertens, Elmar
8
Nguyen, Duy
8
Österholm, Pär
8
Alòs, Elisa
7
Chiarella, Carl
7
Nason, James Michael
7
Ravazzolo, Francesco
7
Takahashi, Akihiko
7
Vives, Josep
7
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Journal of banking & finance
2
Decisions in economics and finance : a journal of applied mathematics
1
The journal of computational finance
1
Working paper series
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10013380525
Saved in:
2
Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2021
Persistent link: https://www.econbiz.de/10013347384
Saved in:
3
Robust product Markovian quantization
Rudd, Ralph
;
McWalter, Thomas A.
;
Kienitz, Jörg
; …
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 55-78
Persistent link: https://www.econbiz.de/10014546287
Saved in:
4
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
5
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
6
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
Saved in:
7
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
8
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
9
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->