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Stochastic volatility
Stochastische Volatilität
142
Volatilität
112
Volatility
108
Stochastic process
107
Stochastischer Prozess
107
Optionspreistheorie
85
Theorie
85
Option pricing theory
84
Characteristic function
83
Theory
82
characteristic function
79
Stochastic volatility model
64
stochastic volatility model
40
Prognoseverfahren
39
Forecasting model
37
Estimation theory
32
Schätztheorie
32
Estimation
30
Monte Carlo simulation
30
Monte-Carlo-Simulation
30
Schätzung
28
Bayesian inference
26
Zeitreihenanalyse
25
Bayes-Statistik
24
Characteristic Function
24
Time series analysis
24
ARCH model
21
ARCH-Modell
21
Markov chain
20
VAR model
20
VAR-Modell
20
Markov-Kette
19
Option trading
19
Optionsgeschäft
19
Welt
19
World
19
stochastic volatility
18
Economic forecast
17
Statistical distribution
17
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Free
71
Undetermined
29
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Book / Working Paper
94
Article
50
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Graue Literatur
64
Non-commercial literature
64
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56
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42
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Hochschulschrift
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7
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English
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McAleer, Michael
17
Clark, Todd E.
14
Asai, Manabu
13
Huber, Florian
12
McCracken, Michael W.
8
Mertens, Elmar
8
Chang, Chia-Lin
7
Diebold, Francis X.
7
Schorfheide, Frank
7
Shin, Minchul
7
Aastveit, Knut Are
6
Carriero, Andrea
6
Chiarella, Carl
6
Crespo Cuaresma, Jesús
6
Peiris, Shelton
6
Chen, Jinghui
4
Kang, Boda
4
Kobayashi, Masahito
4
Marcellino, Massimiliano
4
Doppelhofer, Gernot
3
Feldkircher, Martin
3
Grasselli, Martino
3
Onorante, Luca
3
Reif, Magnus
3
Amin, Ahsan
2
Amir Ahmadi, Pooyan
2
Bates, David S.
2
Berger, Tino
2
Chakrabarti, Binay Bhushan
2
Chan, Jiun Hong
2
Den Haan, Wouter J.
2
Deschamps, Philippe J.
2
Dufrénot, Gilles
2
Elliott, Robert J.
2
Joshi, Mark S.
2
Li, Minqiang
2
Marcellino, Massimiliano Giuseppe
2
Matsuki, Takashi
2
Matthes, Christian
2
Nishide, Katsumasa
2
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National Bureau of Economic Research
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The journal of futures markets
11
International journal of theoretical and applied finance
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Department of Economics working paper
6
Discussion paper / Tinbergen Institute
6
Econometric Institute research papers
6
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4
Federal Reserve Bank of Cleveland working paper series
3
Journal of econometrics
3
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3
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3
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2
Interest rate modelling after the financial crisis
2
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
2
Application of operations research to financial markets
1
Applied quantitative finance
1
Applied quantitative finance series
1
Asia-Pacific Financial Markets
1
BIS Working Paper
1
CESifo Working Paper
1
CFM discussion paper series
1
CFS Working Paper
1
CFS working paper series
1
Chapman & Hall/CRC financial mathematics series
1
Chapman and Hall/CRC financial mathematics series
1
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
1
Dynamic Modeling and Econometrics in Economics and Finance
1
Dynamic modeling and econometrics in economics and finance
1
Economic modelling
1
Economics letters
1
Economies et sociétés ; 49,6
1
FRB St. Louis Working Paper
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FRB of Cleveland Working Paper
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International journal of forecasting
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ECONIS (ZBW)
143
RePEc
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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:
2
Lévy processes driven by stochastic volatility
Chourdakis, Kyriakos
- In:
Asia-Pacific Financial Markets
12
(
2005
)
4
,
pp. 333-352
Persistent link: https://www.econbiz.de/10005727038
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3
Efficient pricing algorithms for exotic derivatives
Lord, Roger
-
2008
Persistent link: https://www.econbiz.de/10003775897
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4
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
5
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
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6
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
7
Efficient, almost exact simulation of the heston stochastic volatility model
van Haastrecht, Alexander
;
Pelsser, Antoon André Jean
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10008860425
Saved in:
8
Alternative tilts for nonparametric option pricing
Haley, M. Ryan
;
Walker, Todd B.
- In:
The journal of futures markets
30
(
2010
)
10
,
pp. 983-1006
Persistent link: https://www.econbiz.de/10008900930
Saved in:
9
Computation of volatility in stochastic volatility models with high frequency data
Barucci, Emilio
;
Mancino, Maria Elvira
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 767-787
Persistent link: https://www.econbiz.de/10008904328
Saved in:
10
Regime-switching recombining tree for option pricing
Liu, Rui Hua
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 479-499
Persistent link: https://www.econbiz.de/10008904355
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