//--> //--> //--> //-->
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:"fast Fourier transform"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Optionspreistheorie
37
Option pricing theory
35
fast Fourier transform
33
Fast Fourier transform
26
Stochastischer Prozess
24
Stochastic process
23
Fast Fourier Transform
17
Volatilität
15
Volatility
14
Option trading
10
Optionsgeschäft
10
Theorie
9
Theory
8
Statistische Verteilung
6
Option pricing
5
Statistical distribution
5
Calibration
4
Characteristic function
4
Circular convolution theorem
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Numerical Integration
4
Regime-switching
4
Schätztheorie
4
Stochastic Volatility Models
4
Stochastic volatility
4
Yield curve
4
Zinsstruktur
4
CAPM
3
Estimation theory
3
Fast Fourier Transform method
3
GARCH diffusion model
3
Hedging
3
Levy processes
3
Lévy processes
3
Maximum likelihood
3
Multivariate Verteilung
3
Multivariate distribution
3
Portfolio selection
3
Portfolio-Management
3
more ...
less ...
Online availability
All
Undetermined
47
Free
30
Type of publication
All
Article
67
Book / Working Paper
21
Other
1
Type of publication (narrower categories)
All
Article in journal
41
Aufsatz in Zeitschrift
41
Working Paper
6
Article
4
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Thesis
2
more ...
less ...
Language
All
English
58
Undetermined
31
Author
All
Fan, Kun
4
Kilin, Fiodar
4
Madan, Dilip B.
4
Shen, Yang
4
Siu, Tak Kuen
4
Wang, Rongming
4
Arai, Takuji
3
Mozumder, Sharif
3
Nielsen, Morten Ørregaard
3
Zhylyevskyy, Oleksandr
3
Acri, Francesco
2
Benth, Fred
2
Carr, Peter
2
Cerchiara, Rocco Roberto
2
Cummins, Mark
2
Disney, Stephen M.
2
Dowd, Kevin
2
Embrechts, Paul
2
Fadugba, Sunday Emmanuel
2
Frei, Marco
2
Gnoatto, Alessandro
2
Grasselli, Martino
2
Grith, Maria
2
Hyndman, Cody
2
Imai, Yuto
2
Jackson, Kenneth R.
2
Jensen, Andreas Noack
2
Kiely, Greg
2
Kirkby, J. Lars
2
Krätschmer, Volker
2
Li, Qinyun
2
Murphy, Bernard
2
Nwozo, Chuma Raphael
2
Oyono Ngou, Polynice
2
Saltyte-Benth, Jurate
2
Schoutens, Wim
2
Sorwar, Ghulam
2
Wang, King
2
Wu, Liuren
2
Yu, Jung-Suk
2
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Computer Science
1
Department of Economics, Iowa State University
1
Dipartimento di Economia, Università degli Studi di Perugia
1
Economics Department, Queen's University
1
Frankfurt School of Finance and Management
1
Santa Fe Institute
1
Society for Computational Economics - SCE
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
University of Bonn, Germany
1
Økonomisk Institut, Københavns Universitet
1
more ...
less ...
Published in...
All
Journal of mathematical finance
4
Applied mathematical finance
3
Economic modelling
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
International journal of financial engineering
3
International journal of theoretical and applied finance
3
Journal of Risk and Financial Management
3
Journal of risk and financial management : JRFM
3
The journal of computational finance
3
CPQF Working Paper Series
2
Computational economics
2
Economic Modelling
2
European journal of operational research : EJOR
2
Insurance / Mathematics & economics
2
MPRA Paper
2
Review of Derivatives Research
2
Studies in Nonlinear Dynamics & Econometrics
2
Acta Oeconomica Pragensia
1
Annals of the Institute of Statistical Mathematics
1
Asia-Pacific journal of financial studies
1
Bloomberg Portfolio Research Paper
1
CORE Discussion Papers
1
CREATES research paper
1
Computational Statistics
1
Computational management science
1
Computing in Economics and Finance 2005
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion Paper Serie A
1
Discussion Papers / Økonomisk Institut, Københavns Universitet
1
Energy economics
1
Financial innovation : FIN
1
IMES discussion paper series / Englische Ausgabe
1
International Journal of Measurement Technologies and Instrumentation Engineering (IJMTIE)
1
International Journal of Production Economics
1
International journal of production economics
1
Journal of Econometrics
1
Journal of Economic Dynamics and Control
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
more ...
less ...
Source
All
ECONIS (ZBW)
45
RePEc
33
EconStor
7
BASE
3
Other ZBW resources
1
Showing
21
-
30
of
89
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
On double-boundary non-crossing probability for a class of compound processes with applications
Dimitrova, Dimitrina S.
;
Ignatov, Zvetan G.
;
Kaishev, …
- In:
European journal of operational research : EJOR
282
(
2020
)
2
,
pp. 602-613
Persistent link: https://www.econbiz.de/10012157879
Saved in:
22
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:
23
Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
Saved in:
24
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:
25
Calculate tail quantiles of compound distributions
Abdymomunov, Azamat
;
Curti, Filippo
;
Kane, Hayden
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 41-70
Persistent link: https://www.econbiz.de/10012042235
Saved in:
26
45.5X Infinity Corrected Schwarzschild Microscope Objective Lens Design: Optical Performance Evaluation and Tolerance Analysis Using Zemax®
Alaruri, Sami D.
- In:
International Journal of Measurement Technologies and …
7
(
2018
)
1
,
pp. 17-37
, Schwarzschild reflective microscope objective lens is discussed.
Fast
Fourier
transform
modulation transfer function (FFT MTF= 568 …
Persistent link: https://www.econbiz.de/10012046710
Saved in:
27
Gas storage valuation under multifactor Lévy processes
Cummins, Mark
;
Kiely, Greg
;
Murphy, Bernard
- In:
Journal of banking & finance
95
(
2018
),
pp. 167-184
Persistent link: https://www.econbiz.de/10011966740
Saved in:
28
On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution
Vernic, Raluca
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 184-193
Persistent link: https://www.econbiz.de/10011825436
Saved in:
29
Pricing in-arrears caps and ratchet caps under LIBOR market model with multiplicative basis
Zhong, Yangfan
;
Mi, Yanhui
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011923038
Saved in:
30
A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus
Arai, Takuji
;
Imai, Yuto
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 247-267
Persistent link: https://www.econbiz.de/10012128947
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->