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"
~person:"Boyarchenko, Mitya"
~person:"Chevallier, Julien"
~person:"Gatheral, Jim"
~person:"Lux, Thomas"
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
Separation and Volatility of L...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
6
Volatilität
6
Option pricing theory
5
Optionspreistheorie
5
Option trading
3
Optionsgeschäft
3
Stochastic process
3
Stochastischer Prozess
3
Black-Scholes model
2
Black-Scholes-Modell
2
Carr's randomization
2
Estimation theory
2
Experiment
2
Schätztheorie
2
Wiener-Hopf factorization
2
CGMY model
1
Canadization
1
Financial market
1
Finanzmarkt
1
Implied volatility
1
KoBoL processes
1
Kou's model
1
Lévy process
1
Lévy processes
1
Market microstructure
1
Marktmikrostruktur
1
Most-likely-path
1
Normal Inverse Gaussian processes
1
Option pricing
1
Option pricing; barrier options
1
PADÉ approximant
1
Pólya approximation
1
Rough Heston model
1
Simulation
1
Speculation
1
Spekulation
1
Theorie
1
Theory
1
Variance Gamma processes
1
analytic method of lines
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Boyarchenko, Mitya
Chevallier, Julien
Gatheral, Jim
Lux, Thomas
Benth, Fred Espen
9
Brigo, Damiano
5
Takahashi, Akihiko
5
Pallavicini, Andrea
4
Rebonato, Riccardo
4
Chiarella, Carl
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Grzelak, Lech A.
3
Liu, Rui Hua
3
Oosterlee, Cornelis W.
3
Radoičić, Radoš
3
Schoutens, Wim
3
Stoep, Anthonie W. van der
3
Vives, Josep
3
Zubelli, Jorge P.
3
Ahlip, Rehez
2
Alòs, Elisa
2
Antonelli, Fabio
2
Avellaneda, Marco
2
Bianchi, Michele Leonardo
2
Carr, Peter
2
Cui, Zhenyu
2
Ekström, Erik
2
Elliott, Robert J.
2
Fabozzi, Frank J.
2
Fukasawa, Masaaki
2
Funahashi, Hideharu
2
Grasselli, Martino
2
Gulisashvili, Archil
2
Hok, Julien
2
Jacquier, Antoine
2
Kwok, Yue-Kuen
2
Levendorskij, Sergej Z.
2
Macrina, Andrea
2
McWalter, Thomas A.
2
Mercurio, Fabio
2
Merino, Raúl
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Economics Papers from University Paris Dauphine
12
Economics Bulletin
11
Economics working paper
11
Energy economics
10
Kiel working paper
9
Economics Working Paper
7
Open Access publications from Université Paris-Dauphine
6
Research in international business and finance
5
Economic modelling
4
Finmap working paper
4
Quantitative finance
4
Applied economics letters
3
Kiel Working Paper
3
Discussion paper / B
2
Discussion paper / Sonderforschungsbereich 303, "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
2
EconomiX Working Papers
2
Finance research letters
2
International review of financial analysis
2
Journal of forecasting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The energy journal
2
Volkswirtschaftliche Diskussionsbeiträge
2
Annals of finance
1
Applied economics
1
Applied financial economics
1
Bundesbank Series 1 Discussion Paper
1
Discussion Paper Series 1
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
EconomiX Working Paper
1
Economic Modelling
1
Economics letters
1
Energy Economics
1
FEEM Working Paper
1
Finance Research Letters
1
Finance and stochastics
1
Frankfurter volkswirtschaftliche Diskussionsbeiträge
1
Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
1
International journal of forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Rational approximation of the rough Heston solution
Gatheral, Jim
;
Radoičić, Radoš
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012019824
Saved in:
2
The heat-kernel most-likely-path approximation
Gatheral, Jim
;
Wang, Tai-Ho
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009541999
Saved in:
3
Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya
;
Innocentis, Marco de
;
Levendorskij, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
Saved in:
4
Double barrier options in regime-switching hyper-exponential jump-diffusion models
Boyarchenko, Mitya
;
Bojarčenko, Svetlana I.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
Saved in:
5
Volatility clustering in financial markets : a microsimulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10001526862
Saved in:
6
Tighter bounds for implied volatility
Gatheral, Jim
;
Matić, Ivan
;
Radoičić, Radoš
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011733970
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
