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:"Bundesbank Series 1 Discussion Paper"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Chevallier, Julien"
~person:"Lux, Thomas"
~person:"Schoutens, Wim"
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
Separation and Volatility of L...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
5
Volatilität
5
Theorie
3
Theory
3
Option pricing theory
2
Optionspreistheorie
2
Call spread
1
Devisenmarkt
1
Exchange rate
1
Financial market
1
Finanzmarkt
1
Foreign exchange market
1
Hedging
1
Heuristics
1
Heuristik
1
Learning process
1
Lernprozess
1
Market microstructure
1
Marktmikrostruktur
1
Monetary approach to exchange rates
1
Monetäre Wechselkurstheorie
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option trading
1
Optionsgeschäft
1
Overlapping Generations
1
Overlapping generations
1
Sato process
1
Simulation
1
Speculation
1
Spekulation
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
Two-country model
1
USA
1
United States
1
Wechselkurs
1
Zeitreihenanalyse
1
Zwei-Länder-Modell
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
4
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
5
Author
All
Chevallier, Julien
Lux, Thomas
Schoutens, Wim
Benth, Fred Espen
9
Brigo, Damiano
5
Takahashi, Akihiko
5
Pallavicini, Andrea
4
Rebonato, Riccardo
4
Buch, Claudia M.
3
Chiarella, Carl
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Liu, Rui Hua
3
Oosterlee, Cornelis W.
3
Radoičić, Radoš
3
Stoep, Anthonie W. van der
3
Vives, Josep
3
Zubelli, Jorge P.
3
Ahlip, Rehez
2
Alòs, Elisa
2
Antonelli, Fabio
2
Avellaneda, Marco
2
Bianchi, Michele Leonardo
2
Boyarchenko, Mitya
2
Carr, Peter
2
Cui, Zhenyu
2
Döpke, Jörg
2
Ekström, Erik
2
Elliott, Robert J.
2
Fabozzi, Frank J.
2
Fukasawa, Masaaki
2
Funahashi, Hideharu
2
Grasselli, Martino
2
Gulisashvili, Archil
2
Hok, Julien
2
Jacquier, Antoine
2
Kwok, Yue-Kuen
2
Levendorskij, Sergej Z.
2
Macrina, Andrea
2
more ...
less ...
Published in...
All
Bundesbank Series 1 Discussion Paper
International journal of theoretical and applied finance
Economics Papers from University Paris Dauphine
12
Economics Bulletin
11
Economics working paper
11
Energy economics
10
Kiel working paper
9
Economics Working Paper
7
Open Access publications from Université Paris-Dauphine
6
Research in international business and finance
5
Economic modelling
4
Finmap working paper
4
Annals of finance
3
Applied economics letters
3
Kiel Working Paper
3
Discussion paper / B
2
Discussion paper / Sonderforschungsbereich 303, "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
2
EconomiX Working Papers
2
Finance research letters
2
International journal of financial engineering
2
International review of financial analysis
2
Journal of forecasting
2
Journal of risk and financial management : JRFM
2
Quantitative finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The energy journal
2
Volkswirtschaftliche Diskussionsbeiträge
2
Applied economics
1
Applied financial economics
1
Discussion Paper Series 1
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
EconomiX Working Paper
1
Economic Modelling
1
Economics letters
1
Energy Economics
1
FEEM Working Paper
1
Finance Research Letters
1
Frankfurter volkswirtschaftliche Diskussionsbeiträge
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Two processes for two prices
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010363955
Saved in:
2
Hedging under the Heston model with jump-to-default
Carr, Peter
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
11
(
2008
)
4
,
pp. 403-414
Persistent link: https://www.econbiz.de/10003746726
Saved in:
3
The pricing of exotic options by Monte-Carlo simulations in a Lèvy market with stochastic volatility
Schoutens, Wim
;
Symens, Stijn
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 839-864
Persistent link: https://www.econbiz.de/10001862172
Saved in:
4
Volatility clustering in financial markets : a microsimulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10001526862
Saved in:
5
Genetic Learning as an Explanation of Stylized Facts of Foreign Exchange Markets
Lux, Thomas
-
2016
Persistent link: https://www.econbiz.de/10012991383
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
