Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computational economics"
~subject:"Aufsatzsammlung"
~subject:"Landwirtschaft"
~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
Recent results in stochastic p...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Aufsatzsammlung
Landwirtschaft
Volatilität
Stochastic process
140
Stochastischer Prozess
140
Option pricing theory
62
Optionspreistheorie
62
Theorie
49
Theory
49
Volatility
49
Time series analysis
22
Zeitreihenanalyse
22
Option trading
21
Optionsgeschäft
21
Mathematical programming
20
Mathematische Optimierung
20
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Black-Scholes model
17
Black-Scholes-Modell
17
Estimation theory
16
Portfolio selection
16
Portfolio-Management
16
Schätztheorie
16
Derivat
15
Derivative
15
ARCH model
13
ARCH-Modell
13
Simulation
13
Markov chain
12
Markov-Kette
12
Estimation
11
Schätzung
11
Statistical distribution
11
Statistische Verteilung
11
Stochastic volatility
11
Control theory
10
Kontrolltheorie
10
Algorithm
9
Algorithmus
9
Option pricing
9
Bayes-Statistik
8
more ...
less ...
Online availability
All
Undetermined
41
Free
4
Type of publication
All
Article
50
Type of publication (narrower categories)
All
Article in journal
50
Aufsatz in Zeitschrift
50
Language
All
English
50
Author
All
Li, Yong
3
Carr, Peter
2
He, Xin-Jiang
2
Huh, Jeonggyu
2
Itkin, Andrey
2
Kim, Jeong-Hoon
2
Kim, See-Woo
2
Lin, Sha
2
Ma, Yong-Ki
2
Abanto-Valle, Carlos A.
1
Aksoy, Ümit
1
Aydoğan, Burcu
1
Babaei, A.
1
Banihashemi, S.
1
Belhachemi, Rachid
1
Belkacem, Lotfi
1
Bianchi, Michele Leonardo
1
Boubaker, Heni
1
Casas, Isabel
1
Castro Cepero, Luis M.
1
Ceffer, Attila
1
Chen, Yi-Ting
1
Chen, Zhong-Tian
1
Chen, Zhu-ming
1
Chib, Siddhartha
1
Ching, Wai Ki
1
Choudhry, Taufiq
1
Davison, Matt
1
Dempsey, Michael
1
Drakonakis, Emmanouil
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Fan, Pengying
1
Fang, Shaomei
1
Fereshtian, Ali
1
Franke, Reiner
1
Ftiti, Zied
1
Fuh, Cheng-Der
1
Gan, Siqing
1
Garrafa-Aragón, Hernán B.
1
more ...
less ...
Published in...
All
Computational economics
International journal of theoretical and applied finance
143
Journal of econometrics
119
Quantitative finance
106
Applied mathematical finance
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Discussion paper / Tinbergen Institute
60
Finance and stochastics
58
The journal of computational finance
56
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
Finance research letters
48
Journal of economic dynamics & control
46
Econometric reviews
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
European journal of operational research : EJOR
40
Journal of banking & finance
39
Journal of mathematical finance
37
Annals of finance
36
Economics letters
35
Energy economics
34
Insurance / Mathematics & economics
33
International journal of financial engineering
33
The journal of futures markets
33
Working paper
33
Journal of empirical finance
32
Research paper series / Swiss Finance Institute
32
Risks : open access journal
31
The North American journal of economics and finance : a journal of financial economics studies
31
Review of derivatives research
27
Applied economics
25
CAMA working paper series
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
23
CREATES research paper
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Econometrics : open access journal
21
Economic modelling
21
Journal of risk and financial management : JRFM
21
Swiss Finance Institute Research Paper
20
International journal of forecasting
18
Journal of financial econometrics
18
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
2
Static hedges of barrier options under fast mean-reverting stochastic volatility
Huh, Jeonggyu
;
Jeon, Jaegi
;
Ma, Yong-Ki
- In:
Computational economics
55
(
2020
)
1
,
pp. 185-210
Persistent link: https://www.econbiz.de/10012222596
Saved in:
3
A testing procedure for constant parameters in stochastic volatility models
Hoyo, Juan del
;
Llorente, Guillermo
;
Rivero, Carlos
- In:
Computational economics
56
(
2020
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10012272023
Saved in:
4
Pricing vulnerable options with stochastic volatility and stochastic interest rate
Ma, Chaoqun
;
Yue, Shengjie
;
Wu, Hui
;
Ma, Yong
- In:
Computational economics
56
(
2020
)
2
,
pp. 391-429
Persistent link: https://www.econbiz.de/10012272041
Saved in:
5
An analytic approximation for valuation of the American option under the Heston model in two regimes
Jeon, Junkee
;
Huh, Jeonggyu
;
Park, Kyunghyun
- In:
Computational economics
56
(
2020
)
2
,
pp. 499-528
Persistent link: https://www.econbiz.de/10012272044
Saved in:
6
Optimal filter approximations for latent long memory stochastic volatility
Yap, Grace Lee Ching
- In:
Computational economics
56
(
2020
)
2
,
pp. 547-568
Persistent link: https://www.econbiz.de/10012272047
Saved in:
7
Accelerating FHS option pricing under linear GARCH
Xie, Haibin
;
Wu, Xinyu
;
Fan, Pengying
- In:
Computational economics
58
(
2021
)
2
,
pp. 395-411
Persistent link: https://www.econbiz.de/10012615025
Saved in:
8
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
9
Forecasting inflation uncertainty in the United States and Euro area
Ftiti, Zied
;
Jawadi, Fredj
- In:
Computational economics
54
(
2019
)
1
,
pp. 455-476
Persistent link: https://www.econbiz.de/10012134205
Saved in:
10
Jump detection and noise separation by a singular wavelet method for predictive analytics of high-frequency data
Chen, Yi-Ting
;
Lai, Wan-Ni
;
Sun, Edward W.
- In:
Computational economics
54
(
2019
)
2
,
pp. 809-844
Persistent link: https://www.econbiz.de/10012134380
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
