//--> //--> //--> //-->
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:"Economic modelling"
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
Pricing swing options with reg...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
80
Markov-Kette
80
Option pricing theory
49
Optionspreistheorie
49
Volatility
36
Volatilität
36
Theorie
32
Theory
32
Estimation
31
Schätzung
31
Stochastic process
26
Stochastischer Prozess
26
Option trading
16
Optionsgeschäft
16
Time series analysis
16
Zeitreihenanalyse
16
Business cycle
14
Konjunktur
14
ARCH model
13
ARCH-Modell
13
Börsenkurs
12
Capital income
12
Kapitaleinkommen
12
Share price
12
USA
10
United States
10
Derivat
9
Derivative
9
Portfolio selection
9
Portfolio-Management
9
Aktienmarkt
8
Bayes-Statistik
8
Bayesian inference
8
Forecasting model
8
Geldpolitik
8
Markov switching
8
Monetary policy
8
Prognoseverfahren
8
Stock market
8
Welt
8
more ...
less ...
Online availability
All
Undetermined
48
Type of publication
All
Article
127
Type of publication (narrower categories)
All
Article in journal
127
Aufsatz in Zeitschrift
127
Conference paper
2
Konferenzbeitrag
2
Language
All
English
127
Author
All
Siu, Tak Kuen
5
Chen, Shyh-Wei
4
Dufrénot, Gilles
4
Shen, Chung-hua
4
Shen, Yang
4
Li, Hongyi
3
Agnello, Luca
2
Bilgili, Faik
2
Chang, Chuen-ping
2
Doğan, İbrahim
2
Fan, Kun
2
Feng, Yun
2
Goutte, Stéphane
2
Lin, Shih-kuei
2
Sousa, Ricardo M.
2
Wang, Rongming
2
Wu, Chongfeng
2
Xu, Weidong
2
Zhang, Wei-guo
2
Abdallah, Oussama
1
Akram, Qaisar Farooq
1
Aye, Goodness C.
1
Bai, Manying
1
Balcilar, Mehmet
1
Balcombe, Kelvin G.
1
Bao Hoang Nguyen
1
Bec, Frédérique
1
Bejaoui, Azza
1
Ben-Ameur, Hatem
1
BenSaïda, Ahmed
1
Beyaert, Arielle
1
Bhar, Ramprasad
1
Boroumand, Raphaël Homayoun
1
Bouabdallah, Othman
1
Brini, Alessio
1
Brooks, Chris
1
Bucci, Alberto
1
Bucci, Andrea
1
Camões, Francisco
1
Carbonari, Lorenzo
1
more ...
less ...
Published in...
All
Economic modelling
International journal of theoretical and applied finance
536
European journal of operational research : EJOR
336
Mathematical finance : an international journal of mathematics, statistics and financial theory
294
The journal of futures markets
288
Applied mathematical finance
269
The journal of computational finance
267
Finance and stochastics
251
Journal of banking & finance
241
Quantitative finance
227
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of economic dynamics & control
200
Insurance / Mathematics & economics
187
Journal of econometrics
184
Review of derivatives research
183
Finance research letters
149
Computational economics
146
Risks : open access journal
134
Journal of mathematical finance
125
International journal of financial engineering
123
Operations research letters
117
Discussion paper / Tinbergen Institute
110
Energy economics
109
The North American journal of economics and finance : a journal of financial economics studies
107
Mathematical methods of operations research
106
Mathematics of operations research
101
The European journal of finance
101
Applied economics
95
Asia-Pacific financial markets
94
Economics letters
94
Research paper series / Swiss Finance Institute
94
Working paper
91
Working paper / National Bureau of Economic Research, Inc.
87
Journal of financial economics
83
NBER working paper series
83
International review of financial analysis
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Management science : journal of the Institute for Operations Research and the Management Sciences
78
Operations research
78
International journal of production research
76
more ...
less ...
Source
All
ECONIS (ZBW)
127
Showing
1
-
10
of
127
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What determines volatility smile in China?
Li, Pengshi
;
Xian, Aichuan
;
Lin, Yan
- In:
Economic modelling
96
(
2021
),
pp. 326-335
Persistent link: https://www.econbiz.de/10012745422
Saved in:
2
Applying the Model Order Reduction method to a European option pricing model
Lin, Shao-bin
;
Chen, Chun-Da
- In:
Economic modelling
33
(
2013
),
pp. 533-536
Persistent link: https://www.econbiz.de/10010193332
Saved in:
3
An improved framework for approximating option prices with application to option portfolio hedging
Mozumder, Sharif
;
Dempsey, Michael
;
Kabir, M. Humayun
; …
- In:
Economic modelling
59
(
2016
),
pp. 285-296
Persistent link: https://www.econbiz.de/10011647843
Saved in:
4
A fractal version of the Hull-White interest rate model
Hainaut, Donatien
- In:
Economic modelling
31
(
2013
),
pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
Saved in:
5
Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
30
(
2013
),
pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
Saved in:
6
Comovement of Chinese provincial business cycles
Gatfaoui, Jamel
;
Girardin, Eric
- In:
Economic modelling
44
(
2015
),
pp. 294-306
Persistent link: https://www.econbiz.de/10011326223
Saved in:
7
A Markov regime-switching model for the semiconductor industry cycles
Liu, Wen-Hsien
;
Chyi, Yih-luan
- In:
Economic modelling
23
(
2006
)
4
,
pp. 569-578
Persistent link: https://www.econbiz.de/10003353903
Saved in:
8
Econometric modelling of slack and tight labour markets
Akram, Qaisar Farooq
;
Nymoen, Ragnar
- In:
Economic modelling
23
(
2006
)
4
,
pp. 579-596
Persistent link: https://www.econbiz.de/10003353905
Saved in:
9
Why use Markov-switching models in exchange rate prediction?
Lee, Hsiu-yun
;
Chen, Show-lin
- In:
Economic modelling
23
(
2006
)
4
,
pp. 662-668
Persistent link: https://www.econbiz.de/10003353917
Saved in:
10
Can the identification puzzle of Taiwan's turning points after 1990 be solved?
Chen, Shyh-Wei
;
Shen, Chung-hua
- In:
Economic modelling
23
(
2006
)
1
,
pp. 174-195
Persistent link: https://www.econbiz.de/10003276365
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...
//-->