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:"Decisions in economics and finance : a journal of applied mathematics"
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
The 4/2 stochastic volatility...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Benchmark approach
1
Benchmarking
1
Forex
1
Fourier inversion
1
Fractional Brownian motion
1
Intra-day data
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Realized variance
1
Rough volatility
1
Stochastic volatility
1
Theorie
1
Theory
1
Time series
1
Time series analysis
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Grasselli, Martino
2
Garcin, Matthieu
1
Gnoatto, Alessandro
1
Platen, Eckhard
1
Published in...
All
Decisions in economics and finance : a journal of applied mathematics
Journal of economic dynamics & control
7
Insurance / Mathematics & economics
5
Insurance: Mathematics and Economics
4
Papers / arXiv.org
4
ULB Institutional Repository
4
Journal of Economic Dynamics and Control
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
International journal of theoretical and applied finance
2
Journal of Banking & Finance
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Operations research letters
2
Review of derivatives research
2
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
2
Working paper series
2
Application of operations research to financial markets
1
Decisions in Economics and Finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Economic Notes
1
FIRN Research Paper
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Mathematical Finance
1
Mathematics of operations research
1
Quantitative Finance
1
Review of Derivatives Research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10013380525
Saved in:
2
Long versus short time scales : the rough dilemma and beyond
Garcin, Matthieu
;
Grasselli, Martino
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 257-278
Persistent link: https://www.econbiz.de/10013380566
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
