//--> //--> //--> //-->
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
~source:"olc"
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
Fire sales, indirect contagion...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
13
Language
All
Undetermined
12
English
1
Author
All
Cont, Rama
13
Bouchaud, Jean-Philippe
3
Potters, Marc
3
Sagna, Nicolas
3
el-Karoui, Nicole
2
Deguest, Romain
1
Durrleman, Valdo
1
El-Karoui, Nicole
1
Fonseca, José da
1
Kokholm, Thomas
1
Minca, Andreea
1
Stoikov, Sasha
1
Talreja, Rishi
1
Tankov, Peter
1
Voltchkova, Ekaterina
1
Wagalath, Lakshithe
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Risk : managing risk in the world's financial markets
2
Applied mathematical finance
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Finance and stochastics
1
Financial stability review : FSR
1
Operations research : the journal of the Operations Research Society of America
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
135
RePEc
59
EconStor
6
Other ZBW resources
5
USB Cologne (EcoSocSci)
3
BASE
1
more ...
less ...
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Credit default swaps and financial stability
Cont, Rama
- In:
Financial stability review : FSR
14
(
2010
),
pp. 35-43
Persistent link: https://www.econbiz.de/10009921105
Saved in:
2
Stochastic Models of Implied Volatility Surfaces
Cont, Rama
;
Fonseca, José da
;
Durrleman, Valdo
- In:
Economic notes : economic review of Banca Monte dei …
31
(
2002
)
2
,
pp. 361-378
Persistent link: https://www.econbiz.de/10006034006
Saved in:
3
CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES
Cont, Rama
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 379-402
Persistent link: https://www.econbiz.de/10008270133
Saved in:
4
A Stochastic Model for Order Book Dynamics
Cont, Rama
;
Stoikov, Sasha
;
Talreja, Rishi
- In:
Operations research : the journal of the Operations …
58
(
2010
)
3
,
pp. 549-564
Persistent link: https://www.econbiz.de/10008427898
Saved in:
5
Integro-differential equations for option prices in exponential Lévy models
Cont, Rama
;
Voltchkova, Ekaterina
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 299-326
Persistent link: https://www.econbiz.de/10008214298
Saved in:
6
PAPERS - Phenomenology of the interest rate curve
Bouchaud, Jean-Philippe
;
Sagna, Nicolas
;
Cont, Rama
; …
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 209
Persistent link: https://www.econbiz.de/10008218039
Saved in:
7
MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
Cont, Rama
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 519-548
Persistent link: https://www.econbiz.de/10008222567
Saved in:
8
RECOVERING PORTFOLIO DEFAULT INTENSITIES IMPLIED BY CDO QUOTES
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 94-121
Persistent link: https://www.econbiz.de/10010063815
Saved in:
9
A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES
Cont, Rama
;
Kokholm, Thomas
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 248-274
Persistent link: https://www.econbiz.de/10010087714
Saved in:
10
EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS
Cont, Rama
;
Deguest, Romain
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 496-530
Persistent link: https://www.econbiz.de/10010131901
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->