//--> //--> //--> //-->
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
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
Narrow search
Year of publication
From:
To:
Subject
All
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
Volatilität
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
148
Free
121
Type of publication
All
Article
182
Book / Working Paper
108
Type of publication (narrower categories)
All
Article in journal
68
Aufsatz in Zeitschrift
68
Working Paper
42
Graue Literatur
25
Non-commercial literature
25
Arbeitspapier
24
Article
9
Aufsatz im Buch
5
Book section
5
research-article
3
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
160
Undetermined
130
Author
All
Xu, Dinghai
10
Lord, Roger
9
Hoderlein, Stefan
8
Kahl, Christian
8
Breunig, Christoph
7
Broda, Simon A.
6
Meintanis, Simos
6
Wystup, Uwe
6
Forges, Françoise
5
Gupta, Arjun
5
Manuel, Conrado
5
Orzach, Ram
5
Zhylyevskyy, Oleksandr
5
Appaia, Loganathan
4
Brink, René van den
4
Chander, Parkash
4
Drakatos, Stylianos Th.
4
Figueiredo, Annibal
4
Fountas, Ioannis E.
4
Griebsch, Susanne
4
Hong, Yongmiao
4
Hušková, Marie
4
Kampisioulis, Panagiotis K.
4
Knight, John
4
Krichene, Noureddine
4
Caldana, Ruggero
3
Carrasco, Marine
3
Ewerhart, Christian
3
Florens, Jean-Pierre
3
Fusai, Gianluca
3
González-Aranguena, Enrique
3
Henze, Norbert
3
Kan, Raymond
3
Leucht, Anne
3
Meintanis, Simos G.
3
Nguyen, Truc
3
Pagliarani, Stefano
3
Pozo, Mónica del
3
Roozegar, Rasool
3
Serena, Marco
3
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
International Monetary Fund (IMF)
6
Department of Economics, University of Waterloo
5
Tinbergen Instituut
5
Department of Economics, Iowa State University
3
Dipartimento di Informatica e Studi Aziendali, Università degli Studi di Trento
3
Econometric Society
3
Cowles Foundation for Research in Economics, Yale University
2
Fondazione ENI Enrico Mattei (FEEM)
2
Frankfurt School of Finance and Management
2
Tinbergen Institute
2
University of Bonn, Germany
2
Université Paris-Dauphine (Paris IX)
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centro de Estudios Monetarios y Financieros (CEMFI)
1
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of Economics, University of California-San Diego (UCSD)
1
EconWPA
1
Finance Press
1
HAL
1
Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet
1
Institute for Monetary and Economic Studies, Bank of Japan
1
Internationella Handelshögskolan, Högskolan i Jönköping
1
London School of Economics (LSE)
1
School of Management, Yale University
1
Society for Computational Economics - SCE
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Swiss Finance Institute
1
Université Paris-Dauphine
1
more ...
less ...
Published in...
All
Annals of the Institute of Statistical Mathematics
11
International journal of theoretical and applied finance
10
Metrika
10
Journal of Multivariate Analysis
9
Discussion paper / Tinbergen Institute
7
Journal of econometrics
7
MPRA Paper
7
Tinbergen Institute Discussion Papers
7
Computational Statistics & Data Analysis
6
IMF Working Papers
6
Physica A: Statistical Mechanics and its Applications
6
Tinbergen Institute Discussion Paper
6
Statistics & Probability Letters
5
Working Paper
5
Working Papers / Department of Economics, University of Waterloo
5
CPQF Working Paper Series
4
Computational economics
4
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
4
Journal of mathematical finance
3
Staff General Research Papers / Department of Economics, Iowa State University
3
Statistical Papers / Springer
3
The journal of computational finance
3
Annals of Economics and Finance
2
Applied Mathematical Finance
2
Computational Statistics
2
Cowles Foundation Discussion Papers
2
DISA Working Papers
2
Discussion Paper Serie B
2
Econometric Reviews
2
Econometric Society 2004 North American Winter Meetings
2
Econometric reviews
2
Economic Quality Control
2
Economics Papers from University Paris Dauphine
2
Economics letters
2
European journal of operational research : EJOR
2
Finance and Stochastics
2
International Game Theory Review (IGTR)
2
International Journal of Quality & Reliability Management
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of quality & reliability management
2
more ...
less ...
Source
All
RePEc
160
ECONIS (ZBW)
98
EconStor
27
Other ZBW resources
4
BASE
1
Showing
61
-
70
of
290
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
Cross-sectional independence test for a class of parametric panel data models
Pan, Guangming
;
Gao, Jiti
;
Yang, Yanrong
;
Guo, Meihui
-
2015
Persistent link: https://www.econbiz.de/10011781344
Saved in:
62
Convolution without independence
Schennach, Susanne M.
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 308-318
Persistent link: https://www.econbiz.de/10012303629
Saved in:
63
"Tool port" to "landlord port" : a game theory approach to analyse gains from governance model transformation
Munim, Ziaul Haque
;
Saeed, Naima
;
Larsen, Odd I.
- In:
Maritime policy & management
46
(
2019
)
1
,
pp. 43-60
Persistent link: https://www.econbiz.de/10012209449
Saved in:
64
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:
65
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:
66
Swing option pricing by dynamic programming with B-spline density projection
Kirkby, J. Lars
;
Deng, Shijie
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-53
Persistent link: https://www.econbiz.de/10012183215
Saved in:
67
Semiparametric estimation of the bid-ask spread in extended roll models
Chen, Xiaohong
;
Linton, Oliver
;
Schneeberger, Stefan
; …
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 160-178
Persistent link: https://www.econbiz.de/10012139826
Saved in:
68
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:
69
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:
70
On Distributions of Ratios
Broda, Simon A.
;
Kan, Raymond
-
2014
those of a suitably defined difference of random variables. If in addition, the joint
characteristic
function
of numerator …
Persistent link: https://www.econbiz.de/10010328339
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->