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~subject:"Stochastic process"
~type_genre:"Accompanied by computer file"
~type_genre:"Aufsatz im Buch"
~type_genre:"Konferenzschrift"
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Stochastic process
Volatilität
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Handbook of financial time series
9
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Advanced mathematical methods for finance
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
2
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2
Frontiers in quantitative finance : volatility and credit risk modeling
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Numerical methods in finance
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Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
2
The Oxford handbook of computational economics and finance
2
Tools and techniques
2
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1
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1
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1
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1
Annals of operations research ; volume 302, number 1 (July 2021)
1
Application of operations research to financial markets
1
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1
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1
Artificial economics and self organization : agent-based approaches to economics and social systems ; [papers presented in the 9th edition of the Artificial Economics, held in Klagenfurt am Wörthersee (Austria)]
1
Commerce, complexity, and evolution : topics in economics, finance, marketing, and management ; proceedings of the Twelfth International Symposium in Economic Theory and Econometrics
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Die Zukunft des Sozialstaats : Jahrestagung des Vereins für Socialpolitik, Gesellschaft für Wirtschafts- und Sozialwissenschaft in Rostock 1998 ; [vom 22. - 25. September 1998]
1
Econometric analysis of financial and economic time series ; part B
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Econometric analysis of financial and economic time series ; part a
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Financial modeling and risk management of energy and environmental instruments and derivates
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Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift für Manfred Steiner zum 60. Geburtstag
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ECONIS (ZBW)
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Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
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2
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015045614
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3
Time-changed GARCH versus GARJI model for extreme events : an empirical study
Kao, Lie Jane
;
Wu, Po-Cheng
;
Lee, Cheng F.
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2024
Persistent link: https://www.econbiz.de/10015046799
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Empirical performance of the constant elasticity variance option pricing model
Chen, Ren-Raw
;
Lee, Cheng F.
;
Lee, Han-Hsing
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2024
Persistent link: https://www.econbiz.de/10015049981
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5
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
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Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
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The smile of stochastic volatility models
Guyon, Julien
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Options - 45 years since the publication of the …
,
(pp. 213-233)
.
2023
Persistent link: https://www.econbiz.de/10014366652
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A general theory of option pricing
Geršôn, Dāwid
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Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
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Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility : the case of Brent crude oil
Chen, Jilong
;
Ewald, Christian
;
Ouyang, Ruolan
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 29-46)
.
2022
Persistent link: https://www.econbiz.de/10013349908
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9
A collective investment problem in a stochastic volatility environment : the impact of sharing rules
Chen, An
;
Nguyen, Thai
;
Rach, Manuel Matthias
-
2021
Persistent link: https://www.econbiz.de/10012605876
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10
Joint tails impact in stochastic volatility portfolio selection models
Bonomelli, Marco
;
Giacometti, Rosella
;
Ortobelli Lozza, …
- In:
Stochastic optimization: theory and applications
,
(pp. 833-848)
.
2020
Persistent link: https://www.econbiz.de/10012290845
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