//--> //--> //-->
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:"Finance and stochastics"
~person:"Carr, Peter"
~person:"Ghysels, Eric"
~person:"Nielsen, Morten Ørregaard"
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
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
2
Volatilität
2
Börsenkurs
1
Corporate bond
1
Derivat
1
Derivative
1
Option pricing theory
1
Optionspreistheorie
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
Swap
1
Theorie
1
Theory
1
Unternehmensanleihe
1
more ...
less ...
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
Carr, Peter
Ghysels, Eric
Nielsen, Morten Ørregaard
Filipović, Damir
4
Fukasawa, Masaaki
4
Carmona, René
3
Fontana, Claudio
3
Fouque, Jean-Pierre
3
Leblanc, Boris
3
Yor, Marc
3
Alòs, Elisa
2
Andersen, Leif B. G.
2
Benth, Fred Espen
2
Björk, Tomas
2
Cuchiero, Christa
2
Eberlein, Ernst
2
Figueroa-López, José E.
2
Forde, Martin
2
Föllmer, Hans
2
Glasserman, Paul
2
Guyon, Julien
2
Jacquier, Antoine
2
Keller-Ressel, Martin
2
Krühner, Paul
2
Lee, Roger
2
Linetsky, Vadim
2
Muhle-Karbe, Johannes
2
Nadtochiy, Sergey
2
Nutz, Marcel
2
Scaillet, Olivier
2
Schweizer, Martin
2
Vargiolu, Tiziano
2
Zabczyk, Jerzy
2
Ólafsson, Sveinn
2
Aase Nielsen, Jørgen
1
Abi Jaber, Eduardo
1
Ackerer, Damien
1
Antonelli, Fabio
1
Arai, Takuji
1
Arrouy, Pierre-Edouard
1
Azencott, Robert
1
Babbs, Simon H.
1
more ...
less ...
Published in...
All
Finance and stochastics
Journal of econometrics
10
CIRANO Working Papers
9
Queen's Economics Department working paper
9
Queen's Economics Department Working Paper
8
Finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Journal of empirical finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
NYU Tandon Research Paper
3
Robert H. Smith School Research Paper
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
The review of economics and statistics
3
Applied mathematical finance
2
CREATES Research Papers
2
CREATES research paper
2
Computational economics
2
Discussion paper / Centre for Economic Policy Research
2
Finance research letters
2
International journal of theoretical and applied finance
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial economics
2
Research paper series / Swiss Finance Institute
2
Staff reports / Federal Reserve Bank of New York
2
The journal of derivatives : JOD
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of financial studies
2
Working Papers / Economics Department, Queen's University
2
Working paper / National Bureau of Economic Research, Inc.
2
AFA 2005 Philadelphia Meetings
1
Annual Review of Financial Economics
1
Annual review of financial economics
1
Baruch College Zicklin School of Business Research Paper
1
Bloomberg Portfolio Research Paper
1
CORE discussion paper : DP
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Discussion paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A jump to default extended CEV model : an application of Bessel processes
Carr, Peter
;
Linetsky, Vadim
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 303-330
Persistent link: https://www.econbiz.de/10003379774
Saved in:
2
Variance swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
;
Wu, Liuren
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10009544664
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->