//--> //--> //-->
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:"Volatility"
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:"volatility swap"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
volatility swap
5
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
4
Stochastischer Prozess
4
Swap
4
Volatilität
4
variance swap
3
Variance swap
2
Volatility swap
2
implied volatility
2
ARCH model
1
ARCH-Modell
1
Concave distortion
1
Estimation theory
1
Fractional Ornstein–Uhlenbeck process
1
Log-normal approximation
1
Malliavin calculus
1
Markov chain
1
Markov-Kette
1
Markov-modulated geometric Brownian motion
1
Mathematics
1
Particle Filter
1
Rough volatiliy
1
SABR model
1
Schätztheorie
1
Shifted log-normal approximation
1
State Space Model
1
Statistical distribution
1
Statistics
1
Statistische Verteilung
1
Stochastic Volatility
1
Stochastic volatility
1
Volatility Swap
1
expectation hypothesis
1
fractional Brownian motion
1
option pricing
1
realized variance
1
realized volatility
1
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
4
Author
All
Kim, Jeong-Hoon
2
Kim, See-Woo
2
Alòs, Elisa
1
Chan, Leunglung
1
Kim, Hyun-Gyoon
1
Rolloos, Frido
1
Shiraya, Kenichiro
1
Zhang, Mengzhe
1
more ...
less ...
Published in...
All
CARF working paper
1
International journal of financial engineering
1
The European journal of finance
1
The North American journal of economics and finance : a journal of theory and practice
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forward start volatility swaps in rough volatility models
Alòs, Elisa
;
Rolloos, Frido
;
Shiraya, Kenichiro
-
2022
Persistent link: https://www.econbiz.de/10014266236
Saved in:
2
Variance and volatility swaps and options under the exponential fractional Ornstein-Uhlenbeck model
Kim, Hyun-Gyoon
;
Kim, See-Woo
;
Kim, Jeong-Hoon
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014534851
Saved in:
3
Volatility and variance swaps and options in the fractional SABR model
Kim, See-Woo
;
Kim, Jeong-Hoon
- In:
The European journal of finance
26
(
2020
)
17
,
pp. 1725-1745
Persistent link: https://www.econbiz.de/10012314649
Saved in:
4
Pricing volatility swaps in the Heston's stochastic volatility model with regime switching : a saddlepoint approximation method
Zhang, Mengzhe
;
Chan, Leunglung
- In:
International journal of financial engineering
3
(
2016
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011673092
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->