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~subject:"Volatilität"
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Volatilität
Simulation
20,352
Optionspreistheorie
14,810
Option pricing theory
14,351
Theorie
11,951
Theory
11,655
Monte Carlo simulation
6,294
Monte-Carlo-Simulation
5,676
Volatility
4,332
Stochastischer Prozess
4,206
Stochastic process
4,140
Optionsgeschäft
2,916
Option trading
2,899
simulation
2,554
Derivat
2,505
Derivative
2,502
Schätztheorie
2,219
Estimation theory
2,179
Schätzung
1,872
Estimation
1,844
USA
1,737
Portfolio-Management
1,683
United States
1,676
Portfolio selection
1,664
Deutschland
1,462
Hedging
1,329
Prognoseverfahren
1,329
Forecasting model
1,306
Germany
1,278
Markov chain
1,275
Markov-Kette
1,270
Agentenbasierte Modellierung
1,231
Agent-based modeling
1,225
CAPM
1,178
Black-Scholes-Modell
1,129
Mathematische Optimierung
1,099
Mathematical programming
1,096
Black-Scholes model
1,074
Zinsstruktur
1,065
Yield curve
1,052
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Online availability
All
Free
1,590
Undetermined
1,267
Type of publication
All
Article
2,542
Book / Working Paper
1,861
Type of publication (narrower categories)
All
Article in journal
2,417
Aufsatz in Zeitschrift
2,417
Graue Literatur
579
Non-commercial literature
579
Working Paper
571
Arbeitspapier
533
Aufsatz im Buch
117
Book section
117
Hochschulschrift
114
Thesis
85
Collection of articles written by one author
25
Sammlung
25
Collection of articles of several authors
16
Conference paper
16
Konferenzbeitrag
16
Sammelwerk
16
Forschungsbericht
13
Bibliografie enthalten
7
Bibliography included
7
Lehrbuch
7
Amtsdruckschrift
6
Government document
6
Textbook
6
Aufsatzsammlung
5
Accompanied by computer file
4
Elektronischer Datenträger als Beilage
4
Dissertation u.a. Prüfungsschriften
3
Konferenzschrift
3
Systematic review
3
Übersichtsarbeit
3
Bibliografie
2
Handbook
2
Handbuch
2
Article
1
CD-ROM, DVD
1
Ratgeber
1
Reprint
1
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Language
All
English
4,343
German
58
French
3
Spanish
1
Undetermined
1
Author
All
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
Alòs, Elisa
20
Fengler, Matthias R.
20
Koopman, Siem Jan
20
Lorig, Matthew
20
Takahashi, Akihiko
20
Zhang, Jin E.
20
Guyon, Julien
19
McAleer, Michael
19
Christoffersen, Peter F.
18
Benth, Fred Espen
17
Martin, Gael M.
17
Schlag, Christian
16
Wang, Xingchun
16
Escobar, Marcos
15
Fouque, Jean-Pierre
15
Grasselli, Martino
15
Kang, Boda
15
Scaillet, Olivier
15
Todorov, Viktor
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
Wong, Hoi Ying
14
Wu, Liuren
14
Ewald, Christian-Oliver
13
Grzelak, Lech A.
13
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Institution
All
National Bureau of Economic Research
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
7
Institut für Schweizerisches Bankwesen <Zürich>
7
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
Birkbeck College / Department of Economics
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
Internationaler Währungsfonds / Research Department
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
National Centre of Competence in Research North South <Bern>
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden
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...
All
International journal of theoretical and applied finance
161
Quantitative finance
110
The journal of futures markets
81
Journal of banking & finance
77
Applied mathematical finance
75
The journal of computational finance
67
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Journal of econometrics
55
Finance research letters
52
Review of derivatives research
50
International journal of financial engineering
47
Computational economics
46
Journal of economic dynamics & control
43
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 mathematical finance
38
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
Risks : open access journal
34
Discussion paper / Tinbergen Institute
32
Research paper series / Swiss Finance Institute
29
Journal of empirical finance
28
Review of quantitative finance and accounting
27
Annals of finance
26
Applied economics
26
Insurance / Mathematics & economics
26
Journal of financial economics
26
Journal of risk and financial management : JRFM
26
The European journal of finance
25
Economic modelling
24
International review of economics & finance : IREF
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Energy economics
21
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
21
Asia-Pacific financial markets
19
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Econometric reviews
19
International review of financial analysis
17
Economics letters
16
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Source
All
ECONIS (ZBW)
4,338
EconStor
39
USB Cologne (business full texts)
17
USB Cologne (EcoSocSci)
9
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1
JDOI variance reduction method and the pricing of American-style options
Auster, Johan
;
Mathys, Ludovic
;
Maeder, Fabio
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 639-656
Persistent link: https://www.econbiz.de/10013367843
Saved in:
2
Turbocharging Monte Carlo pricing for the rough Bergomi model
McCrickerd, Ryan
;
Pakkanen, Mikko S.
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1877-1886
Persistent link: https://www.econbiz.de/10012262858
Saved in:
3
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:
4
A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models
Dang, Duy Minh
;
Jackson, Kenneth R.
;
Sues, Scott
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 175-215
Persistent link: https://www.econbiz.de/10011815225
Saved in:
5
American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 880-902
Persistent link: https://www.econbiz.de/10009492526
Saved in:
6
An efficient Monte Carlo method for discrete variance contracts
Merener, Nicolas
;
Vicchi, Leonardo
- In:
The journal of computational finance
18
(
2014/15
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011298488
Saved in:
7
Calculating variable annuity liability "Greeks" using Monte Carlo
simulation
Cathcart, Mark J.
;
Lok, Hsiao Yen
;
McNeil, Alexander J.
; …
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
2
,
pp. 239-266
Persistent link: https://www.econbiz.de/10011312287
Saved in:
8
Model based Monte Carlo pricing of energy and temperature Quanto options
Caporin, Massimiliano
;
Preś, Juliusz
;
Torro, Hipolit
- In:
Energy economics
34
(
2012
)
5
,
pp. 1700-1712
Persistent link: https://www.econbiz.de/10009687956
Saved in:
9
A low-bias
simulation
scheme for the Sabr Stochastic Volatility model
Chen, Bin
;
Oosterlee, Cornelis W.
;
Weide, Hans van der
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009624504
Saved in:
10
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:
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