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~subject:"Volatilität"
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Volatilität
Option pricing theory
54
Optionspreistheorie
54
Theorie
33
Theory
33
Option trading
27
Optionsgeschäft
27
Stochastic process
25
Stochastischer Prozess
24
Volatility
19
Derivat
17
Derivative
17
Portfolio selection
13
Portfolio-Management
13
Capital income
12
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12
Kapitaleinkommen
12
Prognoseverfahren
12
Risikomanagement
9
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9
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8
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8
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8
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7
Black-Scholes model
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6
Option pricing
6
Risiko
6
Risk
6
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5
Commodity derivative
5
Finanzmathematik
5
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5
Shipping
5
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4
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4
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4
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14
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English
19
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Kyriakou, Ioannis
11
Fusai, Gianluca
9
Brignone, Riccardo
3
Papapostolou, Nikos C.
3
Pouliasis, Panos K.
3
Ballotta, Laura
2
Caldana, Ruggero
2
Corsaro, Stefania
2
Di Iorio, Francesca
2
Gambaro, Anna Maria
2
Loregian, Angela
2
Marazzina, Daniele
2
Marino, Zelda
2
Mignacca, Domenico
2
Tamvakis, Michael
2
Andriosopoulos, Kostas
1
Bernis, Guillaume
1
Gonzato, Luca
1
Marchese, Malvina
1
Nomikos, Nikos K.
1
Papapostolou, Nikos
1
Perez, M. Fabricio
1
Perez, Marcos Fabricio
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European journal of operational research : EJOR
2
Transportation research / E : an international journal
2
Energy Economics, Forthcoming
1
Energy economics
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Mathematics and financial economics
1
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ECONIS (ZBW)
19
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1
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models
Brignone, Riccardo
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 232-247
Persistent link: https://www.econbiz.de/10012482885
Saved in:
2
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options
Fusai, Gianluca
;
Kyriakou, Ioannis
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 531-559
Persistent link: https://www.econbiz.de/10011520483
Saved in:
3
General lattice methods for arithmetic Asian options
Gambaro, Anna Maria
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1185-1199
Persistent link: https://www.econbiz.de/10012161893
Saved in:
4
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
Saved in:
5
Estimation of multivariate asset models with jumps
Ballotta, Laura
;
Fusai, Gianluca
;
Loregian, Angela
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 2053-2083
Persistent link: https://www.econbiz.de/10012140059
Saved in:
6
Accurate pricing of swaptions via lower bound
Gambaro, Anna Maria
;
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 183-208)
.
2018
Persistent link: https://www.econbiz.de/10011898636
Saved in:
7
Incremental volatility and related portfolio analytics
Mignacca, Domenico
;
Fusai, Gianluca
- In:
The journal of portfolio management : JPM
49
(
2023
)
5
,
pp. 131-147
Persistent link: https://www.econbiz.de/10014307603
Saved in:
8
A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process
Bernis, Guillaume
;
Brignone, Riccardo
;
Scotti, Simone
; …
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 747-773
Persistent link: https://www.econbiz.de/10012616856
Saved in:
9
Exact simulation of the Hull and White stochastic volatility model
Brignone, Riccardo
;
Gonzato, Luca
- In:
Journal of economic dynamics & control
163
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015050813
Saved in:
10
Freight options : price modelling and empirical analysis
Nomikos, Nikos K.
;
Kyriakou, Ioannis
;
Papapostolou, Nikos C.
- In:
Transportation research / E : an international journal
51
(
2013
),
pp. 82-94
Persistent link: https://www.econbiz.de/10009734013
Saved in:
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