//--> //--> //--> //-->
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:"Aufsatz im Buch"
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
Deep local volatility
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
1,203
Volatilität
1,202
Experiment
1,184
Theorie
1,156
Theory
1,156
Option pricing theory
539
Optionspreistheorie
539
Neural networks
377
Neuronale Netze
376
USA
269
United States
269
Börsenkurs
249
Share price
249
Estimation
237
Schätzung
237
Exchange rate
195
Wechselkurs
195
Forecasting model
194
Prognoseverfahren
194
Welt
194
World
194
Deutschland
188
Germany
188
Stochastic process
159
Stochastischer Prozess
159
Financial market
141
Finanzmarkt
141
Game theory
141
Spieltheorie
141
ARCH model
138
ARCH-Modell
138
Aktienmarkt
137
Stock market
137
Capital income
123
Kapitaleinkommen
123
Time series analysis
109
Zeitreihenanalyse
109
Portfolio selection
100
Portfolio-Management
100
Derivat
99
more ...
less ...
Online availability
All
Undetermined
451
Free
63
Type of publication
All
Article
3,213
Type of publication (narrower categories)
All
Aufsatz im Buch
Article in journal
48,379
Aufsatz in Zeitschrift
48,379
Working Paper
22,157
Graue Literatur
20,719
Non-commercial literature
20,719
Arbeitspapier
19,774
Book section
3,213
Hochschulschrift
2,280
Thesis
1,708
Collection of articles of several authors
477
Sammelwerk
477
Collection of articles written by one author
462
Sammlung
462
Article
345
Conference paper
325
Konferenzbeitrag
325
Aufsatzsammlung
322
Lehrbuch
225
Bibliografie enthalten
217
Bibliography included
217
Textbook
207
Dissertation u.a. Prüfungsschriften
204
Konferenzschrift
181
research-article
169
Systematic review
138
Übersichtsarbeit
138
Forschungsbericht
107
Amtsdruckschrift
77
Government document
77
Case study
68
Fallstudie
68
Reprint
67
Conference proceedings
64
Handbook
46
Handbuch
46
Glossar enthalten
39
Glossary included
39
Rezension
39
Conference Paper
29
more ...
less ...
Language
All
English
2,849
German
348
French
15
Spanish
2
Italian
1
Author
All
Smith, Vernon L.
34
Güth, Werner
15
Lee, Cheng F.
15
Hey, John Denis
13
Fabozzi, Frank J.
12
Baetge, Jörg
11
Berninghaus, Siegfried
11
Gächter, Simon
9
Harrison, Glenn W.
9
Schmidt, Ulrich
9
Fehr, Ernst
8
Hommes, Cars H.
8
Irlenbusch, Bernd
8
Mußhoff, Oliver
8
Belke, Ansgar
7
Bohnet, Iris
7
Chiarella, Carl
7
Croson, Rachel Toni Algaze
7
Frankel, Jeffrey A.
7
Gerke, Wolfgang
7
Aizenman, Joshua
6
Andersen, Torben
6
Holt, Charles A.
6
Huber, Jürgen
6
Kleine, Marco
6
Langenbach, Pascal
6
Lee, John
6
Leopold-Wildburger, Ulrike
6
Merton, Robert C.
6
Muller, Robert Andrew
6
Ockenfels, Axel
6
Poddig, Thorsten
6
Selten, Reinhard
6
Williams, Arlington W.
6
Abbink, Klaus
5
Beach, Lee Roy
5
Brandts, Jordi
5
Grimm, Veronika
5
Haile, Mekbib Gebretsadik
5
Härdle, Wolfgang
5
more ...
less ...
Institution
All
International Centre for Trade and Sustainable Development
2
Weltwirtschaftsforum
2
Hongkong / Monetary Authority
1
Published in...
All
Handbook of experimental economics results ; Vol. 1
42
Developments on experimental economics : new approaches to solving real-world problems
22
Papers in experimental economics
22
Handbook of financial time series
18
Options : classic approaches to pricing and modelling
17
Stock market volatility
17
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
16
Forecasting volatility in the financial markets
16
Handbook of experimental economic methodology
14
Applied quantitative finance
13
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
13
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
12
Macroeconomic volatility, institutions and financial architectures : the developing world experience
12
Advanced mathematical methods for finance
11
Artificial neural networks in finance and manufacturing
11
Environmental economics, experimental methods
11
Valuation, financial modeling, and quantitative tools
11
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
10
Betriebswirtschaftliche Anwendungen des Soft Computing : neuronale Netze, Fuzzy-Systeme und evolutionäre Algorithmen
10
Experiments in economics : decision making and markets
10
Financial engineering
10
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
10
Internet finance and digital economy : advances in digital economy and data analysis technology : the 2nd International Conference on Internet Finance and Digital Economy, Kuala Lumpur, Malaysia, 19 - 21 August 2022
10
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
10
Numerical methods in finance
10
The Selten school of behavioral economics : a collection of essays in honor of Reinhard Selten
10
Emerging markets and the global economy
9
Experiments in economics
9
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
9
Games, rationality and behaviour : essays on behavioural game theory and experiments ; [a collection of papers from the International Workshop on 'Behavioural Game Theory and Experiments', which was held in Capua, Italy, on 12 - 13 May 2006]
9
Inequality, welfare and income distribution : experimental approaches
9
Managing economic volatility and crises : a practitioner's guide
9
Mathematical modeling and numerical methods in finance : special volume
9
Nonlinear models in mathematical finance : new research trends in option pricing
9
Numerical methods in finance : Bordeaux, June 2010
9
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
9
Understanding strategic interaction : essays in honor of Reinhard Selten
9
Agricultural markets instability : revisiting the recent food crises
8
Applications of artificial intelligence in finance and economics
8
Conjoint measurement : methods and applications
8
more ...
less ...
Source
All
ECONIS (ZBW)
3,213
Showing
1
-
10
of
3,213
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A neural network versus Black-Scholes : a comparison of pricing and hedging performances
Amilon, Henrik
- In:
Essays on financial models
,
(pp. 75-100)
.
2000
Persistent link: https://www.econbiz.de/10001551221
Saved in:
2
Volatility
analysis of Shanghai composite index and financial crises
Sheraz, Muhammad
;
Breda, Vasile
-
2016
Persistent link: https://www.econbiz.de/10013164574
Saved in:
3
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied
volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
Saved in:
4
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
Saved in:
5
A neural network approach to understanding implied
volatility
movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Options - 45 years since the publication of the …
,
(pp. 235-256)
.
2023
Persistent link: https://www.econbiz.de/10014366653
Saved in:
6
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
7
Ein neuronales Netz zur nichtlinearen Volatilitätsschätzung
Freisleben, Bernd
- In:
Selected papers of the Symposium on Operations Research …
,
(pp. 433-438)
.
1997
Persistent link: https://www.econbiz.de/10001320977
Saved in:
8
On black-scholes implied
volatility
at extreme strikes
Benaim, Shalom
;
Friz, Peter
;
Lee, Roger
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 19-45)
.
2009
Persistent link: https://www.econbiz.de/10003787593
Saved in:
9
On
volatility
smiles and the valuation of equity and index options in the Paris bourse : theory and empirical tests
Bellalah, Mondher
- In:
International financial systems and stock volatility : …
,
(pp. 271-297)
.
2002
Persistent link: https://www.econbiz.de/10001783003
Saved in:
10
Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G.
- In:
Current topics in quantitative finance : with 23 tables
,
(pp. 80-92)
.
1999
Persistent link: https://www.econbiz.de/10001442926
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->