//--> //--> //--> //-->
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:"Volatilität"
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:"Characteristic function"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Characteristic function
83
characteristic function
79
Optionspreistheorie
36
Option pricing theory
35
Estimation theory
32
Schätztheorie
32
Empirical characteristic function
30
Theorie
28
Stochastic process
26
Stochastischer Prozess
26
Volatility
26
Characteristic Function
25
Theory
25
Statistical distribution
19
Statistische Verteilung
19
stochastic volatility
15
Core
12
Game theory
12
Probability theory
12
Wahrscheinlichkeitsrechnung
12
Estimation
11
Kooperatives Spiel
11
empirical characteristic function
11
Cooperative game
10
Spieltheorie
10
Statistical test
10
Statistischer Test
10
option pricing
10
Heston
9
Lévy process
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Option trading
9
Optionsgeschäft
9
Schätzung
9
Shapley value
9
Bootstrap
8
Fourier inversion
8
Goodness-of-fit
8
more ...
less ...
Online availability
All
Undetermined
16
Free
4
Type of publication
All
Article
22
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Working Paper
4
Arbeitspapier
3
Aufsatz im Buch
3
Book section
3
Graue Literatur
3
Non-commercial literature
3
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
26
Author
All
Caldana, Ruggero
2
Fusai, Gianluca
2
Griebsch, Susanne
2
Kahl, Christian
2
Lord, Roger
2
Todorov, Viktor
2
Wystup, Uwe
2
Andersen, Torben
1
Bankole, Philip Ajibola
1
Bayer, Christian
1
Bernard, Carole
1
Callegaro, Giorgia
1
Chang, Chien-hung
1
Cheng, Jun
1
Cheng, Yuyang
1
Ching, Wai Ki
1
Cui, Zhenyu
1
Ehrhardt, Matthias
1
Escobar, Marcos
1
Fiorin, Lucio
1
Gambaro, Anna Maria
1
Grasselli, Martino
1
Günther, Michael
1
He, Xin-Jiang
1
Ibraimi, Meriton
1
Kirkby, J. Lars
1
Le Floc'h, Fabien
1
Lee, Jia-Ching
1
Leippold, Markus
1
Lin, Chao-Yang
1
Lin, Sha
1
Lin, Shih-kuei
1
Lin, Yueh-neng
1
Liu, Huimei
1
Lu, Jiejun
1
Ma, Chaoqun
1
Ma, Yong
1
McLeish, Don L.
1
Pagliarani, Stefano
1
Pascucci, Andrea
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
3
Computational economics
2
Discussion paper / Tinbergen Institute
2
Journal of econometrics
2
Journal of mathematical finance
2
The journal of computational finance
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Application of operations research to financial markets
1
Applied mathematical finance
1
CPQF Working Paper Series
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Quantitative finance
1
Review of quantitative finance and accounting
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working paper series / Centre for Practical Quantitative Finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
EconStor
1
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
Saved in:
2
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
3
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
4
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
5
Pricing vulnerable options with stochastic volatility and stochastic interest rate
Ma, Chaoqun
;
Yue, Shengjie
;
Wu, Hui
;
Ma, Yong
- In:
Computational economics
56
(
2020
)
2
,
pp. 391-429
Persistent link: https://www.econbiz.de/10012272041
Saved in:
6
Stock index options pricing under jump patterns driven by market states
Lin, Chao-Yang
;
Liu, Huimei
;
Lee, Jia-Ching
;
Lin, Shih-kuei
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
4
,
pp. 840-859
Persistent link: https://www.econbiz.de/10012211508
Saved in:
7
Embedding stochastic correlation into the pricing of FX quanto options under stochastic volatility models
Pellegrino, Tommaso
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 455-493
Persistent link: https://www.econbiz.de/10012210363
Saved in:
8
Fast fourier transform based computation of American options under economic recession induced volatility uncertainty
Bankole, Philip Ajibola
;
Ugbebor, Olabisi O.
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 494-521
Persistent link: https://www.econbiz.de/10012210366
Saved in:
9
Option pricing under a stochastic interest rate and volatility model with hidden Markovian regime-switching
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Computational economics
53
(
2019
)
2
,
pp. 555-586
Persistent link: https://www.econbiz.de/10012134818
Saved in:
10
Quantization meets Fourier : a new technology for pricing options
Callegaro, Giorgia
;
Fiorin, Lucio
;
Grasselli, Martino
- In:
Application of operations research to financial markets
,
(pp. 59-86)
.
2019
Persistent link: https://www.econbiz.de/10012157344
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->