//--> //--> //--> //-->
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
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
Managing the volatility risk o...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
18
Theory
18
Optionspreistheorie
14
Option pricing theory
13
Volatility
12
Volatilität
11
Derivat
5
Derivative
5
Börsenkurs
4
Estimation theory
4
Finanzmathematik
4
Index derivative
4
Indexderivat
4
Portfolio selection
4
Portfolio-Management
4
Schätztheorie
4
Share price
4
Black-Scholes model
3
Black-Scholes-Modell
3
CAPM
3
Financial market
3
Finanzmarkt
3
Modellierung
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Neural networks
3
Neuronale Netze
3
Scientific modelling
3
Time series analysis
3
Yield curve
3
Zeitreihenanalyse
3
Zinsstruktur
3
Arbitrage Pricing
2
Arbitrage pricing
2
Big Data
2
Big data
2
Correlation
2
Currency option
2
Debt management
2
Derivat <Wertpapier>
2
more ...
less ...
Online availability
All
Free
21
Undetermined
21
Type of publication
All
Article
42
Book / Working Paper
37
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Collection of articles of several authors
4
Konferenzschrift
4
Sammelwerk
4
Nachruf
3
Aufsatz im Buch
2
Book section
2
Aufsatzsammlung
1
Conference paper
1
Konferenzbeitrag
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
51
Undetermined
28
Author
All
Avellaneda, Marco
77
Zhu, Yingzi
5
Buff, Robert
4
Dupire, Bruno
4
Lipkin, Mike
4
Papanicolaou, Andrew
4
Zubelli, Jorge P.
4
Cont, Rama
3
Paras, Antonio
3
Stoikov, Sasha
3
Akansu, Ali
2
Aldridge, Irene
2
Boyer-Olson, Dash
2
Dobi, Doris
2
Friedman, Craig A.
2
Gatheral, Jim
2
Genaro, Alan
2
Genaro, Alan de
2
Holmes, Richard
2
Kampen, Jörg
2
Laurence, Peter
2
Lee, Jeong-Hyun
2
Reed, Josh
2
Scherer, Kevin Paul
2
Wu, Lixin
2
Xiong, Anqi
2
Akansu, Ali N.
1
Avellaneda, M.
1
Busca, Jérôme
1
Carelli, A.
1
Cherkaev, A.V.
1
Dempster, Michael A. H.
1
Friedman, Craig
1
Friz, Peter
1
Grandechamp, Nicolas
1
Healy, Brian
1
Kampen, Jorg
1
Kaushik, Krishan Kanta
1
Kruk, Lukasz
1
Levy, A.
1
more ...
less ...
Institution
All
IMPA Research in Options Meetings <2006-2017, Rio de Janeiro>
3
New York University / Mathematical Finance Seminar
2
Mathematical Finance Seminar <1995 - 1998, New York, NY>
1
New York University
1
New York University Mathematical Finance Seminar
1
Published in...
All
International journal of theoretical and applied finance
12
Applied mathematical finance
7
Applied Mathematical Finance
6
Quantitative Finance
5
Risk : managing risk in the world's financial markets
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
The journal of investment strategies
2
Algorithmic Finance
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Foreign trade review : quarterly journal of Indian Institute of Foreign Trade
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Physica A: Statistical Mechanics and its Applications
1
Quantitative analysis in financial markets ; [Vol. 1]
1
Quantitative finance
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
59
RePEc
13
OLC EcoSci
5
USB Cologne (EcoSocSci)
2
Showing
1
-
10
of
79
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Minimum-relative-entropy calibration of asset-pricing models
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 447-472
Persistent link: https://www.econbiz.de/10001255560
Saved in:
2
Quantitative analysis in financial markets : collected papers of the New York University Mathematical Finance Seminar
Avellaneda, Marco
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001700519
Saved in:
3
All for one ... one for all? : A principal component analysis of Latin American Brady bond debt from 1994 to 2000
Scherer, Kevin Paul
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
5
(
2002
)
1
,
pp. 79-106
Persistent link: https://www.econbiz.de/10001657407
Saved in:
4
Credit contagion : pricing cross-country risk in Brady debt markets
Avellaneda, Marco
;
Wu, Lixin
- In:
International journal of theoretical and applied finance
4
(
2001
)
6
,
pp. 921-938
Persistent link: https://www.econbiz.de/10001632651
Saved in:
5
On parabolic equations with gauge function term and applications to the multidimensional Leland equation
Kampen, Jörg
;
Avellaneda, Marco
- In:
Applied mathematical finance
10
(
2003
)
3
,
pp. 215-228
Persistent link: https://www.econbiz.de/10001841294
Saved in:
6
Weighted Monte Carlo : a new technique for calibrating asset-pricing models
Avellaneda, Marco
(
contributor
)
- In:
International journal of theoretical and applied finance
4
(
2001
)
1
,
pp. 91-119
Persistent link: https://www.econbiz.de/10001554218
Saved in:
7
E-Arch model for implied volatility term structure of FX options
Zhu, Yingzi
;
Avellaneda, Marco
-
1999
Persistent link: https://www.econbiz.de/10001491262
Saved in:
8
Quantitative analysis in financial markets ; [Vol. 1]
Avellaneda, Marco
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001459276
Saved in:
9
A Bayesian approach for constructing implied volatility surfaces through neural networks
Avellaneda, Marco
;
Carelli, A.
;
Stella, F.
- In:
The journal of computational finance
4
(
2000
)
1
,
pp. 83-107
Persistent link: https://www.econbiz.de/10001528165
Saved in:
10
A risk-neutral stochastic volatility model
Zhu, Yingzi
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 289-310
Persistent link: https://www.econbiz.de/10001240151
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->