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Optionspreistheorie
Volatility modelling
46
Volatilität
35
Volatility
34
ARCH-Modell
21
ARCH model
20
volatility modelling
18
Theorie
15
Time series analysis
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Zeitreihenanalyse
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GARCH
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Prognoseverfahren
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Aktienmarkt
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Capital income
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Kapitaleinkommen
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Stock market
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Börsenkurs
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Exchange rate
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Option pricing theory
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Share price
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Stochastic volatility
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ARCH
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Stochastic process
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Stochastischer Prozess
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Volatility Modelling
4
Wechselkurs
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long memory
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Aktienindex
3
Energiemarkt
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Energy market
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Estimation theory
3
GARCH models
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Markov chain
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Markov-Kette
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Options volatility
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Agrawal, Puja
1
Carr, Peter
1
Fanelli, Viviana
1
Figà-Talamanca, Gianna
1
Guyon, Julien
1
Horvath, Blanka Nora
1
Muguruza, Aitor
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Nandan, Tanuj
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Applied mathematical finance
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Margin: the journal of applied economic research
1
Quantitative finance
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ECONIS (ZBW)
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Spiking the volatility punch
Carr, Peter
;
Figà-Talamanca, Gianna
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 495-520
Persistent link: https://www.econbiz.de/10012516169
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2
Pricing efficiency in CNX Nifty Index options using the Black-Scholes model : a comparative study of alternate volatility measures
Nandan, Tanuj
;
Agrawal, Puja
- In:
Margin: the journal of applied economic research
10
(
2016
)
2
,
pp. 281-304
Persistent link: https://www.econbiz.de/10011690833
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3
Implications of implicit credit spread volatilities on interest rate modelling
Fanelli, Viviana
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 707-718
Persistent link: https://www.econbiz.de/10011794020
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4
Deep learning volatility : a deep neural network perspective on pricing and calibration in (rough) volatility models
Horvath, Blanka Nora
;
Muguruza, Aitor
;
Tomas, Mehdi
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 11-27
Persistent link: https://www.econbiz.de/10012424629
Saved in:
5
Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle
Guyon, Julien
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 27-79
Persistent link: https://www.econbiz.de/10014447575
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