//--> //--> //-->
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:"Volatilität"
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
Testing for Mean Reversion in...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
14
Theory
14
Option pricing theory
7
Optionspreistheorie
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
6
Portfolio selection
4
Portfolio-Management
4
Arbeitsleistung
3
Correlation
3
Derivat
3
Derivative
3
Hedging
3
Job performance
3
Korrelation
3
Lebensversicherung
3
Life insurance
3
Risikomanagement
3
Aktienoption
2
Anlageverhalten
2
Behavioural finance
2
Berufswahl
2
Consumption theory
2
Contract
2
Führungskräfte
2
Konsumtheorie
2
Managers
2
Occupational choice
2
Risk management
2
Stock option
2
Vertrag
2
Actuarial mathematics
1
Agency theory
1
Aktionäre
1
Arbitrage
1
Asymmetric information
1
Asymmetrische Information
1
Atypische Beschäftigung
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Forschungsbericht
3
Graue Literatur
3
Non-commercial literature
3
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
6
Author
All
Szimayer, Alexander
6
Dimitroff, Georgi
2
Lorenz, Stefan
2
Ruckdeschel, Peter
2
Sayer, Tilman
2
Dimitroff, Geogri
1
Döpp, Sophie
1
Horovitz, Andre
1
Wagner, Andreas
1
more ...
less ...
Published in...
All
Berichte des Fraunhofer ITWM
3
International journal of theoretical and applied finance
1
The Quarterly Journal of Finance : QJF
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing American options in the Heston model : a close look at incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 9-29
Persistent link: https://www.econbiz.de/10009725351
Saved in:
2
Pricing American options in the Heston model : a close look on incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
-
2011
Persistent link: https://www.econbiz.de/10009688311
Saved in:
3
Quanto option pricing in the parsimonious Heston model
Dimitroff, Georgi
;
Szimayer, Alexander
;
Wagner, Andreas
-
2009
Persistent link: https://www.econbiz.de/10009688320
Saved in:
4
A parsimonious multi-asset Heston model : calibration and derivative pricing
Szimayer, Alexander
;
Dimitroff, Geogri
;
Lorenz, Stefan
-
2009
Persistent link: https://www.econbiz.de/10009688323
Saved in:
5
Modeling non-maturing demand deposits : a proposed methodology to determining the idiosyncratic confidence level used for separating stable deposit volumes from volatile deposit vo...
Döpp, Sophie
;
Horovitz, Andre
;
Szimayer, Alexander
- In:
The Quarterly Journal of Finance : QJF
12
(
2022
)
1
,
pp. 2240006-1-2240006-20
Persistent link: https://www.econbiz.de/10013174948
Saved in:
6
A parsimonious multi-asset Heston model : calibration and derivative pricing
Dimitroff, Georgi
;
Lorenz, Stefan
;
Szimayer, Alexander
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1299-1333
Persistent link: https://www.econbiz.de/10009541994
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->