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~subject:"Konferenz"
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~subject:"Volatilität"
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Konferenz
Theory
Volatilität
Stochastic process
167
Stochastischer Prozess
167
Option pricing theory
103
Optionspreistheorie
103
Volatility
89
Theorie
54
Portfolio selection
36
Portfolio-Management
36
Stochastic volatility
29
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23
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126
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Escobar, Marcos
5
Gatheral, Jim
4
Felpel, Mike
3
Kienitz, Jörg
3
McWalter, Thomas A.
3
Radoičić, Radoš
3
Rosenbaum, Mathieu
3
Abergel, Frédéric
2
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Bayer, Christian
2
Cheang, Gerald H. L.
2
Chen, Jing
2
Cheng, Yuyang
2
Endres, Sylvia
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
Jaisson, Thibault
2
Kim, Jeong-Hoon
2
Madan, Dilip B.
2
Muguruza, Aitor
2
Pirjol, Dan
2
Schoutens, Wim
2
Smith, Benjamin
2
Sornette, Didier
2
Stübinger, Johannes
2
Wehrli, Alexander
2
Wheatley, Spencer
2
Wong, Hoi Ying
2
Wu, Lan
2
Zagst, Rudi
2
Ziveyi, Jonathan
2
AbaOud, Mohammed A.
1
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1
Agarwal, Ankush
1
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International Conference on Stochastic Programming <15., 2019, Trondheim>
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Quantitative finance
European journal of operational research : EJOR
496
International journal of theoretical and applied finance
218
Insurance / Mathematics & economics
176
Journal of econometrics
173
Finance and stochastics
152
Computers & operations research : and their applications to problems of world concern ; an international journal
146
International journal of production research
128
Operations research
120
Operations research letters
109
Journal of economic dynamics & control
105
Mathematical finance : an international journal of mathematics, statistics and financial theory
99
Discussion paper / Tinbergen Institute
93
Mathematics of operations research
87
Risks : open access journal
85
Computational economics
80
Applied mathematical finance
79
International journal of production economics
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Econometric reviews
73
The journal of computational finance
65
INFORMS journal on computing : JOC
64
Economics letters
62
Computational Management Science : CMS
59
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
57
Journal of economic theory
56
Journal of mathematical finance
56
Energy economics
54
Economic modelling
53
Finance research letters
53
Mathematical methods of operations research
53
SpringerLink / Bücher
53
Annals of finance
52
Transportation research / E : an international journal
52
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52
Discussion papers of interdisciplinary research project 373
51
International journal of financial engineering
51
Journal of banking & finance
49
Management science : journal of the Institute for Operations Research and the Management Sciences
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Bond market completeness under stochastic strings with distribution-valued strategies
Bueno-Guerrero, Alberto
;
Moreno, Manuel
;
Navas, Javier F.
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 197-211
Persistent link: https://www.econbiz.de/10013167731
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2
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
Saved in:
3
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
Saved in:
4
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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5
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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6
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
Saved in:
7
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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8
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
Saved in:
9
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
Saved in:
10
Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019) : discrete stochastic optimization in finance : editorial
Consigli, Giorgio
;
Kopa, Miloš
;
Pichler, Alois
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 28-30
Persistent link: https://www.econbiz.de/10012872492
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