//--> //--> //--> //-->
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"
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
Conditional volatility and the...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
254
Optionspreistheorie
254
Stochastic process
93
Stochastischer Prozess
93
Volatility
80
Volatilität
80
Theorie
77
Theory
77
Option trading
58
Optionsgeschäft
58
Monte Carlo simulation
45
Monte-Carlo-Simulation
45
Derivat
34
Derivative
34
Black-Scholes model
25
Black-Scholes-Modell
25
Yield curve
23
Zinsstruktur
23
Interest rate derivative
19
Zinsderivat
19
Analysis
17
Mathematical analysis
17
Simulation
16
stochastic volatility
16
Swap
14
Experiment
11
Finanzmathematik
11
Mathematical finance
11
USA
11
United States
11
option pricing
11
Credit risk
10
Hedging
10
Kreditrisiko
10
Statistical distribution
10
Statistische Verteilung
10
Interest rate
9
Portfolio selection
9
Portfolio-Management
9
Zins
9
more ...
less ...
Online availability
All
Undetermined
92
Type of publication
All
Article
266
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
267
Aufsatz in Zeitschrift
267
Collection of articles of several authors
4
Sammelwerk
4
Mehrbändiges Werk
1
Multi-volume publication
1
Language
All
English
270
Author
All
Madan, Dilip B.
7
Forsyth, Peter A.
6
Rebonato, Riccardo
6
Andersen, Leif B. G.
5
Coleman, Thomas F.
5
Reisinger, Christoph
5
Joshi, Mark S.
4
Li, Yuying
4
Oosterlee, Cornelis Willebrordus
4
Vetzal, Kenneth R.
4
Brotherton-Ratcliffe, Rupert
3
Carr, Peter
3
Ehrhardt, Matthias
3
Fouque, Jean-Pierre
3
Glasserman, Paul
3
Grzelak, Lech A.
3
Kirkby, J. Lars
3
Korn, Ralf
3
Le Floc'h, Fabien
3
Oosterlee, Cornelis W.
3
Schoenmakers, John
3
Tangman, Désiré Yannick
3
Tankov, Peter
3
Zvan, R.
3
AitSahlia, Farid
2
Cakici, Nusret
2
Caramellino, Lucia
2
Christara, Christina C.
2
Cont, Rama
2
Crépey, Stéphane
2
Dang, Duy Minh
2
Escobar, Marcos
2
Fries, Christian
2
Fu, Michael
2
Glau, Kathrin
2
Grossinho, Maria do Rosário
2
Guerra, João
2
Guyon, Julien
2
Günther, Michael
2
Hafner, Reinhold
2
more ...
less ...
Published in...
All
The journal of computational finance
Finance research letters
697
Energy economics
687
The journal of futures markets
568
Journal of banking & finance
562
International journal of theoretical and applied finance
561
NBER working paper series
538
Working paper / National Bureau of Economic Research, Inc.
514
International review of financial analysis
479
Applied economics
457
NBER Working Paper
454
Journal of econometrics
428
International review of economics & finance : IREF
419
Economic modelling
418
The North American journal of economics and finance : a journal of financial economics studies
387
Applied financial economics
333
Journal of empirical finance
326
Economics letters
319
Applied economics letters
314
Working paper
314
Mathematical finance : an international journal of mathematics, statistics and financial theory
294
Research in international business and finance
292
Quantitative finance
291
Applied mathematical finance
285
Journal of international financial markets, institutions & money
279
Discussion paper / Tinbergen Institute
266
Discussion paper / Centre for Economic Policy Research
264
Journal of international money and finance
261
Journal of economic dynamics & control
255
Finance and stochastics
253
The European journal of finance
252
Journal of risk and financial management : JRFM
248
The journal of derivatives : the official publication of the International Association of Financial Engineers
248
Journal of financial economics
238
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
214
Computational economics
206
CESifo working papers
194
Research paper series / Swiss Finance Institute
193
Pacific-Basin finance journal
192
Review of derivatives research
191
more ...
less ...
Source
All
ECONIS (ZBW)
270
Showing
1
-
10
of
270
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An analytical approximation for the GARCH option pricing model
Duan, Jin-Chuan
;
Gauthier, Geneviève
;
Simonato, Jean-Guy
- In:
The journal of computational finance
2
(
1999
)
4
,
pp. 75-116
Persistent link: https://www.econbiz.de/10001517300
Saved in:
2
The GARCH option pricing model : a lattice approach
Cakici, Nusret
;
Topyan, Kudret
- In:
The journal of computational finance
3
(
2000
)
4
,
pp. 71-85
Persistent link: https://www.econbiz.de/10001517434
Saved in:
3
Time transformations, intraday data, and
volatility
models
Giot, Pierre
- In:
The journal of computational finance
4
(
2000/2001
)
2
,
pp. 31-62
Persistent link: https://www.econbiz.de/10001553932
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
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->