//--> //--> //-->
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:"Journal of risk"
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
Stochastic volatility model un...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic volatility
3
Stochastische Volatilität
3
Option trading
2
Optionsgeschäft
2
Aktienindex
1
Approximation method
1
Black-Scholes model
1
Black-Scholes-Modell
1
Cliquet option
1
Hedging
1
Iteratives Verfahren
1
Option pricing theory
1
Optionspreistheorie
1
South Korea
1
Stock index
1
Südkorea
1
Taylor rule
1
Taylor-Regel
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Kilin, Fiodar
1
Kim, Sol
1
Loring, Matthew
1
Nalholm, Morten
1
Pagliarani, Stefano
1
Pascucci, Andrea
1
Wystup, Uwe
1
more ...
less ...
Published in...
All
Journal of risk
International journal of theoretical and applied finance
22
Discussion paper / Tinbergen Institute
15
Tinbergen Institute Discussion Papers
12
The journal of futures markets
11
Journal of econometrics
9
Tinbergen Institute Discussion Paper
8
Physica A: Statistical Mechanics and its Applications
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Annals of the Institute of Statistical Mathematics
6
Department of Economics working paper
6
Econometric Institute research papers
6
IMF Working Papers
6
MPRA Paper
6
Economics Papers from University Paris Dauphine
5
Journal of mathematical finance
5
Statistics & Probability Letters
5
Working paper
5
CPQF Working Paper Series
4
Computational Statistics & Data Analysis
4
Computational economics
4
Discussion Paper
4
Discussion paper / Centre for Economic Policy Research
4
Finance and Stochastics
4
International Journal of Theoretical and Applied Finance (IJTAF)
4
International journal of financial engineering
4
Journal of Multivariate Analysis
4
Quantitative finance
4
Working Paper
4
Working Papers / Department of Economics, University of Waterloo
4
Applied Mathematical Finance
3
Federal Reserve Bank of Cleveland working paper series
3
Financial innovation : FIN
3
Journal of Risk and Financial Management
3
Journal of economic dynamics & control
3
Journal of risk and financial management : JRFM
3
Metrika
3
The journal of computational finance
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Annals of Economics and Finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Taylor series approach to pricing and implied volatility for local-stochastic volatility models
Loring, Matthew
;
Pagliarani, Stefano
;
Pascucci, Andrea
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 3-19
Persistent link: https://www.econbiz.de/10010476250
Saved in:
2
Numerical experiments on hedging cliquet options
Kilin, Fiodar
;
Nalholm, Morten
;
Wystup, Uwe
- In:
Journal of risk
17
(
2014/15
)
1
,
pp. 85-103
Persistent link: https://www.econbiz.de/10010476251
Saved in:
3
Are traders' rules useful for pricing options? : evidence from intraday data
Kim, Sol
- In:
Journal of risk
17
(
2014/15
)
1
,
pp. 63-84
Persistent link: https://www.econbiz.de/10010476252
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->