//--> //--> //--> //-->
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
~institution:"Centre for Analytical Finance <Århus>"
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
Stochastic Volatility and Stoc...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
26
Theory
26
Option pricing theory
24
Optionspreistheorie
24
Volatility
19
Volatilität
19
Stochastic process
17
Stochastischer Prozess
17
Time series analysis
7
Zeitreihenanalyse
7
ARCH model
4
ARCH-Modell
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option trading
4
Optionsgeschäft
4
USA
4
United States
4
Estimation
3
Schätzung
3
Statistical distribution
3
Statistical test
3
Statistische Verteilung
3
Statistischer Test
3
Yield curve
3
Zinsstruktur
3
Aktienoption
2
Black-Scholes model
2
Black-Scholes-Modell
2
Bond market
2
Cointegration
2
Currency option
2
Devisenoption
2
Estimation theory
2
Führungskräfte
2
Heteroscedasticity
2
Heteroskedastizität
2
Interest rate derivative
2
Kleinste-Quadrate-Methode
2
Kointegration
2
more ...
less ...
Type of publication
All
Book / Working Paper
48
Type of publication (narrower categories)
All
Arbeitspapier
40
Graue Literatur
40
Non-commercial literature
40
Working Paper
40
Language
All
English
48
Author
All
Barndorff-Nielsen, Ole E.
7
Christiansen, Charlotte
4
Shephard, Neil G.
4
Sørensen, Michael
4
Christensen, Bent Jesper
3
Stentoft, Lars
3
Ørregaard Nielsen, Morten
3
Bibby, Bo Martin
2
Hansen, Peter Reinhard
2
Levendorskij, Sergej Z.
2
Lunde, Asger
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Peskir, Goran
2
Shepard, Neil
2
Strunk Hansen, Charlotte
2
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Schmidli, Hanspeter
1
Shin Jensen, Malene
1
Skovgaard, Ib Michael
1
Sponholtz, Carina
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1,089
National Bureau of Economic Research
680
National Bureau of Economic Research (NBER)
549
EconWPA
316
Edward Elgar
299
London School of Economics (LSE)
205
C.E.P.R. Discussion Papers
165
Université Paris-Dauphine (Paris IX)
121
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
92
The MIT Press
79
Society for Computational Economics - SCE
75
Institut für Schweizerisches Bankwesen <Zürich>
68
International Monetary Fund (IMF)
63
Tilburg University, Center for Economic Research
57
Institute for the Study of Labor (IZA)
49
Econometric Society
48
Bank of Canada
44
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
41
Center for Financial Studies
38
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
37
School of Economics and Management, University of Aarhus
36
Tinbergen Instituut
34
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
33
Cowles Foundation for Research in Economics, Yale University
33
Departemen Manajemen dan Bisnis, Fakultas Ekonomi
33
HAL
30
Department of Economics, Oxford University
29
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
28
Department of Economics, University of Pennsylvania
27
Society for Economic Dynamics - SED
27
Department of Economics and Finance, College of Business and Economics
26
Department of Economics, Iowa State University
26
National Centre of Competence in Research North South <Bern>
25
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
24
Ekonomiska forskningsinstitutet <Stockholm>
23
Federal Planning Bureau, Government of Belgium
23
Université Paris-Dauphine
23
Agricultural and Applied Economics Association - AAEA
22
Human Development Report Office, United Nations Development Programme (UNDP)
21
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
48
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing in stochastic
volatility
models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
2
Power and bipower variation with stocjastic
volatility
and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
Saved in:
3
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
4
Pricing american options when the underlying stock price exhibits time-vaying
volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
Saved in:
5
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
6
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
7
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
8
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
9
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
10
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->