//--> //--> //-->
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:"perturbation theory"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Perturbation theory
15
Option pricing theory
9
Optionspreistheorie
8
Stochastic process
8
Stochastischer Prozess
8
Volatility
8
perturbation theory
7
Matrix Perturbation Theory
6
Rank Estimation
6
Rank Testing
6
Singular Value Decomposition
6
Estimation theory
5
Information Theoretic Criterion
5
Panel data
5
Schätztheorie
5
factor models
5
interactive fixed effects
5
perturbation theory of linear operators
5
random matrix theory
5
singular perturbation theory
5
Derivat
4
Derivative
4
Sequential Testing Strategy
4
Subspace Methods
4
Weighting Matrices
4
stochastic volatility
4
Correlation
3
Factor analysis
3
Faktorenanalyse
3
Korrelation
3
Panel
3
Panel study
3
Perturbation Theory
3
Regression analysis
3
Regressionsanalyse
3
Theorie
3
Theory
3
Black-Scholes model
2
Black-Scholes-Modell
2
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Escobar, Marcos
2
Götz, Barbara
2
Ma, Yong-Ki
2
Neykova, Daniela
2
Zagst, Rudi
2
Burtnyak, Ivan
1
Huh, Jeonggyu
1
Jeon, Jaegi
1
Kim, See-Woo
1
Lorig, Matthew
1
Malytska, Anna
1
Necula, Ciprian
1
Pellegrino, T.
1
Pellegrino, Tommaso
1
more ...
less ...
Published in...
All
Computational economics
2
International journal of theoretical and applied finance
2
Applied mathematical finance
1
International journal of financial engineering
1
Investment management and financial innovations
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
Saved in:
2
Spectral study of options based on CEV model with multidimensional volatility
Burtnyak, Ivan
;
Malytska, Anna
- In:
Investment management and financial innovations
15
(
2018
)
1
,
pp. 18-25
Persistent link: https://www.econbiz.de/10012001314
Saved in:
3
Static hedges of barrier options under fast mean-reverting stochastic volatility
Huh, Jeonggyu
;
Jeon, Jaegi
;
Ma, Yong-Ki
- In:
Computational economics
55
(
2020
)
1
,
pp. 185-210
Persistent link: https://www.econbiz.de/10012222596
Saved in:
4
Second-order stochastic volatility asymptotics and the pricing of foreign exchange derivatives
Pellegrino, Tommaso
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012271009
Saved in:
5
Capturing implied correlation skew from options prices via multiscale stochastic volatility models
Pellegrino, T.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012603755
Saved in:
6
Pricing derivatives on multiscale diffusions : an eigenfunction expansion approach
Lorig, Matthew
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 331-363
Persistent link: https://www.econbiz.de/10010357372
Saved in:
7
Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
Saved in:
8
Stochastic correlation and volatility mean-reversion : empirical motivation and derivatives pricing via
perturbation
theory
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 555-594
Persistent link: https://www.econbiz.de/10010500871
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->