//--> //--> //-->
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
Spread Option Pricing on Singl...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
3
Stochastischer Prozess
3
ARCH model
2
ARCH-Modell
2
Option pricing theory
2
Optionspreistheorie
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Yield curve
2
Zinsstruktur
2
Basis
1
Calibrated Hurst parameter
1
Commodity derivative
1
Commodity market
1
Commodity markets
1
FFTW
1
FIGARCH
1
Forecasting model
1
Fourier transform
1
Fractional Brownian motion
1
Fractional stochastic volatility
1
Frequency basis
1
HAR
1
Interest rate derivative
1
LIBOR/OIS spread
1
Liquidity risk
1
Numerical analysis
1
Numerisches Verfahren
1
Oil market
1
Oil price
1
Oil volatility
1
Option trading
1
Options
1
Optionsgeschäft
1
Prognoseverfahren
1
Realized volatility
1
Rohstoffderivat
1
Rohstoffmarkt
1
more ...
less ...
Online availability
All
Undetermined
Free
15
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
6
Author
All
Alfeus, Mesias
6
Schlögl, Erik
3
Nikitopoulos, Christina Sklibosios
2
Overbeck, Ludger
2
Grasselli, Martino
1
Joubert, Jacques Francois
1
Meyer, Michael
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
1
Journal of Futures Markets
1
Journal of commodity markets
1
Journal of economic dynamics & control
1
Quantitative finance
1
The journal of financial data science
1
Source
All
ECONIS (ZBW)
5
Other ZBW resources
1
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Regime switching rough Heston model
Alfeus, Mesias
;
Overbeck, Ludger
;
Schlögl, Erik
- In:
Journal of Futures Markets
39
(
2019
)
5
,
pp. 538-552
Persistent link: https://www.econbiz.de/10012082184
Saved in:
2
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
Saved in:
3
On spread option pricing using two-dimensional fourier transform
Alfeus, Mesias
;
Schlögl, Erik
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012153028
Saved in:
4
Implied roughness in the term structure of oil market volatility
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10014552013
Saved in:
5
Forecasting volatility in commodity markets with long-memory models
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014335250
Saved in:
6
Meta-labeling architecture
Meyer, Michael
;
Joubert, Jacques Francois
;
Alfeus, Mesias
- In:
The journal of financial data science
4
(
2022
)
4
,
pp. 10-24
Persistent link: https://www.econbiz.de/10014232771
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->