//--> //--> //--> //-->
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
Quality issues of implied vola...
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
96
Theory
96
Derivat
67
Derivative
67
Option trading
55
Optionsgeschäft
55
Hedging
36
Black-Scholes model
33
Black-Scholes-Modell
33
Yield curve
26
Zinsstruktur
26
Portfolio selection
20
Portfolio-Management
20
Swap
19
CAPM
16
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
stochastic volatility
15
Credit risk
14
Experiment
14
Kreditrisiko
14
Risiko
12
Risk
12
Simulation
12
Interest rate derivative
11
Zinsderivat
11
Martingal
10
Martingale
10
Statistical distribution
10
Statistische Verteilung
10
Estimation
9
Schätzung
9
Anleihe
8
Bond
8
more ...
less ...
Online availability
All
Undetermined
85
Free
9
Type of publication
All
Article
290
Type of publication (narrower categories)
All
Article in journal
290
Aufsatz in Zeitschrift
290
Language
All
English
290
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
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
Jaimungal, Sebastian
2
more ...
less ...
Published in...
All
Applied mathematical finance
The journal of futures markets
807
Finance research letters
712
Energy economics
693
Journal of banking & finance
584
NBER working paper series
584
International journal of theoretical and applied finance
578
Working paper / National Bureau of Economic Research, Inc.
562
NBER Working Paper
484
International review of financial analysis
470
International review of economics & finance : IREF
427
Applied economics
423
Economic modelling
380
The North American journal of economics and finance : a journal of financial economics studies
380
Journal of econometrics
364
Applied financial economics
320
Mathematical finance : an international journal of mathematics, statistics and financial theory
304
Applied economics letters
303
Journal of financial economics
303
Research in international business and finance
303
Journal of empirical finance
302
Working paper
296
Quantitative finance
293
The journal of derivatives : the official publication of the International Association of Financial Engineers
284
Discussion paper / Centre for Economic Policy Research
281
Economics letters
276
The journal of computational finance
271
Finance and stochastics
267
Journal of economic dynamics & control
261
Journal of international financial markets, institutions & money
258
Journal of international money and finance
248
Journal of risk and financial management : JRFM
234
The European journal of finance
233
Discussion paper / Tinbergen Institute
230
The review of financial studies
228
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
210
Review of derivatives research
207
Pacific-Basin finance journal
206
The journal of finance : the journal of the American Finance Association
205
Computational economics
191
more ...
less ...
Source
All
ECONIS (ZBW)
290
Showing
1
-
10
of
290
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Regime-switching stochastic
volatility
model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
2
Asymptotics of barrier option pricing under the CEV process
Hu, Fannu
;
Knessl, Charles
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 261-300
Persistent link: https://www.econbiz.de/10008653258
Saved in:
3
Robust approximations for pricing Asian options and
volatility
swaps under stochastic
volatility
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 241-259
Persistent link: https://www.econbiz.de/10008653259
Saved in:
4
Forward variance dynamics : Bergomi's model revisited
Aly, Sidi Mohamed Ould
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 84-107
Persistent link: https://www.econbiz.de/10010351856
Saved in:
5
Saddlepoint approximation methods for pricing derivatives on discrete realized variance
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010351861
Saved in:
6
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:
7
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:
8
Pricing and hedging of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
Saved in:
9
Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
Saved in:
10
Asymptotic solutions for Australian options with low
volatility
Ting, Sai Hung Marten
;
Ewald, Christian-Oliver
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 595-613
Persistent link: https://www.econbiz.de/10010500870
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...
//-->