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  • Search: person:"Akdogan, Ozan"
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Year of publication
Subject
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Asset Allocation 1 Diversifikationsvorteile 1 Risikomanagement 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1
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Online availability
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Free 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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German 1 English 1
Author
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Akdogan, Ozan 2 Peetz, Dietmar 1 Schmitt, Daniel 1
Published in...
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Die Bank 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
Cover Image
Vol-of-Vol Expansion for (Rough) Stochastic Volatility Models
Akdogan, Ozan - 2019
We introduce an asymptotic small noise expansion, a so called vol-of-vol expansion, for potentially infinite dimensional and rough stochastic volatility models. Thereby we extend the scope of existing results for finite dimensional models and validate claims for infinite dimensional models....
Persistent link: https://www.econbiz.de/10012858183
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Cover Image
Systematische Renditestrategien im Nullzinsumfeld
Schmitt, Daniel; Akdogan, Ozan; Peetz, Dietmar - In: Die Bank (2014) 10, pp. 29-31
Persistent link: https://www.econbiz.de/10010409891
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