//--> //--> //--> //-->
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
Retain my current filters
~accessRights:"restricted"
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
Deep local volatility
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Experiment
11,525
Volatility
11,059
Volatilität
10,532
Theory
4,794
Theorie
4,790
Börsenkurs
3,232
Share price
3,232
Estimation
3,018
Schätzung
3,008
Option pricing theory
2,999
Optionspreistheorie
2,998
Capital income
2,512
Kapitaleinkommen
2,512
ARCH model
2,399
ARCH-Modell
2,399
Forecasting model
2,249
Prognoseverfahren
2,249
Stock market
2,170
Aktienmarkt
2,156
Welt
1,779
World
1,779
Stochastic process
1,682
Stochastischer Prozess
1,682
Risk
1,651
Neural networks
1,646
Game theory
1,625
Spieltheorie
1,622
Risiko
1,554
Consumer behaviour
1,498
Konsumentenverhalten
1,494
Neuronale Netze
1,396
Portfolio selection
1,288
Portfolio-Management
1,288
USA
1,220
United States
1,215
Time series analysis
1,200
Zeitreihenanalyse
1,199
Spillover effect
1,155
Spillover-Effekt
1,155
Oil price
1,106
more ...
less ...
Online availability
All
Undetermined
Free
44,439
Type of publication
All
Article
24,362
Book / Working Paper
2,400
Journal
6
Other
4
Type of publication (narrower categories)
All
Article in journal
21,983
Aufsatz in Zeitschrift
21,983
Arbeitspapier
1,488
Working Paper
1,488
Graue Literatur
1,468
Non-commercial literature
1,468
Aufsatz im Buch
459
Book section
459
research-article
167
Conference paper
146
Konferenzbeitrag
146
Hochschulschrift
95
Aufsatzsammlung
65
Lehrbuch
25
Collection of articles of several authors
24
Sammelwerk
24
Thesis
23
Textbook
19
technical-paper
14
Systematic review
13
Übersichtsarbeit
13
Amtsdruckschrift
10
Government document
10
review-article
10
conceptual-paper
8
Case study
6
Fallstudie
6
Handbook
6
Handbuch
6
Konferenzschrift
6
Festschrift
5
review
5
Collection of articles written by one author
4
Einführung
4
Ratgeber
4
Sammlung
4
case-report
4
non-article
4
Bibliografie
2
Accompanied by computer file
1
more ...
less ...
Language
All
English
24,871
Undetermined
1,711
German
174
Spanish
8
Portuguese
4
French
2
Russian
2
Polish
1
more ...
less ...
Author
All
Gupta, Rangan
140
Ma, Feng
89
Bouri, Elie
85
Tiwari, Aviral Kumar
62
List, John A.
61
Sutter, Matthias
53
Charness, Gary
47
Zhang, Yaojie
44
Güth, Werner
43
Hammoudeh, Shawkat
43
Mensi, Walid
42
Wohar, Mark E.
41
Wang, Yudong
39
Kang, Sang Hoon
38
Fehr, Ernst
37
Liang, Chao
37
Ji, Qiang
36
McAleer, Michael
36
Pierdzioch, Christian
36
Xuan Vinh Vo
36
Balcilar, Mehmet
35
Lucey, Brian M.
35
Roubaud, David
35
Wei, Yu
35
Bahmani-Oskooee, Mohsen
34
Demirer, Rıza
34
Villeval, Marie-Claire
34
Corbet, Shaen
33
Houser, Daniel
33
Wang, Xingchun
32
Fabozzi, Frank J.
31
Martinsson, Peter
31
Noussair, Charles
30
Samek, Anya Savikhin
30
Cui, Zhenyu
29
Duffy, John
29
Kocher, Martin
29
Salisu, Afees A.
29
Tyran, Jean-Robert
29
Weber, Roberto A.
29
more ...
less ...
Institution
All
National Bureau of Economic Research
114
C.E.P.R. Discussion Papers
83
IGI Global
26
Springer Fachmedien Wiesbaden
24
World Bank
19
OECD
11
World Scientific Publishing Co. Pte. Ltd.
8
Economics Department, Organisation de Coopération et de Développement Économiques (OCDE)
6
Edward Elgar Publishing
6
Trade and Agriculture Directorate, Organisation de Coopération et de Développement Économiques (OCDE)
5
World Bank Group
5
Springer International Publishing
4
Centre de développement, Organisation de Coopération et de Développement Économiques (OCDE)
3
International Energy Agency
3
Organisation for Economic Co-operation and Development
3
Springer-Verlag GmbH
3
Taylor and Francis.
