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~subject:"Volatilität"
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Volatilität
Theorie
38
Theory
38
Volatility
37
Stochastic process
28
Stochastischer Prozess
28
Option pricing theory
24
Optionspreistheorie
24
Portfolio selection
21
Portfolio-Management
21
Spieltheorie
10
Derivat
9
Derivative
9
Game theory
9
Duopol
8
Duopoly
8
Hedging
7
Risiko
7
Risk
7
Capital income
6
Kapitaleinkommen
6
Oligopol
6
Oligopoly
6
stochastic volatility
5
Black-Scholes model
4
Black-Scholes-Modell
4
Börsenkurs
4
CAPM
4
Experiment
4
Financial economics
4
Financial market
4
Finanzmarkt
4
Kapitalmarkttheorie
4
Mathematical programming
4
Mathematische Optimierung
4
Share price
4
Aktienoption
3
Credit risk
3
Dynamic game
3
Dynamisches Spiel
3
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Free
17
Undetermined
3
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Book / Working Paper
20
Article
17
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Article in journal
16
Aufsatz in Zeitschrift
16
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Aufsatz im Buch
1
Bibliografie enthalten
1
Bibliography included
1
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1
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Language
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English
37
Author
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Sircar, Ronnie
19
Sircar, Kaushik Ronnie
17
Fouque, Jean-Pierre
14
Papanicolaou, George
11
Matthys, Felix
4
Osambela, Emilio
4
Bichuch, Maxim
3
Lorig, Matthew
3
Sølna, Knut
3
Ait-Sahalia, Yacine
2
Aït-Sahalia, Yacine
2
Bayraktar, Erhan
2
Horst, Ulrich
2
Krishnan, Nikhil
2
Leung, Tim
2
Solna, Knut
2
Sturm, Stephan
2
Agarwal, Ankush
1
Chan, Patrick
1
Cotton, Peter
1
Ilhan, Aytaç
1
Jonsson, Mattias
1
Juneja, Sandeep
1
Papanicolaou, Andrew
1
Zariphopoulou, Thaleia
1
Zariphopoulou-Souganidis, Thaleia
1
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National Bureau of Economic Research
1
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Applied mathematical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and stochastics
2
International journal of theoretical and applied finance
2
Asia-Pacific financial markets
1
FEDS Working Paper
1
Finance and economics discussion series
1
Financial engineering
1
NBER working paper series
1
Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
1
The journal of computational finance
1
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ECONIS (ZBW)
37
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1
Partial hedging in a stochastic volatility environment
Jonsson, Mattias
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 375-409
Persistent link: https://www.econbiz.de/10001741949
Saved in:
2
Optimal static-dynamic hedges for barrier options
Ilhan, Aytaç
;
Sircar, Kaushik Ronnie
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 359-385
Persistent link: https://www.econbiz.de/10003326016
Saved in:
3
Stochastic volatility effects on defaultable bonds
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
;
Sølna, Knut
- In:
Applied mathematical finance
13
(
2006
)
3
,
pp. 215-244
Persistent link: https://www.econbiz.de/10003383651
Saved in:
4
Queuing theoretic approaches to financial price fluctuations
Bayraktar, Erhan
;
Horst, Ulrich
;
Sircar, Kaushik Ronnie
- In:
Financial engineering
,
(pp. 637-677)
.
2008
Persistent link: https://www.econbiz.de/10003567765
Saved in:
5
Second order multiscale stochastic volatility asymptotics : stochastic terminal layer analysis and calibration
Fouque, Jean-Pierre
;
Lorig, Matthew
;
Sircar, Kaushik Ronnie
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 543-588
Persistent link: https://www.econbiz.de/10011530043
Saved in:
6
Implied volatility of leveraged ETF options
Leung, Tim
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 162-188
Persistent link: https://www.econbiz.de/10010505139
Saved in:
7
Maturity cycles in implied volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, Ronnie
; …
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 451-477
Persistent link: https://www.econbiz.de/10002261414
Saved in:
8
From the implied volatility skew to a robust correction to Black-Scholes American option prices
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
- In:
International journal of theoretical and applied finance
4
(
2001
)
4
,
pp. 651-675
Persistent link: https://www.econbiz.de/10001600370
Saved in:
9
Short time-scale in S&P500 volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, Ronnie
; …
- In:
The journal of computational finance
6
(
2003
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001782169
Saved in:
10
Stochastic volatility corrections for interest rate derivatives
Cotton, Peter
;
Fouque, Jean-Pierre
;
Papanicolaou, George
; …
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 173-200
Persistent link: https://www.econbiz.de/10002032686
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