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:"Quantitative finance"
~person:"Alòs, Elisa"
~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
Option pricing theory
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Conditional expectations
1
Decomposition formula
1
Erwartungsbildung
1
Expectation formation
1
Exponentiation
1
Lognormal fractional SABR model
1
Rough volatility
1
Small volatility of volatility approximation
1
Stochastic volatility
1
Target volatility option
1
more ...
less ...
Online availability
All
Undetermined
2
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
Alòs, Elisa
Escobar, Marcos
4
Gatheral, Jim
4
Felpel, Mike
3
Kienitz, Jörg
3
McWalter, Thomas A.
3
Radoičić, Radoš
3
Rosenbaum, Mathieu
3
Aguilar, Jean-Philippe
2
Bayer, Christian
2
Cheang, Gerald H. L.
2
Cheng, Yuyang
2
Forde, Martin
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
Gudkov, Nikolay
2
Guyon, Julien
2
Hainaut, Donatien
2
Horvath, Blanka Nora
2
Kim, Jeong-Hoon
2
Muguruza, Aitor
2
Pirjol, Dan
2
Schoutens, Wim
2
Smith, Benjamin
2
Sornette, Didier
2
Wehrli, Alexander
2
Wheatley, Spencer
2
Ziveyi, Jonathan
2
AbaOud, Mohammed A.
1
Abi Jaber, Eduardo
1
Agarwal, Ankush
1
Alfeus, Mesias
1
Asmussen, Søren
1
Auster, Johan
1
Azzone, Michele
1
Bacry, Emmanuel
1
Barletta, Andrea
1
Baschetti, Fabio
1
Baule, Rainer
1
Baviera, Roberto
1
more ...
less ...
Published in...
All
Quantitative finance
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
7
Applied mathematical finance
2
Finance and stochastics
2
International journal of theoretical and applied finance
2
Barcelona GSE working paper series : working paper
1
CARF working paper
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Target volatility option pricing in the lognormal fractional SABR model
Alòs, Elisa
;
Chatterjee, Rupak
;
Tudor, Sebastian F.
; …
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1339-1356
Persistent link: https://www.econbiz.de/10012194791
Saved in:
2
Exponentiation of conditional expectations under stochastic volatility
Alòs, Elisa
;
Gatheral, Jim
;
Radoičić, Radoš
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 13-27
Persistent link: https://www.econbiz.de/10012194851
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
