//--> //--> //-->
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:"path dependence"
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:"Multiscale stochastic volatility"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
path dependence
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
Multiscale stochastic volatility
2
Calibration Problem
1
Experiment
1
FX Data
1
Functional Itô calculus
1
Gaussian copula
1
Hamilton-Jacobi-Bellman-Isaacs equation
1
Investment and reinsurance
1
Joint transition density
1
Mixture of power utilities
1
Multiscale Stochastic Volatility Models
1
Multivariate Verteilung
1
Multivariate distribution
1
Option Pricing
1
Path dependence
1
Perturbation methods
1
Perturbation theory
1
Pfadabhängigkeit
1
Reinsurance
1
Rolling window methodology
1
Rückversicherung
1
Statistical distribution
1
Statistische Verteilung
1
multiscale stochastic volatility
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
1
Author
All
Saporito, Yuri F.
1
Published in...
All
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
First-order asymptotics of path-dependent derivatives in
multiscale
stochastic
volatility
environment
Saporito, Yuri F.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011889526
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->