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
~subject:"Stochastic process"
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
The 4/2 stochastic volatility...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Stochastischer Prozess
23
Volatility
23
Volatilität
23
Option pricing theory
21
Optionspreistheorie
21
Theorie
20
Theory
20
Yield curve
11
Zinsstruktur
11
Benchmarking
5
Forex
5
Portfolio selection
5
Portfolio-Management
5
Stochastic volatility
5
Benchmark approach
4
Interest rate derivative
4
Zinsderivat
4
Anleihe
3
Bond
3
Derivat
3
Derivative
3
Interest rate
3
Risiko
3
Risk
3
Swap
3
Wishart process
3
Zins
3
3/2 Stochastic volatility model
2
Affine processes
2
Aging population
2
Alternde Bevölkerung
2
Altersvorsorge
2
Bevölkerungsentwicklung
2
Börsenkurs
2
Calibration
2
Caps
2
Defined contribution pension scheme
2
Demographic development
2
Demographic risk sharing
2
more ...
less ...
Online availability
All
Free
10
Undetermined
7
Type of publication
All
Article
13
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Amtsdruckschrift
1
Aufsatz im Buch
1
Book section
1
Government document
1
more ...
less ...
Language
All
English
23
Author
All
Grasselli, Martino
23
Gnoatto, Alessandro
7
Fonseca, José da
4
Platen, Eckhard
4
Alfeus, Mesias
3
Callegaro, Giorgia
3
Schlögl, Erik
3
Deelstra, Griselda
2
Fiorin, Lucio
2
Ielpo, Florian
2
Tebaldi, Claudio
2
Baldeaux, Jan
1
Craddock, Mark
1
Da Foncesca, José
1
De Col, Alvise
1
Garcin, Matthieu
1
Koehl, Pierre-François
1
Pagès, Gilles
1
Van Weverberg, Christopher
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Decisions in economics and finance : a journal of applied mathematics
2
Journal of economic dynamics & control
2
Application of operations research to financial markets
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
FIRN Research Paper
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Mathematics of operations research
1
Operations research letters
1
Review of derivatives research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Conditional dominance criteria : definition and application to risk-management
Deelstra, Griselda
;
Grasselli, Martino
;
Koehl, …
-
1999
Persistent link: https://www.econbiz.de/10001355592
Saved in:
2
Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models
Fonseca, José da
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Operations research letters
43
(
2015
)
6
,
pp. 601-607
Persistent link: https://www.econbiz.de/10011416324
Saved in:
3
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
4
Quantization meets Fourier : a new technology for pricing options
Callegaro, Giorgia
;
Fiorin, Lucio
;
Grasselli, Martino
- In:
Application of operations research to financial markets
,
(pp. 59-86)
.
2019
Persistent link: https://www.econbiz.de/10012157344
Saved in:
5
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
6
Lie symmetry methods for local volatility models
Craddock, Mark
;
Grasselli, Martino
-
2016
Persistent link: https://www.econbiz.de/10011778123
Saved in:
7
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
-
2017
Persistent link: https://www.econbiz.de/10011778187
Saved in:
8
Hedging (co)variance risk with variance swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
Saved in:
9
Estimating the Wishart Affine Stochastic Correlation model using the empirical characteristic function
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
3
,
pp. 253-289
Persistent link: https://www.econbiz.de/10010384289
Saved in:
10
A flexible matrix Libor model with smiles
Da Foncesca, José
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10009726178
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
