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~subject:"Volatilität"
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Volatilität
Optionspreistheorie
14,728
Option pricing theory
14,264
Theorie
5,774
Monte-Carlo-Simulation
5,638
Theory
5,633
Monte Carlo simulation
5,439
Volatility
4,121
Stochastischer Prozess
3,638
Stochastic process
3,584
Optionsgeschäft
2,877
Option trading
2,860
Derivat
2,419
Derivative
2,416
Schätzung
1,444
Estimation
1,418
Schätztheorie
1,357
Estimation theory
1,342
Portfolio-Management
1,317
Portfolio selection
1,304
Hedging
1,269
Markov-Kette
1,139
Markov chain
1,133
Black-Scholes-Modell
1,112
CAPM
1,085
Black-Scholes model
1,054
USA
1,028
United States
1,006
Zinsstruktur
985
Yield curve
975
Simulation
945
Prognoseverfahren
782
Bayesian inference
777
Statistische Verteilung
775
Bayes-Statistik
773
Forecasting model
772
Statistical distribution
766
Risiko
732
Risk
729
Zeitreihenanalyse
676
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Free
1,515
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1,198
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English
4,129
German
56
French
2
Spanish
1
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1
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Cui, Zhenyu
44
Carr, Peter
26
Chiarella, Carl
26
Härdle, Wolfgang
25
Jacquier, Antoine (Jack)
25
Jacobs, Kris
24
Gatheral, Jim
22
Nguyen, Duy
21
Fengler, Matthias R.
20
Lorig, Matthew
20
Takahashi, Akihiko
20
Zhang, Jin E.
20
Alòs, Elisa
19
Guyon, Julien
19
Christoffersen, Peter F.
18
Benth, Fred Espen
17
Koopman, Siem Jan
17
Martin, Gael M.
17
McAleer, Michael
16
Schlag, Christian
16
Wang, Xingchun
16
Escobar, Marcos
15
Fouque, Jean-Pierre
15
Grasselli, Martino
15
Kang, Boda
15
Scaillet, Olivier
15
Asai, Manabu
14
Elliott, Robert J.
14
Forbes, Catherine Scipione
14
Forde, Martin
14
Jacquier, Antoine
14
Le Floc'h, Fabien
14
Oosterlee, Cornelis W.
14
Schoutens, Wim
14
Skiadopoulos, George
14
Wu, Liuren
14
Ewald, Christian-Oliver
13
Grzelak, Lech A.
13
Madan, Dilip B.
13
Todorov, Viktor
13
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National Bureau of Economic Research
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
7
Institut für Schweizerisches Bankwesen <Zürich>
6
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
5
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Hochschule für Bankwirtschaft
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
International Center for Financial Asset Management and Engineering <Genève>
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Ulm
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Westfälische Wilhelms-Universität Münster
1
Wharton School
1
Wharton School / Finance Department
1
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Published in...
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International journal of theoretical and applied finance
159
Quantitative finance
108
The journal of futures markets
80
Journal of banking & finance
77
Applied mathematical finance
73
The journal of computational finance
67
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Journal of econometrics
54
Review of derivatives research
50
Finance research letters
48
International journal of financial engineering
47
Computational economics
44
European journal of operational research : EJOR
42
Finance and stochastics
42
The North American journal of economics and finance : a journal of financial economics studies
39
Journal of economic dynamics & control
37
Journal of mathematical finance
37
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Discussion paper / Tinbergen Institute
29
Research paper series / Swiss Finance Institute
29
Risks : open access journal
29
Review of quantitative finance and accounting
27
Annals of finance
26
Insurance / Mathematics & economics
26
Journal of financial economics
26
Journal of empirical finance
25
Applied economics
24
Journal of risk and financial management : JRFM
24
The European journal of finance
24
Economic modelling
23
International review of economics & finance : IREF
23
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
21
Energy economics
20
Asia-Pacific financial markets
19
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Econometric reviews
18
International review of financial analysis
17
Journal of financial and quantitative analysis : JFQA
15
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Source
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ECONIS (ZBW)
4,130
EconStor
32
USB Cologne (business full texts)
16
USB Cologne (EcoSocSci)
8
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1
A risk-neutral stochastic volatility model
Zhu, Yingzi
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 289-310
Persistent link: https://www.econbiz.de/10001240151
Saved in:
2
Nearly exact option price simulation using characteristic functions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009685897
Saved in:
3
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
Saved in:
4
Estimating stochastic volatility with jumps and asymmetry in Asian markets
Saranya, K.
;
Prasanna, P. Krishna
- In:
Finance research letters
25
(
2018
),
pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
Saved in:
5
A modified stochastic volatility model based on Gamma Ornstein-Uhlenbeck process and option pricing
Mi, Yanhui
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011577132
Saved in:
6
A general control variate method for multi-dimensional SDEs : an application to multi-asset options under local stochastic volatility with jumps models in finance
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 358-371
Persistent link: https://www.econbiz.de/10011642221
Saved in:
7
Simple robust hedging with nearby contracts
Wu, Liuren
;
Zhu, Jingyi
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011658670
Saved in:
8
A common jump factor stochastic volatility model
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
- In:
Finance research letters
12
(
2015
),
pp. 2-10
Persistent link: https://www.econbiz.de/10011551744
Saved in:
9
Equilibrium option pricing : a Monte Carlo approach
Buchner, Axel
- In:
Finance research letters
15
(
2015
),
pp. 138-145
Persistent link: https://www.econbiz.de/10011553023
Saved in:
10
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
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