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~isPartOf:"Annals of finance"
~isPartOf:"Quantitative finance"
~subject:"Konferenz"
~subject:"Volatilität"
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Konferenz
Volatilität
Stochastic process
236
Stochastischer Prozess
236
Option pricing theory
130
Optionspreistheorie
130
Volatility
120
Theorie
87
Theory
87
Portfolio selection
55
Portfolio-Management
55
Stochastic volatility
37
Option trading
30
Optionsgeschäft
30
Derivat
29
Derivative
29
CAPM
25
Markov chain
20
Markov-Kette
20
Option pricing
20
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19
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19
Hedging
18
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Mathematical programming
16
Mathematische Optimierung
16
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Monte Carlo simulation
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Monte-Carlo-Simulation
15
Time series analysis
14
Zeitreihenanalyse
14
Analysis
13
Mathematical analysis
13
Rough volatility
13
Statistical distribution
13
Statistische Verteilung
13
Estimation theory
11
Fractional Brownian motion
11
Neural networks
11
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119
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120
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120
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1
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English
120
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Escobar, Marcos
5
Viens, Frederi G.
5
Gatheral, Jim
4
Hainaut, Donatien
4
Rosenbaum, Mathieu
4
Chronopoulou, Alexandra
3
Felpel, Mike
3
Kienitz, Jörg
3
McWalter, Thomas A.
3
Radoičić, Radoš
3
Schoutens, Wim
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Bayer, Christian
2
Cheang, Gerald H. L.
2
Cheng, Yuyang
2
Forde, Martin
2
Fouque, Jean-Pierre
2
Friz, Peter K.
2
Funahashi, Hideharu
2
Garces, Len Patrick Dominic M.
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
Horvath, Blanka Nora
2
Kim, Jeong-Hoon
2
Muguruza, Aitor
2
Pirjol, Dan
2
SenGupta, Indranil
2
Smith, Benjamin
2
Sornette, Didier
2
Wehrli, Alexander
2
Wheatley, Spencer
2
Ziveyi, Jonathan
2
AbaOud, Mohammed A.
1
Abi Jaber, Eduardo
1
Agarwal, Ankush
1
Alfeus, Mesias
1
Asmussen, Søren
1
Auster, Johan
1
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Annals of finance
Quantitative finance
International journal of theoretical and applied finance
135
Journal of econometrics
104
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Discussion paper / Tinbergen Institute
56
Computational economics
50
The journal of computational finance
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Finance and stochastics
47
Journal of economic dynamics & control
47
Econometric reviews
44
European journal of operational research : EJOR
39
Finance research letters
39
Journal of mathematical finance
38
Working paper
37
Journal of banking & finance
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Journal of empirical finance
31
The journal of futures markets
31
Wirtschaftswissenschaft
31
Energy economics
30
Research paper series / Swiss Finance Institute
30
Risks : open access journal
30
Economics letters
27
The North American journal of economics and finance : a journal of financial economics studies
26
CAMA working paper series
24
Review of derivatives research
24
Journal of risk and financial management : JRFM
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Applied economics
21
Economic modelling
21
NBER working paper series
21
Review of Pacific Basin financial markets and policies
19
Econometrics : open access journal
18
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ECONIS (ZBW)
120
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1
A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets
Li, Xun
;
Wu, Zhenyu
- In:
Annals of finance
2
(
2006
)
2
,
pp. 179-205
Persistent link: https://www.econbiz.de/10003282234
Saved in:
2
Does knowing the volatility states affect the market risk premium?
Bae, Jinho
- In:
Annals of finance
7
(
2011
)
1
,
pp. 83-94
Persistent link: https://www.econbiz.de/10008840222
Saved in:
3
Testing the local volatility assumption : a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
- In:
Annals of finance
8
(
2012
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10009510584
Saved in:
4
Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility
Kim, Ha Young
;
Viens, Frederi G.
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 405-425
Persistent link: https://www.econbiz.de/10009548076
Saved in:
5
Estimation and pricing under long-memory stochastic volatility
Chronopoulou, Alexandra
;
Viens, Frederi G.
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 379-403
Persistent link: https://www.econbiz.de/10009548079
Saved in:
6
Affine fractional stochastic volatility models
Comte, Fabienne
;
Coutin, Laure
;
Renault, Eric
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 337-378
Persistent link: https://www.econbiz.de/10009548082
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7
Statistical estimation of Lévy-type stochastic volatility models
Figueroa-López, José E.
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 309-335
Persistent link: https://www.econbiz.de/10009548084
Saved in:
8
Level changes in volatility models
Craioveanu, Mihaela
;
Hillebrand, Eric
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 277-308
Persistent link: https://www.econbiz.de/10009548088
Saved in:
9
Stochastic volatility and stochastic leverage
Veraart, Almut E. D.
;
Veraart, Luitgard
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 205-233
Persistent link: https://www.econbiz.de/10009548093
Saved in:
10
Option pricing under a stressed-beta model
Fouque, Jean-Pierre
;
Tashman, Adam P.
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 183-203
Persistent link: https://www.econbiz.de/10009548095
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