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~subject:"Volatilität"
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Volatilität
Analysis
744
Mathematical analysis
744
Theorie
458
Theory
457
Stochastic process
408
Stochastischer Prozess
408
Optionspreistheorie
227
Option pricing theory
226
Finanzmathematik
56
Estimation theory
55
Portfolio selection
55
Portfolio-Management
55
Schätztheorie
55
Volatility
53
Mathematik
52
Mathematical finance
50
Differentialgleichung
49
Mathematical programming
48
Mathematische Optimierung
48
Kontrolltheorie
47
Mathematics
47
Control theory
45
Black-Scholes model
43
Black-Scholes-Modell
43
Derivat
38
Derivative
38
Experiment
32
Risiko
31
Risk
31
Monte-Carlo-Simulation
29
Hedging
28
Monte Carlo simulation
28
Nichtlineare Regression
25
Nonlinear regression
25
Numerisches Verfahren
25
Numerical analysis
23
Martingal
22
Martingale
22
Time series analysis
22
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28
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8
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Article
41
Book / Working Paper
13
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Article in journal
40
Aufsatz in Zeitschrift
40
Graue Literatur
7
Non-commercial literature
7
Arbeitspapier
6
Working Paper
6
Hochschulschrift
3
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3
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1
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1
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English
53
German
2
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Zhu, Jianwei
4
Chiarella, Carl
3
Hess, Markus
3
Shen, Yang
3
Ziogas, Andrew
3
He, Xue-zhong
2
Kim, Donggyu
2
Li, Kai
2
Torricelli, Lorenzo
2
Wang, Yazhen
2
Zeng, Yan
2
Zhang, Yumo
2
Ziveyi, Jonathan
2
A, Chunxiang
1
Abergel, Frédérik
1
Ackora-Prah, Joseph
1
Aghili, A.
1
Andam, Perpetual Saah
1
Baptiste, Julien
1
Bayraktar, Erhan
1
Belak, Christoph
1
Benk, Janos
1
Brockhaus, Oliver
1
Butucea, Cristina
1
Cheang, Gerald
1
Cheang, Gerald H. L.
1
Corlay, Sylvain
1
Cozma, Andrei
1
Criens, David
1
Cui, Xiangyu
1
Degiannakis, Stavros
1
Di Guilmi, Corrado
1
Dubois, Mathieu
1
Duran, Ahmet
1
Ehrhardt, Matthias
1
Esser, Angelika
1
Frontczak, Robert
1
Gapeev, Pavel V.
1
Garces, Len Patrick Dominic M.
1
Guo, Junyi
1
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The journal of computational finance
5
International journal of theoretical and applied finance
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Annals of finance
2
Applied mathematical finance
2
Journal of econometrics
2
Journal of mathematical finance
2
Mathematical methods of operations research
2
Quantitative finance
2
Risks : open access journal
2
Asia-Pacific financial markets
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
1
Economic modelling
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Finance and stochastics
1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
Insurance / Mathematics & economics
1
International journal of financial engineering
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial studies & research : JFSR
1
Lecture Notes in Economics and Mathematical Systems
1
Lecture notes in economics and mathematical systems : LNEMS
1
Mathematics and financial economics
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Scandinavian actuarial journal
1
Springer finance
1
Tübinger Diskussionsbeitrag
1
Tübinger Diskussionsbeiträge
1
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
1
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ECONIS (ZBW)
54
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1
From smile asymptotics to market risk measures
Sircar, Kaushik Ronnie
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 400-425
Persistent link: https://www.econbiz.de/10011350605
Saved in:
2
Robust utility maximization in nondominated models with 2BSDE : the uncertain volatility model
Matoussi, Anis
;
Possamaï, Dylan
;
Zhou, Chao
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 258-287
Persistent link: https://www.econbiz.de/10011350647
Saved in:
3
Profitability of time series momentum
He, Xue-zhong
;
Li, Kai
- In:
Journal of banking & finance
53
(
2015
),
pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
Saved in:
4
Drawbacks and limitations of Black-Scholes model for options pricing
Janková, Zuzana
- In:
Journal of financial studies & research : JFSR
2018
(
2018
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011977593
Saved in:
5
Volatility targeting using delayed diffusions
Torricelli, Lorenzo
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 213-246
Persistent link: https://www.econbiz.de/10012128945
Saved in:
6
Diffusion equations : convergence of the functional scheme derived from the binomial tree with local volatility for non smooth payoff functions
Baptiste, Julien
;
Lépinette, Emmanuel
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 511-532
Persistent link: https://www.econbiz.de/10012129179
Saved in:
7
An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
Saved in:
8
European option pricing model based on uncertain fractional differential equation
Lu, Ziqiang
;
Yan, Hongyan
;
Zhu, Yuanguo
- In:
Fuzzy optimization and decision making : a journal of …
18
(
2019
)
2
,
pp. 199-217
Persistent link: https://www.econbiz.de/10012228556
Saved in:
9
A mixed Monte Carlo and partial differential equation variance reduction method for foreign exchange options under the Heston-Cox-Ingersoll-Ross model
Cozma, Andrei
;
Reisinger, Christoph
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 109-149
Persistent link: https://www.econbiz.de/10011689688
Saved in:
10
Calibration of local correlation models to basket smiles
Guyon, Julien
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 1-51
Persistent link: https://www.econbiz.de/10011691606
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