//--> //--> //-->
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 in Zeitschrift"
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
Spectral methods for volatilit...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
4
Theory
4
Derivat
3
Derivative
3
Stochastic process
3
Stochastischer Prozess
3
Counterparty risk
2
Credit risk
2
Financial services
2
Finanzdienstleistung
2
Kreditrisiko
2
Option pricing theory
2
Optionspreistheorie
2
Risikomanagement
2
Risk management
2
Volatility
2
Volatilität
2
91B30
1
91G20
1
91G30
1
91G40
1
Analysis
1
Balance sheet of a bank
1
Bank risk
1
Bankenaufsicht
1
Banking supervision
1
Bankrisiko
1
CVA restructuring
1
Collateral
1
Cost of capital
1
Cost of capital (KVA)
1
Credit rating
1
DVA
1
Deep learning
1
Devisenmarkt
1
Electricity price
1
Estimation theory
1
Exchange rate
1
Foreign exchange market
1
Insolvency
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
10
Working Paper
2
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
research-article
1
review-article
1
more ...
less ...
Language
All
English
10
Author
All
Albanese, Claudio
9
Crépey, Stéphane
2
Lo, Harry
2
Mijatovi´c, Aleksandar
2
Brigo, Damiano
1
Chen, Oliver X.
1
Hoskinson, Rodney
1
Iabichino, Stefano
1
Kuznetsov, Alexey
1
Li, David
1
Lobachevskiy, Edgar
1
Meissner, Gunter
1
Oertel, Frank
1
Saadeddine, Bouazza
1
Tompaidis, Stathis
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
5
Quantitative finance
2
European journal of operational research : EJOR
1
Journal of banking & finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices
Albanese, Claudio
;
Lo, Harry
;
Tompaidis, Stathis
- In:
European journal of operational research : EJOR
222
(
2012
)
2
,
pp. 361-368
Persistent link: https://www.econbiz.de/10009570404
Saved in:
2
Volatility derivatives in market models with jumps
Lo, Harry
;
Mijatovi´c, Aleksandar
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1159-1193
Persistent link: https://www.econbiz.de/10009407653
Saved in:
3
Kernel convergence estimates for diffusions with continuous coefficients
Albanese, Claudio
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 979-1004
Persistent link: https://www.econbiz.de/10009407684
Saved in:
4
A stochastic volatility model for risk-reversals in foreign exchange
Albanese, Claudio
;
Mijatovi´c, Aleksandar
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 877-899
Persistent link: https://www.econbiz.de/10003911250
Saved in:
5
Restructuring counterparty credit risk
Albanese, Claudio
;
Brigo, Damiano
;
Oertel, Frank
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Saved in:
6
A comparative analysis of correlation approaches in finance
Albanese, Claudio
;
Li, David
;
Lobachevskiy, Edgar
; …
- In:
The journal of derivatives : the official publication …
21
(
2013
)
2
,
pp. 42-66
Persistent link: https://www.econbiz.de/10010358124
Saved in:
7
Implied migration rates from credit barrier models
Albanese, Claudio
;
Chen, Oliver X.
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 607-626
Persistent link: https://www.econbiz.de/10003291329
Saved in:
8
Affine lattice models
Albanese, Claudio
;
Kuznetsov, Alexey
- In:
International journal of theoretical and applied finance
8
(
2005
)
2
,
pp. 223-238
Persistent link: https://www.econbiz.de/10002679567
Saved in:
9
XVA analysis from the balance sheet
Albanese, Claudio
;
Crépey, Stéphane
;
Hoskinson, Rodney
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 99-123
Persistent link: https://www.econbiz.de/10012424637
Saved in:
10
Quantitative reverse stress testing, bottom up
Albanese, Claudio
;
Crépey, Stéphane
;
Iabichino, Stefano
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 863-875
Persistent link: https://www.econbiz.de/10014304378
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->