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:"Bayer, Christian"
~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
4
Stochastischer Prozess
4
Option pricing theory
3
Optionspreistheorie
3
European option pricing
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Volatility
2
Adaptive sparse grid quadrature
1
Black-Scholes model
1
Black-Scholes-Modell
1
Brownian bridge
1
Computational Finance
1
Distribution functions
1
Estimation theory
1
Fractional kernel
1
Greeks
1
Markov chain
1
Markov-Kette
1
Markovian approximation
1
Moderate deviations
1
Monte Carlo
1
Monte Carlo and Quasi Monte Carlo methods
1
Multivariate approximation and integration
1
Numerical smoothing
1
Option pricing
1
Quasi-Monte Carlo
1
Richardson extrapolation
1
Risk estimation
1
Rough stochastic volatility model
1
Rough volatility model
1
Schätztheorie
1
Small-time asymptotics
1
Sparse grids
1
Stochastic Collocation methods
1
Stochastic Volterra equation
1
Strong error
1
Time series analysis
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
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
Bayer, Christian
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
Alòs, Elisa
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
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Short-time near-the-money skew in rough fractional volatility models
Bayer, Christian
;
Friz, Peter K.
;
Gulisashvili, Archil
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 779-798
Persistent link: https://www.econbiz.de/10012194716
Saved in:
2
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
