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:"Variance swap"
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
Monotonicity of prices in Hest...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Variance swap
High frequency trading
2
market making
2
optimal execution
2
stochastic control
2
Börsenkurs
1
Control theory
1
Derivat
1
Derivative
1
Electronic trading
1
Elektronisches Handelssystem
1
Hamilton-Jacobi-Bellman equation
1
Hamilton–Jacobi–Bellman equation
1
Hedging
1
Heston model
1
Kontrolltheorie
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
Swap
1
VIX
1
VIX futures
1
VIX options
1
Volatility
1
Volatilität
1
correlation
1
forward variance
1
hedging
1
implied volatility
1
maximum principle
1
monotonicity
1
put options
1
skew
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Aly, Sidi Mohamed Ould
1
Published in...
All
Applied mathematical finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forward variance dynamics : Bergomi's model revisited
Aly, Sidi Mohamed Ould
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 84-107
Persistent link: https://www.econbiz.de/10010351856
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
