//--> //--> //--> //-->
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:"The journal of computational finance"
~subject:"Aufsatzsammlung"
~subject:"Landwirtschaft"
~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
Aufsatzsammlung
Landwirtschaft
Volatilität
Stochastic process
106
Stochastischer Prozess
106
Option pricing theory
87
Optionspreistheorie
87
Volatility
50
Theorie
18
Theory
18
Option trading
17
Optionsgeschäft
17
stochastic volatility
16
Black-Scholes model
13
Black-Scholes-Modell
13
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Analysis
12
Derivat
12
Derivative
12
Mathematical analysis
12
Experiment
10
Simulation
10
Yield curve
10
Zinsstruktur
10
option pricing
9
Heston model
8
Portfolio selection
7
Portfolio-Management
7
calibration
7
Interest rate
6
Markov chain
6
Markov-Kette
6
Zins
6
CAPM
5
European options
5
Interest rate derivative
5
Mathematical programming
5
Mathematische Optimierung
5
Sampling
5
Stichprobenerhebung
5
Zinsderivat
5
more ...
less ...
Online availability
All
Undetermined
29
Type of publication
All
Article
50
Type of publication (narrower categories)
All
Article in journal
49
Aufsatz in Zeitschrift
49
Language
All
English
50
Author
All
Le Floc'h, Fabien
3
Andersen, Leif B. G.
2
Ehrhardt, Matthias
2
Günther, Michael
2
Kirkby, J. Lars
2
Reisinger, Christoph
2
Ahdida, Abdelkoddousse
1
Alfonsi, Aurélien
1
Bain, Alan
1
Belak, Christoph
1
Benk, Janos
1
Briani, Maya
1
Brotherton-Ratcliffe, Rupert
1
Caramellino, Lucia
1
Chan, Jiun Hong
1
Chiarella, Carl
1
Coleman, Thomas F.
1
Corlay, Sulvain
1
Cozma, Andrei
1
De Diego, Sergio
1
Drimus, Gabriel
1
Escobar, Marcos
1
Farkas, Walter
1
Ferreira, Eva
1
Forsyth, Peter A.
1
Fouque, Jean-Pierre
1
Gatarek, Dariusz
1
Gourier, Elise
1
Grzelak, Lech A.
1
Guerra, João
1
Guerreiro, Henrique
1
Gulisashvili, Archil
1
Guyon, Julien
1
Haghi, Majid
1
Haslip, Gareth G.
1
He, Changhong
1
Hendricks, Christian
1
Hendriks, Sebas
1
Heryudono, Alfa
1
Hilber, Norbert
1
more ...
less ...
Published in...
All
The journal of computational finance
International journal of theoretical and applied finance
135
Journal of econometrics
104
Quantitative finance
89
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Discussion paper / Tinbergen Institute
56
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Computational economics
48
Finance and stochastics
47
Journal of economic dynamics & control
47
Econometric reviews
44
European journal of operational research : EJOR
41
Finance research letters
39
Journal of mathematical finance
38
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of banking & finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Annals of finance
31
The journal of futures markets
31
Energy economics
30
Journal of empirical finance
30
Risks : open access journal
30
Research paper series / Swiss Finance Institute
29
Economics letters
27
The North American journal of economics and finance : a journal of financial economics studies
26
CAMA working paper series
24
Review of derivatives research
24
Journal of risk and financial management : JRFM
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Applied economics
21
Economic modelling
20
Econometrics : open access journal
18
Journal of financial economics
18
NBER working paper series
18
The European journal of finance
18
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A tree-based method to price American options in the Heston model
Vellekoop, Michel
;
Nieuwenhuis, J. H.
- In:
The journal of computational finance
13
(
2009/10
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003969727
Saved in:
2
Calibrating volatility function bounds for an uncertain volatility model
Coleman, Thomas F.
;
He, Changhong
;
Li, Yuying
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 63-93
Persistent link: https://www.econbiz.de/10003996075
Saved in:
3
Simple and efficient simulation of the Heston stochastic volatility model
Andersen, Leif B. G.
- In:
The journal of computational finance
11
(
2007/08
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10003699934
Saved in:
4
Modeling correlated defaults : first passage model under stochastic volatility
Fouque, Jean-Pierre
;
Wignall, Brian C.
;
Zhou, Xianwen
- In:
The journal of computational finance
11
(
2007/08
)
3
,
pp. 43-78
Persistent link: https://www.econbiz.de/10003699972
Saved in:
5
An equity-interest rate hybrid model with stochastic volatility and the interest rate smile
Grzelak, Lech A.
;
Oosterlee, Cornelis W.
- In:
The journal of computational finance
15
(
2011/12
)
4
,
pp. 45-77
Persistent link: https://www.econbiz.de/10009575390
Saved in:
6
Efficient pricing of constant maturity swap spread options in a stochastic volatility LIBOR market model
Kiesel, Rüdiger
;
Lutz, Matthias
- In:
The journal of computational finance
14
(
2010/11
)
4
,
pp. 37-72
Persistent link: https://www.econbiz.de/10009241255
Saved in:
7
Pricing barrier and average options in a stochastic volatility environment
Shiraya, Kenichiro
;
Takahashi, Akihiko
;
Toda, Masashi
- In:
The journal of computational finance
15
(
2011/12
)
2
,
pp. 111-148
Persistent link: https://www.econbiz.de/10009424800
Saved in:
8
Multicurrency extension of the quasi-Gaussian stochastic volatility interest rate model
Ng, Leslie
- In:
The journal of computational finance
18
(
2014/15
)
3
,
pp. 59-98
Persistent link: https://www.econbiz.de/10011298899
Saved in:
9
Pricing options on realized variance in the Heston model with jumps in returns and volatility : part II: an approximite distribution of discrete variance
Sepp, Artur
- In:
The journal of computational finance
16
(
2012/13
)
2
,
pp. 3-32
Persistent link: https://www.econbiz.de/10009702584
Saved in:
10
High-order discretization schemes for stochastic volatility models
Jourdain, Benjamin
;
Sbai, Mohamed
- In:
The journal of computational finance
17
(
2013
)
2
,
pp. 113-165
Persistent link: https://www.econbiz.de/10010239102
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->