//--> //--> //--> //-->
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:"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
Option valuation, optimization...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Option pricing theory
254
Optionspreistheorie
254
Stochastic process
90
Stochastischer Prozess
90
Theorie
86
Theory
86
Volatilität
66
Option trading
58
Optionsgeschäft
58
Monte Carlo simulation
46
Monte-Carlo-Simulation
46
Portfolio selection
37
Portfolio-Management
37
Derivat
34
Derivative
34
Black-Scholes model
24
Black-Scholes-Modell
24
Yield curve
24
Zinsstruktur
24
Interest rate derivative
19
Simulation
19
Zinsderivat
19
Analysis
17
Mathematical analysis
17
stochastic volatility
15
Credit risk
14
Kreditrisiko
14
Swap
14
Experiment
12
Finanzmathematik
11
Hedging
11
Mathematical finance
11
option pricing
11
Estimation theory
10
Schätztheorie
10
Statistical distribution
10
Statistische Verteilung
10
Interest rate
9
Mathematical programming
9
more ...
less ...
Online availability
All
Undetermined
39
Type of publication
All
Article
66
Type of publication (narrower categories)
All
Article in journal
64
Aufsatz in Zeitschrift
64
Language
All
English
66
Author
All
Le Floc'h, Fabien
3
Andersen, Leif B. G.
2
Brotherton-Ratcliffe, Rupert
2
Coleman, Thomas F.
2
Ehrhardt, Matthias
2
Grzelak, Lech A.
2
Guyon, Julien
2
Günther, Michael
2
Jabłecki, Juliusz
2
Kirkby, J. Lars
2
Li, Yuying
2
Oosterlee, Cornelis Willebrordus
2
Rebonato, Riccardo
2
Reisinger, Christoph
2
Ahdida, Abdelkoddousse
1
Albani, Vinícius
1
Alfonsi, Aurélien
1
Ascher, Uri M.
1
Bain, Alan
1
Belak, Christoph
1
Benk, Janos
1
Bodurtha, James N.
1
Bourgey, Florian
1
Briani, Maya
1
Brunner, Bernhard
1
Cakici, Nusret
1
Caramellino, Lucia
1
Chan, Jiun Hong
1
Chataigner, Marc
1
Chiarella, Carl
1
Cont, Rama
1
Cozma, Andrei
1
Crépey, Stéphane
1
De Diego, Sergio
1
De Marco, Stefano
1
Deryabin, Mikhail
1
Drimus, Gabriel
1
Escobar, Marcos
1
Falck, Markus
1
Farkas, Walter
1
more ...
less ...
Published in...
All
The journal of computational finance
Energy economics
201
International journal of theoretical and applied finance
169
The journal of futures markets
140
Finance research letters
133
Quantitative finance
125
Journal of banking & finance
121
International review of financial analysis
82
Applied mathematical finance
81
The North American journal of economics and finance : a journal of financial economics studies
76
International review of economics & finance : IREF
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
68
Economic modelling
63
Applied economics
58
Journal of econometrics
54
European journal of operational research : EJOR
53
Journal of empirical finance
53
Journal of financial economics
51
International journal of financial engineering
50
Computational economics
49
Review of derivatives research
49
Journal of economic dynamics & control
47
Risks : open access journal
47
Research paper series / Swiss Finance Institute
46
Finance and stochastics
45
Journal of risk and financial management : JRFM
44
Journal of mathematical finance
42
Working paper
42
The journal of derivatives : the official publication of the International Association of Financial Engineers
41
The European journal of finance
40
Research in international business and finance
38
Review of quantitative finance and accounting
37
NBER working paper series
36
Journal of international financial markets, institutions & money
35
Applied economics letters
34
Insurance / Mathematics & economics
34
Annals of finance
32
Swiss Finance Institute Research Paper
31
Working paper / National Bureau of Economic Research, Inc.
31
International Journal of Energy Economics and Policy : IJEEP
30
more ...
less ...
Source
All
ECONIS (ZBW)
66
Showing
1
-
10
of
66
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Local volatility models in commodity markets and online calibration
Albani, Vinícius
;
Ascher, Uri M.
;
Zubelli, Jorge P.
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 63-95
Persistent link: https://www.econbiz.de/10011860922
Saved in:
2
Finite difference techniques for arbitrage-free SABR
Le Floc'h, Fabien
;
Kennedy, Gary
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 51-79
Persistent link: https://www.econbiz.de/10011689679
Saved in:
3
Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous-time mean-variance asset allocation under stochastic volatility
Ma, K.
;
Forsyth, Peter A.
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011639504
Saved in:
4
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:
5
Calibration of local volatility using the local and implied instantaneous variance
Turinici, Gabriel
- In:
The journal of computational finance
13
(
2009/2010
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003949859
Saved in:
6
Linking caplets and swaptions prices in the LMM-SABR model
Rebonato, Riccardo
;
White, Richard
- In:
The journal of computational finance
13
(
2009/10
)
2
,
pp. 19-45
Persistent link: https://www.econbiz.de/10003949865
Saved in:
7
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:
8
The uncertain volatility model : a Monte Carlo apporach
Guyon, Julien
;
Henry-Labordère, Pierre
- In:
The journal of computational finance
14
(
2010/11
)
3
,
pp. 37-71
Persistent link: https://www.econbiz.de/10008989934
Saved in:
9
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:
10
An empirical comparative analysis of foreign exchange smile calibration procedures
Reiswich, Dimitri
- In:
The journal of computational finance
15
(
2011/12
)
1
,
pp. 31-67
Persistent link: https://www.econbiz.de/10009382525
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->