3
Cambridge University Press
2
Centre for Economic Policy Research
2
Department of Econometrics and Business Statistics, Monash Business School
2
Dipartimento di Scienze Economiche, Matematiche e Statistiche, Dipartimento di Economia
2
FAO
2
Helmut-Schmidt-Universität
2
NetLibrary, Inc
2
Walter de Gruyter Inc.
2
ADVOCATE Consortium
1
Berliner Wissenschafts-Verlag
1
Departamento Académico de Economía, Universidad del Pacífico
1
Department of Economics, Iowa State University
1
Deutschland / Bundeswehr / Universität München
1
Département d'Économie Appliquée (DULBEA), Solvay Brussels School of Economics and Management
1
EU
1
Gender Audits Forecasting Collaboration
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Government of Uganda
1
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
1
IFAD
1
IFPRI
1
IMF
1
International Conference on Artificial Intelligence <2003, Las Vegas, Nev.>
1
more ...
less ...
Published in...
All
Journal of economic behavior & organization : JEBO
935
Finance research letters
662
Energy economics
587
Journal of behavioral and experimental economics
531
Discussion paper / Centre for Economic Policy Research
441
Management science : journal of the Institute for Operations Research and the Management Sciences
369
Economics letters
367
International review of financial analysis
322
The North American journal of economics and finance : a journal of financial economics studies
322
Applied economics
314
Working paper / National Bureau of Economic Research, Inc.
307
Games and economic behavior
299
International review of economics & finance : IREF
294
Journal of economic psychology : research in economic psychology and behavioral economics
287
Discussion papers / CEPR
284
Quantitative finance
276
Experimental economics : a journal of the Economic Science Association
247
European economic review : EER
246
Economic modelling
244
Applied economics letters
239
Research in international business and finance
221
Journal of banking & finance
213
Computational economics
211
Journal of econometrics
210
European journal of operational research : EJOR
168
International journal of theoretical and applied finance
166
Journal of economic dynamics & control
164
Physica A: Statistical Mechanics and its Applications
160
International journal of forecasting
152
SpringerLink / Bücher
146
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
144
Journal of business research : JBR
142
Journal of empirical finance
136
Journal of international financial markets, institutions & money
132
Pacific-Basin finance journal
128
The journal of futures markets
128
Journal of financial economics
125
International journal of financial engineering
124
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
123
Journal of public economics
122
more ...
less ...
Source
All
ECONIS (ZBW)
24,823
RePEc
1,707
Other ZBW resources
235
BASE
6
OLC EcoSci
1
Showing
1
-
10
of
26,772
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nowcasting networks
Chataigner, Marc
;
Crépey, Stéphane
;
Pu, Jiang
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012543628
Saved in:
2
On the solution of the Black-Scholes equation using feed-forward neural networks
Eskiizmirliler, Saadet
;
Günel, Korhan
;
Polat, Refet
- In:
Computational economics
58
(
2021
)
3
,
pp. 915-941
Persistent link: https://www.econbiz.de/10012651048
Saved in:
3
Option pricing based on the residual neural network
Gan, Lirong
;
Liu, Wei-han
- In:
Computational economics
63
(
2024
)
4
,
pp. 1327-1347
Persistent link: https://www.econbiz.de/10014549024
Saved in:
4
Multi-criteria classification for pricing European options
Gradojevic, Nikola
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
2
,
pp. 123-139
Persistent link: https://www.econbiz.de/10011507441
Saved in:
5
Physics-informed convolutional transformer for predicting
volatility
surface
Kim, Soohan
;
Yun, Seok-Bae
;
Bae, Hyeong-Ohk
;
Lee, Muhyun
; …
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 203-220
Persistent link: https://www.econbiz.de/10014551964
Saved in:
6
Developing an optimized artificial intelligence model for S&P 500 option pricing : a hybrid GARCH model
Hajizadeh, Ehsan
- In:
International journal of financial engineering
7
(
2020
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012603039
Saved in:
7
Probabilistic machine learning for local
volatility
Tegnér, Martin
;
Roberts, Stephen
- In:
The journal of computational finance
25
(
2021
)
3
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012873079
Saved in:
8
Dupire's formulas in the Piterbarg option pricing model
Labuschagne, Coenraad C. A.
;
Boetticher, Sven T. von
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 148-162
Persistent link: https://www.econbiz.de/10011673354
Saved in:
9
Debt rollover-induced local
volatility
model
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
52
(
2019
)
4
,
pp. 1065-1084
Persistent link: https://www.econbiz.de/10012172912
Saved in:
10
Deep weighted Monte Carlo : a hybrid option pricing framework using neural networks
Kunsági-Máté, Sándor
;
Fáth, Gábor
;
Csabai, István
; …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 615-629
Persistent link: https://www.econbiz.de/10014304287
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->