//--> //--> //--> //-->
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"
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
Accounting for Stochastic Inte...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
196
Optionspreistheorie
196
Volatility
191
Volatilität
191
Stochastic process
165
Stochastischer Prozess
165
Theorie
86
Theory
86
Option trading
56
Optionsgeschäft
56
Portfolio selection
55
Portfolio-Management
55
Derivat
45
Derivative
45
Börsenkurs
39
Share price
39
Estimation
38
Schätzung
37
Forecasting model
35
Prognoseverfahren
35
Monte Carlo simulation
31
Monte-Carlo-Simulation
31
Time series analysis
31
Zeitreihenanalyse
31
Capital income
29
Kapitaleinkommen
29
Option pricing
29
Stochastic volatility
29
Experiment
28
Hedging
28
ARCH model
25
ARCH-Modell
25
CAPM
23
Markov chain
22
Markov-Kette
22
Statistical distribution
22
Statistische Verteilung
22
Black-Scholes model
21
Black-Scholes-Modell
21
Risiko
21
more ...
less ...
Online availability
All
Undetermined
292
Free
36
Type of publication
All
Article
328
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
329
Aufsatz in Zeitschrift
329
Conference paper
8
Konferenzbeitrag
8
Konferenzschrift
1
Language
All
English
329
Author
All
Bayer, Christian
8
Escobar, Marcos
5
Gatheral, Jim
4
Lillo, Fabrizio
4
Radoičić, Radoš
4
Sornette, Didier
4
Tempone, Raúl
4
Wong, Hoi Ying
4
Abergel, Frédéric
3
Bunn, Derek W.
3
Chan, Tat Lung
3
Cui, Zhenyu
3
Felpel, Mike
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Madan, Dilip B.
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Rosenbaum, Mathieu
3
Wehrli, Alexander
3
Zhu, Song-Ping
3
Ziveyi, Jonathan
3
Aguilar, Jean-Philippe
2
Alexander, Carol
2
Alòs, Elisa
2
Bellini, Fabio
2
Ben Hammouda, Chiheb
2
Benth, Fred Espen
2
Bianchi, Michele Leonardo
2
Bormetti, Giacomo
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Chen, Jing
2
Cheng, Yuyang
2
Christensen, Troels Sønderby
2
Consigli, Giorgio
2
Dai, Tian-Shyr
2
De Marco, Stefano
2
Deelstra, Griselda
2
more ...
less ...
Institution
All
International Conference on Stochastic Programming <15., 2019, Trondheim>
1
Published in...
All
Quantitative finance
European journal of operational research : EJOR
748
Energy economics
728
Finance research letters
695
International journal of theoretical and applied finance
669
The journal of futures markets
628
NBER working paper series
599
Working paper / National Bureau of Economic Research, Inc.
565
Journal of banking & finance
560
NBER Working Paper
501
International review of financial analysis
467
Journal of econometrics
457
Applied economics
429
Economic modelling
425
International review of economics & finance : IREF
417
The North American journal of economics and finance : a journal of financial economics studies
383
MPRA Paper
377
Finance and stochastics
361
Insurance / Mathematics & economics
361
Mathematical finance : an international journal of mathematics, statistics and financial theory
342
Journal of economic dynamics & control
334
Working paper
334
Economics letters
329
Applied economics letters
314
Applied financial economics
305
Applied mathematical finance
304
Journal of empirical finance
304
Discussion paper / Tinbergen Institute
303
Discussion paper / Centre for Economic Policy Research
291
The journal of computational finance
284
The journal of derivatives : the official publication of the International Association of Financial Engineers
278
Research in international business and finance
265
Journal of financial economics
262
Journal of risk and financial management : JRFM
257
CESifo working papers
255
Journal of international financial markets, institutions & money
254
Journal of international money and finance
251
Risks : open access journal
243
The European journal of finance
239
Computational economics
234
more ...
less ...
Source
All
ECONIS (ZBW)
329
Showing
1
-
10
of
329
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
Fractional stochastic
volatility
correction to CEV implied
volatility
Kim, Hyun-Gyoon
;
Kwon, Se-Jin
;
Kim, Jeong-Hoon
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 565-574
Persistent link: https://www.econbiz.de/10012483839
Saved in:
4
Exchange options under clustered jump dynamics
Ma, Yong
;
Pan, Dongtao
;
Wang, Tianyang
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 949-967
Persistent link: https://www.econbiz.de/10012262652
Saved in:
5
Orthogonal expansions for VIX options under affine jump diffusions
Barletta, Andrea
;
Nicolato, Elisa
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 951-967
Persistent link: https://www.econbiz.de/10011911220
Saved in:
6
American option pricing under the double Heston model based on asymptotic expansion
Zhang, S. M.
;
Feng, Y.
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 211-226
Persistent link: https://www.econbiz.de/10012194649
Saved in:
7
Pricing exchange options with correlated jump diffusion processes
Cufaro Petroni, Nicola
;
Sabino, Piergiacomo
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1811-1823
Persistent link: https://www.econbiz.de/10012313516
Saved in:
8
Asymptotics for short maturity Asian options in jump-diffusion models with local
volatility
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 433-449
Persistent link: https://www.econbiz.de/10014552074
Saved in:
9
Effective Markovian projection : application to CMS spread options and mid-curve swaptions
Felpel, Mike
;
Kienitz, Jörg
;
McWalter, Thomas A.
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1169-1192
Persistent link: https://www.econbiz.de/10013367891
Saved in:
10
Empirical analysis of rough and classical stochastic
volatility
models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->