//--> //--> //--> //-->
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:"Review of derivatives research"
~subject:"Volatility"
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
Start-ups Defined as Portfolio...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Option pricing theory
170
Optionspreistheorie
170
Option trading
58
Optionsgeschäft
58
Theorie
52
Theory
52
Volatilität
50
Derivat
44
Derivative
44
Stochastic process
40
Stochastischer Prozess
40
Yield curve
18
Zinsstruktur
18
Black-Scholes model
17
Black-Scholes-Modell
17
Option pricing
16
Credit risk
15
Kreditrisiko
15
Hedging
14
Risiko
11
Risk
11
Statistical distribution
11
Statistische Verteilung
11
USA
11
United States
11
Interest rate derivative
10
Zinsderivat
10
CAPM
9
Estimation
9
Schätzung
9
Portfolio selection
7
Portfolio-Management
7
Stochastic volatility
7
Swap
7
American options
6
Calibration
6
Experiment
6
Index futures
6
Index-Futures
6
more ...
less ...
Online availability
All
Undetermined
20
Free
5
Type of publication
All
Article
50
Type of publication (narrower categories)
All
Article in journal
50
Aufsatz in Zeitschrift
50
Language
All
English
50
Author
All
Wang, Xingchun
3
Clewlow, Les
2
Düring, Bertram
2
Escobar, Marcos
2
Hodges, Stewart D.
2
Ulrich, Maxim
2
Ano, Katsunori
1
Antonelli, Fabio
1
Auer, Benjamin R.
1
Branger, Nicole
1
Chance, Don M.
1
Chern, Shane
1
Christiansen, Charlotte
1
Chuang, Iyuan
1
Correira-da-Silva, João
1
Cruz, Aricson
1
Dias, José Carlos
1
Drimus, Gabriel
1
Eghbalzadeh, Ramin
1
Engle, Robert F.
1
Eraker, Bjørn
1
Fabozzi, Frank J.
1
Faria, Gonçalo
1
Fengler, Matthias
1
Feunou, Bruno
1
Finucane, Thomas J.
1
Fontaine, Jean-Sébastien
1
Gaillardetz, Patrice
1
Galeeva, Roza
1
Gao, Bin
1
Godin, Frédéric
1
Griebsch, Susanne A.
1
Gschnaidtner, Christoph
1
Guillaume, Florence
1
Hanson, Thomas A.
1
Henderson, Vicky
1
Hieber, Peter
1
Hobson, David G.
1
Hodgens, Stewart D.
1
Howison, Sam
1
more ...
less ...
Published in...
All
Review of derivatives research
International journal of theoretical and applied finance
156
Quantitative finance
105
Journal of banking & finance
84
The journal of futures markets
80
Applied mathematical finance
74
The journal of computational finance
65
Finance research letters
63
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
The North American journal of economics and finance : a journal of financial economics studies
50
International journal of financial engineering
47
European journal of operational research : EJOR
42
Finance and stochastics
40
International review of economics & finance : IREF
40
Computational economics
39
Journal of econometrics
39
Applied economics
37
Journal of economic dynamics & control
36
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Journal of mathematical finance
35
Risks : open access journal
35
Economic modelling
34
International review of financial analysis
31
NBER working paper series
31
Journal of financial economics
30
Journal of risk and financial management : JRFM
30
Research paper series / Swiss Finance Institute
30
Working paper / National Bureau of Economic Research, Inc.
29
Energy economics
28
Research in international business and finance
28
The European journal of finance
28
Emerging markets review
27
Review of quantitative finance and accounting
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
26
Insurance / Mathematics & economics
26
Annals of finance
25
Applied financial economics
24
IMF working papers
24
Journal of international financial markets, institutions & money
24
NBER Working Paper
24
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes
Li, Minqiang
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 177-217
Persistent link: https://www.econbiz.de/10008695491
Saved in:
2
A forward started jump-diffusion model and pricing of cliquet style exotics
Drimus, Gabriel
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 125-140
Persistent link: https://www.econbiz.de/10008695496
Saved in:
3
Exchange
option
pricing under stochastic volatility : a correlation expansion
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 45-73
Persistent link: https://www.econbiz.de/10008695501
Saved in:
4
A fast Fourier transform technique for pricing American options under stochastic volatility
Zhylyevskyy, Oleksandr
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10008695503
Saved in:
5
Asset pricing under information with stochastic volatility
Düring, Bertram
- In:
Review of derivatives research
12
(
2009
)
2
,
pp. 141-167
Persistent link: https://www.econbiz.de/10003874309
Saved in:
6
Pricing average options under time-changed Lévy processes
Yamazaki, Akira
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 79-111
Persistent link: https://www.econbiz.de/10010519294
Saved in:
7
Efficiently pricing double barrier derivatives in stochastic volatility models
Escobar, Marcos
;
Hieber, Peter
;
Scherer, Matthias
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 191-216
Persistent link: https://www.econbiz.de/10010529630
Saved in:
8
A closed-form solution for options with ambiguity about stochastic volatility
Faria, Gonçalo
;
Correira-da-Silva, João
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 125-159
Persistent link: https://www.econbiz.de/10010529639
Saved in:
9
The evaluation of Europe Griebschan compound
option
prices under stochastic volatility using Fourier transform techniques
Griebsch, Susanne A.
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10009774402
Saved in:
10
New solvable stochastic volatility models for pricing volatility derivatives
Itkin, Andrey
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 111-134
Persistent link: https://www.econbiz.de/10009774404
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->