//--> //--> //--> //-->
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:"Computational economics"
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
Local volatility models in com...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
119
Volatilität
119
Option pricing theory
107
Optionspreistheorie
107
Stochastic process
65
Stochastischer Prozess
65
Theorie
57
Theory
57
Black-Scholes model
31
Black-Scholes-Modell
31
Option trading
29
Optionsgeschäft
29
Time series analysis
27
Zeitreihenanalyse
27
ARCH model
25
ARCH-Modell
25
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Option pricing
23
Estimation
21
Forecasting model
20
Prognoseverfahren
20
Schätzung
20
Simulation
19
Derivat
16
Derivative
16
Statistical distribution
16
Statistische Verteilung
16
Experiment
15
Modellierung
15
Scientific modelling
15
Börsenkurs
13
Exchange rate
13
Share price
13
Wechselkurs
13
Capital income
12
Estimation theory
12
Kapitaleinkommen
12
Markov chain
12
Markov-Kette
12
more ...
less ...
Online availability
All
Undetermined
152
Free
17
Type of publication
All
Article
204
Type of publication (narrower categories)
All
Article in journal
204
Aufsatz in Zeitschrift
204
Language
All
English
204
Author
All
Kim, Junseok
5
Fabozzi, Frank J.
4
Li, Yong
4
Aghdam, Y. Esmaeelzade
3
Caporale, Guglielmo Maria
3
Jeong, Darae
3
Lee, Chaeyoung
3
Villani, Giovanni
3
Wang, Xiaoqun
3
Adl, A.
2
Ahmadian, D.
2
Bianchi, Michele Leonardo
2
Carr, Peter
2
Cerrato, Mario
2
Chen, Siyan
2
Ching, Wai Ki
2
Desiderio, Saul
2
Golbabai, A.
2
He, Xin-Jiang
2
Huh, Jeonggyu
2
Itkin, Andrey
2
Jang, Hanbyeol
2
Jang, Tae-Seok
2
Kalantari, R.
2
Khani, Ali
2
Kim, Jeong-Hoon
2
Kim, Sangkwon
2
Kim, See-Woo
2
Koffi, Rock Stephane
2
Kumar, Sumit
2
Kundu, Arindam
2
Lin, Sha
2
Ma, Yong-Ki
2
Mehrdoust, Farshid
2
Mesgarani, H.
2
Müller, Fernanda Maria
2
Ranjbar, Mojtaba
2
Righi, Marcelo Brutti
2
Shahmorad, S.
2
Siu, Tak Kuen
2
more ...
less ...
Published in...
All
Computational economics
Energy economics
847
Finance research letters
738
The journal of futures markets
705
NBER working paper series
624
Working paper / National Bureau of Economic Research, Inc.
580
International journal of theoretical and applied finance
565
Journal of banking & finance
555
NBER Working Paper
519
International review of financial analysis
486
Applied economics
470
Journal of econometrics
457
Economic modelling
431
International review of economics & finance : IREF
426
The North American journal of economics and finance : a journal of financial economics studies
385
Working paper
356
Applied economics letters
325
Economics letters
321
Research in international business and finance
320
Applied financial economics
318
Discussion paper / Centre for Economic Policy Research
313
Journal of empirical finance
307
Quantitative finance
301
Mathematical finance : an international journal of mathematics, statistics and financial theory
296
Applied mathematical finance
290
Journal of economic dynamics & control
274
Journal of international money and finance
271
The journal of computational finance
271
Discussion paper / Tinbergen Institute
270
Finance and stochastics
258
Journal of financial economics
253
Journal of international financial markets, institutions & money
253
The journal of derivatives : the official publication of the International Association of Financial Engineers
250
Journal of risk and financial management : JRFM
241
The European journal of finance
232
CESifo working papers
212
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
210
IMF working papers
201
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
201
European journal of operational research : EJOR
196
more ...
less ...
Source
All
ECONIS (ZBW)
204
Showing
1
-
10
of
204
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Calibrating the Italian smile with time-varying
volatility
and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
2
The dynamic
volatility
connectedness structure of energy futures and global financial markets : evidence from a novel time-frequency domain approach
Bagheri, Ehsan
;
Ebrahimi, Seyed Babak
;
Mohammadi, Arman
; …
- In:
Computational economics
59
(
2022
)
3
,
pp. 1087-1111
Persistent link: https://www.econbiz.de/10013169223
Saved in:
3
Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models
Itkin, Andrey
;
Carr, Peter
- In:
Computational economics
40
(
2012
)
1
,
pp. 63-104
Persistent link: https://www.econbiz.de/10009627499
Saved in:
4
Explanatory factors and causality in the dynamics of
volatility
surfaces implied from OTC Asian-Pacific currency options
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
Computational economics
41
(
2013
)
3
,
pp. 327-358
Persistent link: https://www.econbiz.de/10009711327
Saved in:
5
An efficient semi-analytical simulation for the Heston model
Sun, Xianming
;
Gan, Siqing
- In:
Computational economics
43
(
2014
)
4
,
pp. 433-445
Persistent link: https://www.econbiz.de/10010396258
Saved in:
6
Two-State
volatility
transition pricing and hedging of TXO options
Su, Ender
;
Lin, Feng-jeng
- In:
Computational economics
39
(
2012
)
3
,
pp. 259-287
Persistent link: https://www.econbiz.de/10009513153
Saved in:
7
Analytically pricing European options under a new two-factor Heston model with regime switching
Lin, Sha
;
He, Xin-Jiang
- In:
Computational economics
59
(
2022
)
3
,
pp. 1069-1085
Persistent link: https://www.econbiz.de/10013169219
Saved in:
8
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:
9
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:
10
About long-term cross-currency Bermuda swaption pricing
Erkan, Bünyamin
;
Prigent, Jean-Luc
- In:
Computational economics
56
(
2020
)
1
,
pp. 239-262
Persistent link: https://www.econbiz.de/10012272028
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...
//-->