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
A simple efficient approximati...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
91
Theory
90
Markov chain
51
Optionspreistheorie
51
Option pricing theory
50
Markov-Kette
49
Stochastic process
38
Stochastischer Prozess
38
Großbritannien
37
United Kingdom
37
China
29
Pollution
27
Umweltbelastung
26
Estimation
24
Schätzung
24
Auslandsinvestition
22
Foreign investment
22
Volatility
21
Industrie
20
Intra-industry trade
20
Manufacturing industries
20
CAPM
19
Portfolio-Management
19
Intraindustrieller Handel
18
Portfolio selection
18
Environmental policy
16
USA
16
Umweltpolitik
16
United States
16
Risiko
13
Zinsstruktur
13
Environmental standard
12
Estimation theory
12
Hedging
12
Lohn
12
Risk
12
Schätztheorie
12
Umweltstandard
12
Wages
12
more ...
less ...
Online availability
All
Free
5
Undetermined
5
Type of publication
All
Article
16
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
22
Author
All
Elliott, Robert J.
17
Siu, Tak Kuen
7
Ortega, Juan-Pablo
4
Lian, Guanghua
3
Badescu, Alex
2
Badescu, Alexandru
2
Chan, Leunglung
2
Elliott, Robert
2
Kalev, Petko S.
2
Wu, Ping X.
2
Yang, Zhaojun
2
Chesney, Marc
1
Cui, Zhenyu
1
Guo, Junyi
1
Hunter, William Curt
1
Jamieson, Barbara M.
1
Krishnamurthy, Vikram
1
Madan, Dilip B.
1
Nishide, Katsumasa
1
Osakwe, Carlton
1
Sass, Jörn
1
Valchev, Stoyan
1
Wu, Ping
1
Yang, Hailiang
1
Zhang, Xin
1
Zhu, Song-Ping
1
more ...
less ...
Institution
All
Institut für Schweizerisches Bankwesen <Zürich>
1
Published in...
All
Journal of economic dynamics & control
2
The journal of futures markets
2
Applied financial economics
1
Applied mathematical finance
1
European journal of operational research : EJOR
1
IMA journal of management mathematics
1
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
New methods in fixed income modeling : fixed income modeling
1
Oberwolfach
1
Research paper / University of Melbourne, Department of Economics
1
The European journal of finance
1
The econometrics journal
1
The journal of derivatives : JOD
1
Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
USB Cologne (business full texts)
1
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing volatility swaps under Heston's stochastic volatility model with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 41-62
Persistent link: https://www.econbiz.de/10003542938
Saved in:
2
Markovian regime-switching market completion using additional Markov jump assets
Zhang, Xin
;
Elliott, Robert J.
;
Siu, Tak Kuen
;
Guo, Junyi
- In:
IMA journal of management mathematics
23
(
2012
)
3
,
pp. 283-305
Persistent link: https://www.econbiz.de/10009572468
Saved in:
3
Quadratic hedging schemes for non-Gaussian GARCH models
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
Journal of economic dynamics & control
42
(
2014
),
pp. 13-32
Persistent link: https://www.econbiz.de/10010426624
Saved in:
4
A Dupire equation for a regime-switching model
Elliott, Robert J.
;
Chan, Leunglung
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011403770
Saved in:
5
Non-Gaussian GARCH option pricing models and their diffusion limits
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
European journal of operational research : EJOR
247
(
2015
)
3
,
pp. 820-830
Persistent link: https://www.econbiz.de/10011386309
Saved in:
6
Moment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models
Elliott, Robert J.
;
Krishnamurthy, Vikram
;
Sass, Jörn
- In:
The econometrics journal
11
(
2008
)
2
,
pp. 244-270
Persistent link: https://www.econbiz.de/10003750782
Saved in:
7
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
;
Elliott, Robert J.
;
Madan, Dilip B.
; …
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
Saved in:
8
Drift and volatility estimation in discrete time
Elliott, Robert J.
- In:
Journal of economic dynamics & control
22
(
1998
)
2
,
pp. 209-218
Persistent link: https://www.econbiz.de/10001232395
Saved in:
9
Approximate pricing of American exchange options with jumps
Lian, Guanghua
;
Elliott, Robert J.
;
Kalev, Petko S.
; …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 983-1001
Persistent link: https://www.econbiz.de/10013287907
Saved in:
10
American option pricing and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
