//--> //--> //-->
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:"Zheng, Wendong"
~subject:"Fourier transform"
~subject:"Varianzanalyse"
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:"Swapgeschäft"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Fourier transform
Varianzanalyse
Option pricing theory
8
Optionspreistheorie
8
Swap
8
Volatility
5
Volatilität
5
Derivat
3
Derivative
3
Estimation theory
2
Hedging
2
Option trading
2
Optionsgeschäft
2
Sampling
2
Schätztheorie
2
Stichprobenerhebung
2
Stochastic process
2
Stochastischer Prozess
2
discrete sampling
2
3/2-volatility model
1
Analysis of variance
1
CAPM
1
Financial crisis
1
Finanzkrise
1
Finanzmathematik
1
Mathematical finance
1
Portfolio selection
1
Portfolio-Management
1
Time-changed Lévy processes
1
Variance swaps
1
corridor variance swaps
1
gamma swaps
1
generalized variance swaps
1
stochastic volatility models
1
variance options
1
volatility swaps
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Zheng, Wendong
Ammann, Manuel
2
Chiarella, Carl
2
Drimus, Gabriel
2
Filipović, Damir
2
Franco, Sebastian
2
Gourier, Elise
2
Kalev, Petko S.
2
Konstantinidi, Eirini
2
Lian, Guanghua
2
Mörke, Mathis
2
Skiadopoulos, George
2
Sviščuk, Anatolij
2
Wese Simen, Chardin
2
Andrikopoulos, Alexandru
1
Biswas, Subhojit
1
Caldana, Ruggero
1
Chen, Pengzhan
1
Choi, Hoyong
1
Cui, Zhenyu
1
Dark, Jonathan
1
Drimus, Gabriel G.
1
Farkas, Walter
1
Fonseca, José da
1
Fusai, Gianluca
1
Gambaro, Anna Maria
1
Gao, Xin
1
Goard, Joanna
1
Grasselli, Martino
1
Heijden, Thijs van der
1
Hollstein, Fabian
1
Hong, Yi
1
Ielpo, Florian
1
Jin, Xing
1
Kahalé, Nabil
1
Kwok, Yue-Kuen
1
Lukose P. J., Jijo
1
Mancini, Loriano
1
Mancino, M. E.
1
Mueller, Philippe
1
Mukherjee, Diganta
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Closed form pricing formulas for discretely sampled generalized variance swaps
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 855-881
Persistent link: https://www.econbiz.de/10011308159
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->