//--> //--> //--> //-->
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
~type_genre:"Article in journal"
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 note on the Malliavin differ...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
13
Optionspreistheorie
13
Stochastic process
11
Stochastischer Prozess
11
Volatility
11
Volatilität
11
Derivat
4
Derivative
4
Malliavin calculus
4
Black-Scholes model
3
Black-Scholes-Modell
3
Option trading
3
Optionsgeschäft
3
Theorie
3
Theory
3
Estimation
2
Schätzung
2
Stochastic volatility
2
Arbeitskampf
1
Asia
1
Asian options
1
Asien
1
Conditional expectations
1
Credit value adjustment
1
Decomposition formula
1
Derivative operator in the Malliavin calculus sense
1
Energy derivatives
1
Erdgas
1
Erwartungsbildung
1
Estimation theory
1
Expectation formation
1
Experiment
1
Exponentiation
1
Financial market
1
Finanzmarkt
1
Floating strike
1
Fractional volatility models
1
Gas industry
1
Gaswirtschaft
1
Hedging
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
13
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
14
Arbeitspapier
13
Working Paper
13
Graue Literatur
12
Non-commercial literature
12
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
14
Author
All
Alòs, Elisa
13
Wang, Tai-Ho
3
León, Jorge A.
2
Mancino, Maria Elvira
2
Vives, Josep
2
Antonelli, Fabio
1
Chatterjee, Rupak
1
Chen, Zhanyu
1
Ewald, Christian-Olivier
1
García Lorite, David
1
Gatheral, Jim
1
Nawar, Roy
1
Pravosud, Makar
1
Radoičić, Radoš
1
Ramponi, A.
1
Rheinländer, Thorsten
1
Santiago Hernando, Rafael de
1
Scarlatti, S.
1
Shiraya, Kenichiro
1
Siu, Tak Kuen
1
Tudor, Sebastian F.
1
more ...
less ...
Published in...
All
Finance and stochastics
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
International journal of theoretical and applied finance
2
Quantitative finance
2
Applied mathematical finance
1
Energy economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Minimal variance hedging of natural gas derivatives in exponential Lévy models : theory and empirical performance
Ewald, Christian-Olivier
;
Nawar, Roy
;
Siu, Tak Kuen
- In:
Energy economics
36
(
2013
),
pp. 97-107
Persistent link: https://www.econbiz.de/10009724764
Saved in:
2
A generalization of the Hull and White formula with applications to option pricing approximation
Alòs, Elisa
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 353-365
Persistent link: https://www.econbiz.de/10003380015
Saved in:
3
A decomposition formula for option prices in the Heston model and applications to option pricing approximation
Alòs, Elisa
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 403-422
Persistent link: https://www.econbiz.de/10009562316
Saved in:
4
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa
;
León, Jorge A.
;
Vives, Josep
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 571-589
Persistent link: https://www.econbiz.de/10003645538
Saved in:
5
Calibration of stochastic volatility models via second-order approximation : the Heston case
Alòs, Elisa
;
Santiago Hernando, Rafael de
;
Vives, Josep
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403898
Saved in:
6
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
7
Volatility and volatility-linked derivatives : estimation,modeling, and pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
Saved in:
8
A note on the implied volatility of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Saved in:
9
Special issue quantitative developments in financial volatility : theory and practice
Alòs, Elisa
(
ed.
);
Mancino, Maria Elvira
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012127325
Saved in:
10
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->