//--> //--> //--> //-->
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:"Stochastischer Prozess"
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: person:"Rosenbaum, Mathieu"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
22
Volatilität
22
Stochastic process
12
Theorie
11
Theory
11
Option pricing theory
9
Optionspreistheorie
9
Market microstructure
8
Securities trading
8
Wertpapierhandel
8
Börsenkurs
6
Marktmikrostruktur
6
Share price
6
Estimation theory
5
Schätztheorie
5
ARCH model
4
ARCH-Modell
4
Bourse
4
Börse
4
Regulation
4
market making
4
Auction theory
3
Auktionstheorie
3
Bid-ask spread
3
Electronic trading
3
Elektronisches Handelssystem
3
Financial market
3
Financial market regulation
3
Finanzmarkt
3
Finanzmarktregulierung
3
Geld-Brief-Spanne
3
Regulierung
3
Time series analysis
3
Zeitreihenanalyse
3
Anlageverhalten
2
Behavioural finance
2
Financial Engineering
2
Forecasting model
2
Fractional Brownian motion
2
more ...
less ...
Online availability
All
Undetermined
6
Free
5
Type of publication
All
Article
7
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
12
Author
All
Rosenbaum, Mathieu
12
Gatheral, Jim
7
El Euch, Omar
5
Podolskij, Mark
3
Fukasawa, Masaaki
2
Jaisson, Thibault
2
Jusselin, Paul
2
Dandapani, Aditi
1
Jacod, Jean
1
Radoicic, Rados
1
Radoičić, Radoš
1
more ...
less ...
Published in...
All
Quantitative finance
3
Annals of finance
1
CREATES research paper
1
Finance and stochastics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Source
All
ECONIS (ZBW)
12
Showing
11
-
12
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Testing the local volatility assumption : a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
-
2011
Persistent link: https://www.econbiz.de/10008807427
Saved in:
12
Testing the local volatility assumption : a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
- In:
Annals of finance
8
(
2012
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10009510584
Saved in:
First
Prev
1
2
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->