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
~isPartOf:"Applied mathematical finance"
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
Fire sales, indirect contagion...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
1
Derivative
1
Implied volatility
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Simulation
1
Volatility
1
Volatilität
1
arbitrage
1
options markets
1
simulation
1
volatility index
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Cont, Rama
2
Bouchaud, Jean-Philippe
1
El-Karoui, Nicole
1
Potters, Marc
1
Sagna, Nicolas
1
Vuletić, Milena
1
Published in...
All
Applied mathematical finance
Papers / arXiv.org
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Working Papers / HAL
9
Science & Finance (CFM) working paper archive
8
Post-Print / HAL
6
Working Paper
5
Columbia University Center for Financial Engineering, Financial Engineering Report
4
International journal of theoretical and applied finance
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Quantitative Finance
4
Statistics & Risk Modeling
4
Working paper / Norges Bank
4
Finance
3
Finance and stochastics
3
Mathematical Finance
3
Quantitative finance
3
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
Financial stability review : FSR
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Journal of banking & finance
2
Risk : managing risk in the world's financial markets
2
The journal of computational finance
2
Applied Mathematical Finance
1
Bank of England Working Paper
1
Chapman & Hall/CRC financial mathematics series
1
Columbia University Financial Engineering Report
1
ESMA working paper
1
ESRB Occasional Paper Series
1
Economic Notes
1
Finance Research Group Working Papers
1
Finance and Stochastics
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
IMF Working Paper
1
IMF working papers
1
Journal of Financial Econometrics
1
Journal of Mathematical Economics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of mathematical economics
1
Journal of risk management in financial institutions
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
OLC EcoSci
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
PAPERS - Phenomenology of the interest rate curve
Bouchaud, Jean-Philippe
;
Sagna, Nicolas
;
Cont, Rama
; …
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 209
Persistent link: https://www.econbiz.de/10008218039
Saved in:
2
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
