//--> //--> //-->
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
~subject:"Mittag-Leffler"
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:"Rational approximation"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mittag-Leffler
Rational approximation
6
Option pricing theory
3
Optionspreistheorie
3
Rough Heston model
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
rational approximation
2
American option pricing
1
Black-Scholes formula
1
Finite difference method
1
Fractional differential equation
1
Implied volatility
1
Interval data
1
Krylov subspace
1
LTI systems
1
Magnitude Vector Fitting
1
Mathematical programming
1
Mathematische Optimierung
1
Matrix function
1
Method of lines
1
Normal implied volatility
1
PADÉ approximant
1
Padé approximant
1
Penalty method
1
Predictor-Corrector method
1
Rational expectations
1
Rationale Erwartung
1
Rationality
1
Rationalität
1
Successive over-relaxation
1
Volatility smile
1
arithmetic Brownian motion
1
basis point volatility
1
closed form approximation
1
computer function routines
1
critical values
1
leverage swap
1
more ...
less ...
Online availability
All
Undetermined
1
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
Gatheral, Jim
1
Radoičić, Radoš
1
Published in...
All
Quantitative finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A generalization of the rational rough Heston approximation
Gatheral, Jim
;
Radoičić, Radoš
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 329-335
Persistent link: https://www.econbiz.de/10014551997
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->