//--> //--> //-->
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:"CREATES Research Papers"
~isPartOf:"Economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~person:"Arismendi Zambrano, Juan Carlos"
~subject:"Volatilität"
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
An agent-based stochastic vola...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Black-Scholes model
1
Black-Scholes-Modell
1
Commodities
1
Commodity derivative
1
Commodity exchange
1
Corn
1
Erdgas
1
Estimation
1
Natural gas
1
Option pricing theory
1
Options pricing
1
Optionspreistheorie
1
Rohstoffderivat
1
Saisonale Schwankungen
1
Schätzung
1
Seasonal variations
1
Seasonality
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Volatility
1
Warenbörse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Arismendi Zambrano, Juan Carlos
Gupta, Rangan
2
Park, Beum-jo
2
Renò, Roberto
2
Andersen, Torben
1
Andreou, Panayiotis C.
1
Anghel, Dan Gabriel
1
Armstrong, Will J.
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Bali, Turan G.
1
Bandi, F. M.
1
Banerjee, Snehal
1
Barber, Brad M.
1
Batten, Jonathan A.
1
Behrendt, Simon
1
Borochin, Paul
1
Branger, Nicole
1
Bregantini, Daniele
1
Brini, Alessio
1
Broer, Tobias
1
Caraiani, Petre
1
Cardella, Laura
1
Cartea, Álvaro
1
Chaim, Pedro
1
Chan, Jennifer S. K.
1
Christou, Christina
1
Chuang, Wen-I
1
Collin-Dufresne, Pierre
1
Cordis, Adriana S.
1
Daigler, Robert T.
1
Daniel, Kent
1
Demirer, Rıza
1
Dimitrakopoulos, Stefanos
1
Dorn, Daniel
1
Doshi, Hitesh
1
Dupoyet, Brice
1
Duxbury, Darren
1
Eom, Young Ho
1
more ...
less ...
Published in...
All
CREATES Research Papers
Economics letters
Journal of banking & finance
Journal of financial economics
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->