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Search: subject:"Perturbation theory"
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Perturbation theory
15
Option pricing theory
9
Optionspreistheorie
8
Stochastic process
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Stochastischer Prozess
8
Volatility
8
Volatilität
8
perturbation theory
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Schätztheorie
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factor models
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interactive fixed effects
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perturbation theory of linear operators
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random matrix theory
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singular perturbation theory
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Derivat
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stochastic volatility
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Ratsimalahelo, Zaka
7
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5
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2
Boţ, Radu
2
Escobar, Marcos
2
Götz, Barbara
2
Johnson, J.D.
2
Ma, Yong-Ki
2
Maćkowiak, J.
2
Neykova, Daniela
2
Vargyas, Emese
2
Wanka, Gert
2
Wiśniewski, M.
2
Zagst, Rudi
2
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1
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1
Bremer, Ton S. van den
1
Briceño-Arias, Luis M.
1
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1
CUTHBERTSON, CHARLES
1
Cai, Tuo
1
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1
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1
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1
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1
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1
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Physica A: Statistical Mechanics and its Applications
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International Journal of Theoretical and Applied Finance (IJTAF)
1
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1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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1
Mathematics of operations research
1
Psychometrika
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Statistics & Probability Letters
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Structural change and economic dynamics : SC+ED
1
The B.E. journal of macroeconomics
1
The Journal of Real Estate Finance and Economics
1
University of St. Gallen Department of Economics working paper series 2005
1
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RePEc
32
ECONIS (ZBW)
18
EconStor
4
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1
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
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2
A perturbation framework for convex minimization and monotone inclusion problems with nonlinear compositions
Briceño-Arias, Luis M.
;
Combettes, Patrick L.
- In:
Mathematics of operations research
49
(
2024
)
3
,
pp. 1890-1914
Persistent link: https://www.econbiz.de/10015047846
Saved in:
3
A multi time-scale theory of economic growth and cycles
Jacobo, Juan
- In:
Structural change and economic dynamics : SC+ED
62
(
2022
),
pp. 143-155
Persistent link: https://www.econbiz.de/10013533824
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4
Spectral study of options based on CEV model with multidimensional volatility
Burtnyak, Ivan
;
Malytska, Anna
- In:
Investment management and financial innovations
15
(
2018
)
1
,
pp. 18-25
Persistent link: https://www.econbiz.de/10012001314
Saved in:
5
The risk-adjusted carbon price
Bremer, Ton S. van den
;
Ploeg, Frederick van der
- In:
American economic review
111
(
2021
)
9
,
pp. 2782-2810
Persistent link: https://www.econbiz.de/10012614342
Saved in:
6
Capturing implied correlation skew from options prices via multiscale stochastic volatility models
Pellegrino, T.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012603755
Saved in:
7
Static hedges of barrier options under fast mean-reverting stochastic volatility
Huh, Jeonggyu
;
Jeon, Jaegi
;
Ma, Yong-Ki
- In:
Computational economics
55
(
2020
)
1
,
pp. 185-210
Persistent link: https://www.econbiz.de/10012222596
Saved in:
8
Computing sunspot solutions to rational expectations models with timing restrictions
Sorge, Marco M.
- In:
The B.E. journal of macroeconomics
20
(
2020
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012306513
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9
Second-order stochastic volatility asymptotics and the pricing of foreign exchange derivatives
Pellegrino, Tommaso
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012271009
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10
Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient
Delong, Łukasz
- In:
Mathematical methods of operations research
89
(
2019
)
1
,
pp. 73-113
Persistent link: https://www.econbiz.de/10011991725
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