//--> //--> //--> //-->
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
A stability result for the HAR...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Stochastic process
24
Stochastischer Prozess
24
Volatility
24
Volatilität
24
Option pricing theory
22
Optionspreistheorie
22
Theorie
20
Theory
20
Yield curve
11
Zinsstruktur
11
Benchmarking
5
Forex
5
Portfolio selection
5
Portfolio-Management
5
Stochastic volatility
5
Benchmark approach
4
Interest rate derivative
4
Zinsderivat
4
Anleihe
3
Bond
3
Derivat
3
Derivative
3
Interest rate
3
Risiko
3
Risk
3
Swap
3
Wishart process
3
Zins
3
3/2 Stochastic volatility model
2
Affine processes
2
Aging population
2
Alternde Bevölkerung
2
Altersvorsorge
2
Bevölkerungsentwicklung
2
Börsenkurs
2
Calibration
2
Caps
2
Defined contribution pension scheme
2
Demographic development
2
Demographic risk sharing
2
more ...
less ...
Online availability
All
Free
45
Undetermined
23
Type of publication
All
Article
46
Book / Working Paper
45
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Amtsdruckschrift
1
Aufsatz im Buch
1
Book section
1
Government document
1
more ...
less ...
Language
All
English
56
Undetermined
35
Author
All
Grasselli, Martino
90
Gnoatto, Alessandro
23
Deelstra, Griselda
16
Tebaldi, Claudio
12
Da Fonseca, José
11
Koehl, Pierre-François
10
Callegaro, Giorgia
7
Platen, Eckhard
7
Fonseca, José da
5
Ielpo, Florian
5
Fiorin, Lucio
4
Gabay, Daniel
4
Alfeus, Mesias
3
Chiarella, Carl
3
De Col, Alvise
3
Koehl, Pierre-Francois
3
Schlögl, Erik
3
Van Weverberg, Christopher
3
Baldeaux, Jan
2
Craddock, Mark
2
Wagalath, Lakshithe
2
Baldeaux, Jan F.
1
Caldana, Ruggero
1
Col, Alvise De
1
Da Foncesca, José
1
De Fonseca, José
1
FONSECA, JOSÉ DA
1
Fonseca, JosE Da
1
Fonseca, José
1
Fonseca, José Da
1
Fusai, Gianluca
1
GRASSELLI, MARTINO
1
Garcin, Matthieu
1
Gentili, Luca
1
Giacomello, Bruno
1
Girardi, Dario
1
IELPO, FLORIAN
1
Jos\'e Da Fonseca
1
Marabel Romo, Jacinto
1
Mazzoran, Andrea
1
more ...
less ...
Institution
All
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
4
arXiv.org
4
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
2
Published in...
All
Journal of economic dynamics & control
7
Insurance / Mathematics & economics
5
Papers / arXiv.org
4
ULB Institutional Repository
4
Insurance: Mathematics and Economics
3
Journal of Economic Dynamics and Control
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Decisions in economics and finance : a journal of applied mathematics
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
International journal of theoretical and applied finance
2
Journal of Banking & Finance
2
Journal of banking & finance
2
Operations research letters
2
Review of derivatives research
2
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
2
Working paper series
2
Application of operations research to financial markets
1
Decisions in Economics and Finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Economic Notes
1
FIRN Research Paper
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Mathematical Finance
1
Mathematics of operations research
1
Quantitative Finance
1
Review of Derivatives Research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
58
RePEc
24
OLC EcoSci
9
Showing
1
-
10
of
91
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The 4/2 stochastic volatility model : a unified approach for the Heston and the 3/2 model
Grasselli, Martino
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1013-1034
Persistent link: https://www.econbiz.de/10011765005
Saved in:
2
Bond price and impulse response function for the Balduzzi, Das, Foresi and Sundaram (1996) model
Grasselli, Martino
;
Tebaldi, Claudio
- In:
Economic notes : economic review of Banca Monte dei …
33
(
2004
)
3
,
pp. 359-374
Persistent link: https://www.econbiz.de/10003690357
Saved in:
3
Option pricing when correlations are stochastic : an analytical framework
Fonseca, José da
;
Grasselli, Martino
;
Tebaldi, Claudio
- In:
Review of derivatives research
10
(
2007
)
2
,
pp. 151-180
Persistent link: https://www.econbiz.de/10003705867
Saved in:
4
Hedging (co)variance risk with variance swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
Saved in:
5
Fair demographic risk sharing in defined contribution pension systems
Gabay, Daniel
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
36
(
2012
)
4
,
pp. 657-669
Persistent link: https://www.econbiz.de/10009554324
Saved in:
6
Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models
Fonseca, José da
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Operations research letters
43
(
2015
)
6
,
pp. 601-607
Persistent link: https://www.econbiz.de/10011416324
Saved in:
7
Assortment optimization over time
Fonseca, José da
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Operations research letters
43
(
2015
)
6
,
pp. 608-611
Persistent link: https://www.econbiz.de/10011416325
Saved in:
8
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
9
A flexible matrix Libor model with smiles
Da Foncesca, José
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10009726178
Saved in:
10
Estimating the Wishart Affine Stochastic Correlation model using the empirical characteristic function
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
3
,
pp. 253-289
Persistent link: https://www.econbiz.de/10010384289
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...
//-->