//--> //--> //--> //-->
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:"Stochastischer Prozess"
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
Hermite polynomial based expan...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
40,965
Volatilität
40,697
Theorie
28,340
Theory
27,697
Stochastic process
16,788
Optionspreistheorie
14,815
Option pricing theory
14,356
Derivat
13,964
Derivative
13,930
Börsenkurs
10,966
Share price
10,802
Schätzung
10,732
Estimation
10,492
Statistische Verteilung
8,511
Kapitaleinkommen
8,352
Capital income
8,321
Statistical distribution
8,302
USA
7,129
ARCH-Modell
7,021
ARCH model
6,938
United States
6,907
Aktienmarkt
6,323
Stock market
6,250
Welt
6,102
World
5,988
Portfolio-Management
5,870
Portfolio selection
5,829
Prognoseverfahren
5,327
Forecasting model
5,251
Optionsgeschäft
5,131
Option trading
4,922
Wechselkurs
4,892
Exchange rate
4,786
Risk
4,606
Zeitreihenanalyse
4,600
Risiko
4,577
Time series analysis
4,473
Hedging
3,942
Schätztheorie
3,745
more ...
less ...
Online availability
All
Free
5,544
Undetermined
4,987
Type of publication
All
Article
10,091
Book / Working Paper
7,130
Journal
8
Type of publication (narrower categories)
All
Article in journal
9,345
Aufsatz in Zeitschrift
9,345
Working Paper
3,035
Graue Literatur
2,822
Non-commercial literature
2,822
Arbeitspapier
2,732
Aufsatz im Buch
673
Book section
673
Hochschulschrift
455
Thesis
340
Lehrbuch
128
Textbook
114
Collection of articles of several authors
94
Sammelwerk
94
Conference paper
81
Konferenzbeitrag
81
Collection of articles written by one author
61
Sammlung
61
Aufsatzsammlung
58
Konferenzschrift
53
Bibliografie enthalten
40
Bibliography included
40
Forschungsbericht
37
Amtsdruckschrift
26
Government document
26
Conference proceedings
22
Dissertation u.a. Prüfungsschriften
22
Systematic review
16
Übersichtsarbeit
16
Einführung
14
Festschrift
14
Case study
9
Fallstudie
9
Mehrbändiges Werk
9
Multi-volume publication
9
Mikroform
8
Reprint
8
Glossar enthalten
7
Glossary included
7
Article
6
more ...
less ...
Language
All
English
16,774
German
377
Undetermined
35
French
22
Polish
10
Russian
5
Spanish
5
Italian
3
Swedish
2
Finnish
1
Ancient Greek (to 1453)
1
Portuguese
1
Romanian
1
Not applicable
1
more ...
less ...
Author
All
McAleer, Michael
97
Phillips, Peter C. B.
75
Koopman, Siem Jan
70
Chiarella, Carl
57
Platen, Eckhard
53
Sethi, Suresh
49
Barndorff-Nielsen, Ole E.
44
Cui, Zhenyu
44
Escudero, Laureano F.
44
Ferrari, Giorgio
44
Asai, Manabu
42
Post, Thierry
41
Takahashi, Akihiko
41
Yu, Jun
40
Fabozzi, Frank J.
38
Madan, Dilip B.
38
Benth, Fred Espen
37
Chan, Joshua
37
Shephard, Neil G.
37
Gao, Jiti
35
Todorov, Viktor
34
Escobar, Marcos
33
Linton, Oliver
33
Elliott, Robert J.
31
Gendreau, Michel
31
Hainaut, Donatien
31
Kohlmann, Michael
30
Račev, Svetlozar T.
30
Clark, Todd E.
29
Gil-Alaña, Luis A.
29
Siu, Tak Kuen
29
Wong, Hoi Ying
29
Carr, Peter
27
Stein, Jerome L.
27
Wong, Wing Keung
27
Batabyal, Amitrajeet A.
26
Bos, Charles S.
26
Riedel, Frank
26
Topaloglou, Nikolas
26
Wallace, Stein W.
26
more ...
less ...
Institution
All
National Bureau of Economic Research
66
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
Centre for Analytical Finance <Århus>
17
Springer Fachmedien Wiesbaden
9
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
6
Queen Mary College / Department of Economics
5
University of Exeter / Department of Economics
5
Chambre de commerce et d'industrie de Paris
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Judge Institute of Management Studies
4
Nuffield College
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Centre for Actuarial Studies
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
European University Institute / Department of Economics
3
Institutionen för Skogsekonomi <Ume°a>
3
Springer-Verlag GmbH
3
University of Essex / Department of Economics
3
Walter de Gruyter GmbH & Co. KG
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Books on Demand GmbH <Norderstedt>
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Deutsche Forschungsgemeinschaft
2
European University Institute / Department of Law
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
Institut für Wirtschaftswissenschaften <Wien>
2
International Center for Financial Asset Management and Engineering
2
Kansantaloustieteen Laitos <Helsinki>
2
Kassel University Press GmbH
2
London School of Economics and Political Science
2
Meeting on Stochastic Programming <1979, Oberwolfach>
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Springer International Publishing
2
Umeå Universitet / Institutionen för Nationalekonomi
2
more ...
less ...
Published in...
All
European journal of operational research : EJOR
643
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
176
International journal of production research
168
Quantitative finance
167
Operations research letters
164
Mathematics of operations research
161
Journal of economic dynamics & control
142
Risks : open access journal
128
Discussion paper / Tinbergen Institute
125
International journal of production economics
125
Applied mathematical finance
122
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
110
The journal of computational finance
106
Economics letters
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Journal of mathematical finance
89
Econometric reviews
86
Finance research letters
85
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Energy economics
84
Economic modelling
81
INFORMS journal on computing : JOC
80
International journal of financial engineering
80
Transportation research / E : an international journal
80
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Mathematical methods of operations research
77
Annals of operations research
76
Omega : the international journal of management science
76
Computational Management Science : CMS
73
Journal of banking & finance
71
Journal of economic theory
71
Working paper
71
Annals of finance
69
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
more ...
less ...
Source
All
ECONIS (ZBW)
16,801
EconStor
310
USB Cologne (EcoSocSci)
113
USB Cologne (business full texts)
2
OLC EcoSci
2
BASE
1
Showing
1
-
10
of
17,229
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option smiling when investors' estimates of asset
volatility
disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
2
A general closed form option pricing formula
Necula, Ciprian
;
Drimus, Gabriel
;
Farkas, Walter
-
2016
-
This version: 10 March 2016
that the resulting implied
volatility
curves provide an accurate approximation for a wide range of strike prices. Based on …
Persistent link: https://www.econbiz.de/10011506359
Saved in:
3
The valuation of option contracts subject to counterparty risk
Sturn, Raphael Christian Benedikt
-
2019
Persistent link: https://www.econbiz.de/10012173134
Saved in:
4
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
5
Conjoint analysis of option and
volatility
models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
6
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
Saved in:
7
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
Saved in:
8
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
9
On the importance of the traders' rules for pricing options : evidence from intraday data
Kim, Sol
;
Lee, Changjun
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
6
,
pp. 873-894
Persistent link: https://www.econbiz.de/10010476863
Saved in:
10
Robust option pricing
Bandi, Chaithanya
;
Bertsimas, Dimitris
- In:
European journal of operational research : EJOR
239
(
2014
)
3
,
pp. 842-853
Persistent link: https://www.econbiz.de/10010411468
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...
//-->