//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~isPartOf:"Quantitative finance"
~subject:"Konferenz"
~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
Konferenz
Volatilität
Stochastic process
491
Stochastischer Prozess
491
Option pricing theory
311
Optionspreistheorie
311
Volatility
224
Theorie
170
Theory
170
Portfolio selection
90
Portfolio-Management
90
Derivat
79
Derivative
79
Option trading
51
Optionsgeschäft
51
Stochastic volatility
46
Hedging
41
Experiment
36
Markov chain
34
Markov-Kette
34
Yield curve
33
Zinsstruktur
33
CAPM
32
Statistical distribution
32
Statistische Verteilung
32
Black-Scholes model
31
Black-Scholes-Modell
31
Credit risk
28
Kreditrisiko
28
Monte Carlo simulation
26
Monte-Carlo-Simulation
26
Mathematical programming
25
Mathematische Optimierung
25
stochastic volatility
24
Analysis
23
Mathematical analysis
23
Option pricing
23
Börsenkurs
22
Share price
22
Control theory
20
Kontrolltheorie
20
more ...
less ...
Online availability
All
Undetermined
134
Free
7
Type of publication
All
Article
224
Type of publication (narrower categories)
All
Article in journal
224
Aufsatz in Zeitschrift
224
Conference paper
4
Konferenzbeitrag
4
Language
All
English
224
Author
All
Escobar, Marcos
5
Forde, Martin
5
Gatheral, Jim
5
Alòs, Elisa
4
Radoičić, Radoš
4
Takahashi, Akihiko
4
Aguilar, Jean-Philippe
3
Benth, Fred Espen
3
Cui, Zhenyu
3
Felpel, Mike
3
Fouque, Jean-Pierre
3
Funahashi, Hideharu
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Liu, Rui Hua
3
McWalter, Thomas A.
3
Rosenbaum, Mathieu
3
Schoutens, Wim
3
Vives, Josep
3
Ahlip, Rehez
2
Antonelli, Fabio
2
Bayer, Christian
2
Bianchi, Michele Leonardo
2
Bormetti, Giacomo
2
Boyarchenko, Mitya
2
Carr, Peter
2
Cheang, Gerald H. L.
2
Cheng, Yuyang
2
Chiarella, Carl
2
De Marco, Stefano
2
Fabozzi, Frank J.
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
Grzelak, Lech A.
2
Gudkov, Nikolay
2
Guyon, Julien
2
Hainaut, Donatien
2
Horvath, Blanka Nora
2
Kim, Jeong-Hoon
2
Kwok, Yue-Kuen
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Quantitative finance
Journal of econometrics
104
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Discussion paper / Tinbergen Institute
56
Computational economics
50
The journal of computational finance
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Finance and stochastics
47
Journal of economic dynamics & control
47
Econometric reviews
44
European journal of operational research : EJOR
39
Finance research letters
39
Journal of mathematical finance
38
Working paper
37
Journal of banking & finance
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Annals of finance
31
Journal of empirical finance
31
The journal of futures markets
31
Wirtschaftswissenschaft
31
Energy economics
30
Research paper series / Swiss Finance Institute
30
Risks : open access journal
30
Economics letters
27
The North American journal of economics and finance : a journal of financial economics studies
26
CAMA working paper series
24
Review of derivatives research
24
Journal of risk and financial management : JRFM
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Applied economics
21
Economic modelling
21
NBER working paper series
21
Review of Pacific Basin financial markets and policies
19
Econometrics : open access journal
18
more ...
less ...
Source
All
ECONIS (ZBW)
224
Showing
1
-
10
of
224
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sensitivity analysis and density estimation for the Hobson-Rogers stochastic volatility model
Kawai, Reiichiro
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 283-295
Persistent link: https://www.econbiz.de/10003867401
Saved in:
2
Modern logarithms for the Heston model
Fahrner, Ingo
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10003415501
Saved in:
3
Componentwise splitting methods for pricing American options under stochastic volatility
Ikonen, Samuli
;
Toivanen, Jari
- In:
International journal of theoretical and applied finance
10
(
2007
)
2
,
pp. 331-361
Persistent link: https://www.econbiz.de/10003441984
Saved in:
4
Small-time asymptotics for implied volitility under the Heston model
Forde, Martin
;
Jacquier, Antoine
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 861-876
Persistent link: https://www.econbiz.de/10003911247
Saved in:
5
A stochastic volatility model for risk-reversals in foreign exchange
Albanese, Claudio
;
Mijatovi´c, Aleksandar
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 877-899
Persistent link: https://www.econbiz.de/10003911250
Saved in:
6
Probability distribution and option pricing for drawdown in a stochastic volatility environment
Yamamoto, Kyo
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008860388
Saved in:
7
Electricity prices : a nonparametric approach
Pirino, Davide
;
Renò, Roberto
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 285-299
Persistent link: https://www.econbiz.de/10008860393
Saved in:
8
Efficient, almost exact simulation of the heston stochastic volatility model
van Haastrecht, Alexander
;
Pelsser, Antoon André Jean
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10008860425
Saved in:
9
Computation of volatility in stochastic volatility models with high frequency data
Barucci, Emilio
;
Mancino, Maria Elvira
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 767-787
Persistent link: https://www.econbiz.de/10008904328
Saved in:
10
Regime-switching recombining tree for option pricing
Liu, Rui Hua
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 479-499
Persistent link: https://www.econbiz.de/10008904355
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...
//-->