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Search: subject:"Hermite"
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Subject
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Optionspreistheorie
24
Option pricing theory
23
Hermite polynomials
20
Estimation theory
19
Schätztheorie
19
Statistical distribution
16
Statistische Verteilung
16
Stochastic process
16
Stochastischer Prozess
16
Volatility
14
Volatilität
14
Hermite expansion
13
Gauss-Hermite quadrature
11
Option trading
10
Optionsgeschäft
10
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Theorie
8
Theory
8
Hermite interpolation
7
Forecasting model
6
Option pricing
6
Prognoseverfahren
6
Time series analysis
6
Black-Scholes-Modell
5
Estimation
5
Portfolio selection
5
Portfolio-Management
5
Schätzung
5
Zeitreihenanalyse
5
Black-Scholes model
4
Currency option
4
Derivat
4
Derivative
4
EM algorithm
4
Hermite functions
4
Maximum likelihood estimation
4
Mortality
4
Risk-neutral density
4
Sterblichkeit
4
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Online availability
All
Undetermined
68
Free
43
Type of publication
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Article
87
Book / Working Paper
38
Other
1
Type of publication (narrower categories)
All
Article in journal
41
Aufsatz in Zeitschrift
41
Working Paper
14
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Article
4
Aufsatz im Buch
1
Book section
1
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1
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Language
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English
66
Undetermined
59
French
1
Author
All
Gao, Jiti
8
Cagnone, Silvia
4
Necula, Ciprian
4
Cai, Biqing
3
Chiarella, Carl
3
Delattre, Eric
3
Dong, Chaohua
3
Drimus, Gabriel
3
Farkas, Walter
3
Luo, Xiaolin
3
Moussa, Richard Kouamé
3
Shevchenko, Pavel V.
3
BONTEMPS, Christian
2
Bartolucci, Francesco
2
Berg, Gerard J. van den
2
Buet-Golfouse, Francois
2
Cai, Yongyang
2
Carr, Peter
2
Cremers, Heinz
2
Cui, Zhenyu
2
Dai, Weizhong
2
Harris, David
2
Judd, Kenneth L.
2
Kew, Hsein
2
Koch, Torben
2
Koning, Pierre
2
Leccadito, Arturo
2
Lee, Yoon Dong
2
Li, Jackie
2
MEDDAHI, Nour
2
Madan, Dilip
2
Marumo, Kohei
2
Mazzoni, Thomas
2
Milne, Frank
2
Moussa, Richard K.
2
Nwankwo, Chinonso I.
2
Peng, Bin
2
Richards, Stephen J.
2
Ridder, Geert
2
Sabatier, Mareva
2
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Institution
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School of Economics and Management, University of Aarhus
2
Society for Computational Economics - SCE
2
Université Paris-Dauphine (Paris IX)
2
Banque de France
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
1
Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
1
Department of Econometrics and Business Statistics, Monash Business School
1
Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà"
1
Département de Sciences Économiques, Université de Montréal
1
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
1
Economics Department, Queen's University
1
Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit
1
Finance Discipline Group, Business School
1
Frankfurt School of Finance and Management
1
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
1
VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Published in...
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Mathematics and Computers in Simulation (MATCOM)
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Annals of the Institute of Statistical Mathematics
5
Stochastic Processes and their Applications
4
International journal of theoretical and applied finance
3
Statistics & Probability Letters
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
CREATES Research Papers
2
Cahiers de recherche
2
Computational Statistics
2
Computational Statistics & Data Analysis
2
Computational economics
2
Economics Papers from University Paris Dauphine
2
European journal of operational research : EJOR
2
Frankfurt School - Working Paper Series
2
Insurance / Mathematics & economics
2
International journal of financial engineering
2
Journal of Multivariate Analysis
2
Journal of econometrics
2
Journal of economic dynamics & control
2
Journal of risk
2
Metrika
2
Physica A: Statistical Mechanics and its Applications
2
Quantitative finance
2
Research paper series / Swiss Finance Institute
2
Serie Research Memoranda
2
The journal of computational finance
2
Theoretical economics letters
2
AStA Advances in Statistical Analysis
1
Annals of finance
1
Bloomberg Portfolio Research Paper
1
CARF working paper
1
CEIS Research Paper
1
CIRANO Working Papers
1
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Center for Mathematical Economics Working Papers
1
Computing in Economics and Finance 2002
1
Computing in Economics and Finance 2004
1
Decisions in economics and finance : a journal of applied mathematics
1
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Source
All
RePEc
61
ECONIS (ZBW)
54
EconStor
8
BASE
2
Other ZBW resources
1
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126
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1
Nonparametric estimates of option prices via
Hermite
basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
2
Constructing copulas using corrected
hermite
polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
-
2023
Persistent link: https://www.econbiz.de/10014266209
Saved in:
3
Semiparametric single-index estimation for average treatment effects
Huang, Difang
;
Gao, Jiti
;
Oka, Tatsushi
-
2022
Persistent link: https://www.econbiz.de/10013494395
Saved in:
4
Constructing copulas using corrected
Hermite
polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
5
Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model
Nwankwo, Chinonso I.
;
Dai, Weizhong
- In:
Decisions in economics and finance : a journal of …
47
(
2024
)
1
,
pp. 43-82
Persistent link: https://www.econbiz.de/10015044785
Saved in:
6
A comparative study of likelihood approximations for univariate diffusions
Hurn, Stan
;
Lindsay, Kenneth A.
;
Xu, Lina
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 852-879
Persistent link: https://www.econbiz.de/10014314834
Saved in:
7
A
Hermite
spline approach for modelling population mortality
Tang, Sixian
;
Li, Jackie
;
Tickle, Leonie
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
2
,
pp. 243-284
Persistent link: https://www.econbiz.de/10014320036
Saved in:
8
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
9
Some comments on "A
Hermite
spline approach for modelling population mortality" by Tang, Li & Tickle (2022)
Richards, Stephen J.
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
3
,
pp. 643-646
Persistent link: https://www.econbiz.de/10014436793
Saved in:
10
Compact finite difference scheme with
hermite
interpolation for pricing American put options based on regime switching model
Nwankwo, Chinonso I.
;
Dai, Weizhong
;
Liu, Rui Hua
- In:
Computational economics
62
(
2023
)
3
,
pp. 817-854
Persistent link: https://www.econbiz.de/10014382839
Saved in:
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