//--> //--> //--> //-->
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
Deep local volatility
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
244
Optionspreistheorie
244
Volatility
117
Volatilität
117
Stochastic process
103
Stochastischer Prozess
103
Theorie
100
Theory
100
Derivat
68
Derivative
68
Option trading
53
Optionsgeschäft
53
Black-Scholes model
39
Black-Scholes-Modell
39
Hedging
37
Yield curve
26
Zinsstruktur
26
Portfolio selection
21
Portfolio-Management
21
Swap
19
CAPM
16
Experiment
15
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
stochastic volatility
15
Credit risk
14
Kreditrisiko
14
Risiko
14
Risk
14
Interest rate derivative
12
Simulation
12
Zinsderivat
12
Martingal
11
Martingale
11
Statistical distribution
10
Statistische Verteilung
10
Estimation
9
Schätzung
9
Incomplete market
8
Lévy processes
8
more ...
less ...
Online availability
All
Undetermined
85
Free
9
Type of publication
All
Article
295
Type of publication (narrower categories)
All
Article in journal
295
Aufsatz in Zeitschrift
295
Language
All
English
295
Author
All
Sircar, Kaushik Ronnie
7
Eberlein, Ernst
6
Avellaneda, Marco
5
Benth, Fred Espen
5
Chiarella, Carl
4
Howison, Sam
4
Kwok, Yue-Kuen
4
Sabino, Piergiacomo
4
Zagst, Rudi
4
Ahn, Hyungsok
3
Atkinson, Colin
3
Baldeaux, Jan
3
Bermin, Hans-Peter
3
Cohen, Samuel N.
3
Elliott, Robert J.
3
Escobar, Marcos
3
Fouque, Jean-Pierre
3
Glau, Kathrin
3
Madan, Dilip B.
3
Oosterlee, Cornelis Willebrordus
3
Reisinger, Christoph
3
Siu, Tak Kuen
3
Wang, Sheng
3
Zheng, Wendong
3
Alexander, Carol
2
Alòs, Elisa
2
Baptiste, Julien
2
Buchen, Peter W.
2
Carr, Peter
2
Cheang, Gerald H. L.
2
Cherubini, Umberto
2
Chesney, Marc
2
Dang, Duy Minh
2
Ericsson, Jan
2
Forde, Martin
2
Forsyth, Peter A.
2
Gardini, Matteo
2
Götz, Barbara
2
Jackson, Kenneth R.
2
Jacquier, Antoine
2
more ...
less ...
Published in...
All
Applied mathematical finance
Journal of economic behavior & organization : JEBO
1,514
NBER working paper series
1,127
Discussion paper series / IZA
1,052
Working paper / National Bureau of Economic Research, Inc.
919
NBER Working Paper
906
CESifo working papers
880
Energy economics
761
Finance research letters
731
Economics letters
697
Experimental economics : a journal of the Economic Science Association
654
Games and economic behavior
596
International journal of theoretical and applied finance
582
IZA Discussion Paper
579
Working paper
576
Journal of behavioral and experimental economics
568
Discussion paper / Tinbergen Institute
567
The journal of futures markets
553
Journal of banking & finance
551
Management science : journal of the Institute for Operations Research and the Management Sciences
527
Applied economics
511
Journal of economic psychology : research in economic psychology and behavioral economics
498
Discussion paper / Centre for Economic Policy Research
470
International review of financial analysis
463
Applied economics letters
444
IZA Discussion Papers
433
Discussion paper
407
International review of economics & finance : IREF
404
Economic modelling
400
Journal of econometrics
399
CESifo Working Paper
379
The North American journal of economics and finance : a journal of financial economics studies
375
Journal of economic dynamics & control
359
European economic review : EER
352
CESifo Working Paper Series
331
Mathematical finance : an international journal of mathematics, statistics and financial theory
315
Research in international business and finance
314
Quantitative finance
312
Applied financial economics
302
Journal of empirical finance
293
more ...
less ...
Source
All
ECONIS (ZBW)
295
Showing
1
-
10
of
295
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On a neural network to extract implied information from american options
Liu, Shuaiqiang
;
Leitao, Álvaro
;
Borovykh, Anastasia
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 449-475
Persistent link: https://www.econbiz.de/10013411712
Saved in:
2
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
3
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
Saved in:
4
Variational solutions of the pricing PIDEs for European options in Lévy models
Eberlein, Ernst
;
Glau, Kathrin
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 417-450
Persistent link: https://www.econbiz.de/10010500880
Saved in:
5
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
6
Third-order short-time expansions for close-to-the-money option prices under the CGMY model
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 547-574
Persistent link: https://www.econbiz.de/10011815299
Saved in:
7
Short-time asymptotics for non-self-similar stochastic
volatility
models
Giorgio, Giacomo
;
Pacchiarotti, Barbara
;
Pigato, Paolo
- In:
Applied mathematical finance
30
(
2023
)
3
,
pp. 123-152
Persistent link: https://www.econbiz.de/10015051230
Saved in:
8
Stochastic
volatility
: option pricing using a multinomial recombining tree
Florescu, Ionuţ
;
Viens, Frederi G.
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 151-181
Persistent link: https://www.econbiz.de/10003751159
Saved in:
9
Combinatorial implications of nonlinear uncertain
volatility
models : the case of barrier options
Avellaneda, Marco
;
Buff, Robert
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001449223
Saved in:
10
Short maturity forward start Asian options in local
volatility
models
Pirjol, Dan
;
Wang, Jing
;
Zhu, Lingjiong
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 187-221
Persistent link: https://www.econbiz.de/10012210271
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...
//-->