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~subject:"Konferenz"
~subject:"Statistische Verteilung"
~subject:"Volatilität"
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Konferenz
Statistische Verteilung
Volatilität
Stochastic process
167
Stochastischer Prozess
167
Option pricing theory
103
Optionspreistheorie
103
Volatility
89
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54
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54
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36
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Escobar, Marcos
4
Gatheral, Jim
4
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Kienitz, Jörg
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3
Radoičić, Radoš
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Kim, Jeong-Hoon
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Madan, Dilip B.
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Quantitative finance
International journal of theoretical and applied finance
145
Journal of econometrics
118
Applied mathematical finance
67
Discussion paper / Tinbergen Institute
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Computational economics
54
Insurance / Mathematics & economics
51
The journal of computational finance
51
Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Finance and stochastics
48
European journal of operational research : EJOR
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Wirtschaftswissenschaft
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Review of derivatives research
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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NBER working paper series
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ECONIS (ZBW)
94
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1
The SINC way : a fast and accurate approach to Fourier pricing
Baschetti, Fabio
;
Bormetti, Giacomo
;
Romagnoli, Silvia
; …
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 427-446
Persistent link: https://www.econbiz.de/10013167768
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2
A fast algorithm for simulation of rough volatility models
Ma, Jingtang
;
Wu, Haofei
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 447-462
Persistent link: https://www.econbiz.de/10013167769
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3
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
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4
Robust control in a rough environment
Han, Bingyan
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10013167772
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5
Additive normal tempered stable processes for equity derivatives and power-law scaling
Azzone, Michele
;
Baviera, Roberto
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10013167773
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6
Performance measurement for option portfolios in a stochastic volatility framework
Baule, Rainer
;
Entrop, Oliver
;
Wessels, Sebastian
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 519-539
Persistent link: https://www.econbiz.de/10013167776
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7
Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
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8
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
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9
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
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10
Optimal investment strategy in the family of 4/2 stochastic volatility models
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1723-1751
Persistent link: https://www.econbiz.de/10012653709
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