//--> //--> //--> //-->
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
Asymptotic expansion for prici...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Experiment
43,721
Volatility
40,662
Volatilität
40,393
Theorie
31,708
Theory
31,101
Stochastischer Prozess
17,115
Stochastic process
16,675
Optionspreistheorie
14,747
Option pricing theory
14,289
Börsenkurs
10,280
Share price
10,119
Schätzung
9,969
Estimation
9,742
Kapitaleinkommen
7,509
Capital income
7,480
USA
7,111
United States
6,923
ARCH-Modell
6,595
Spieltheorie
6,586
ARCH model
6,522
Game theory
6,438
Aktienmarkt
6,087
Stock market
6,016
Welt
5,197
World
5,094
Wechselkurs
4,771
Exchange rate
4,669
Prognoseverfahren
4,587
Risk
4,572
Forecasting model
4,520
Portfolio-Management
4,487
Portfolio selection
4,456
Risiko
4,442
Zeitreihenanalyse
4,144
Time series analysis
4,029
experiment
3,553
Konsumentenverhalten
3,430
Consumer behaviour
3,424
Derivat
3,388
Derivative
3,380
more ...
less ...
Online availability
All
Free
45,246
Undetermined
27,494
Type of publication
All
Article
57,311
Book / Working Paper
54,429
Other
53
Journal
36
Type of publication (narrower categories)
All
Article in journal
51,733
Aufsatz in Zeitschrift
51,733
Working Paper
23,610
Graue Literatur
22,042
Non-commercial literature
22,042
Arbeitspapier
21,122
Aufsatz im Buch
3,319
Book section
3,319
Hochschulschrift
2,412
Thesis
1,784
Collection of articles of several authors
508
Sammelwerk
508
Collection of articles written by one author
500
Sammlung
500
Conference paper
357
Konferenzbeitrag
357
Aufsatzsammlung
337
Lehrbuch
302
Textbook
273
Article
271
Konferenzschrift
211
Bibliografie enthalten
196
Bibliography included
196
Dissertation u.a. Prüfungsschriften
154
Systematic review
140
Übersichtsarbeit
140
research-article
123
Forschungsbericht
121
Amtsdruckschrift
92
Government document
92
Conference proceedings
71
Case study
63
Fallstudie
63
Reprint
63
Handbook
47
Handbuch
47
Rezension
43
Glossar enthalten
38
Glossary included
38
Festschrift
29
more ...
less ...
Language
All
English
105,449
Undetermined
3,565
German
2,265
French
262
Spanish
168
Portuguese
48
Italian
40
Polish
26
Czech
18
Russian
15
Dutch
13
Romanian
7
Swedish
6
Hungarian
4
Danish
2
Croatian
2
Chinese
2
Finnish
1
Ancient Greek (to 1453)
1
Norwegian
1
Slovak
1
Serbian
1
more ...
less ...
Author
All
Sutter, Matthias
703
Güth, Werner
585
McAleer, Michael
411
List, John A.
281
Fehr, Ernst
270
Charness, Gary
245
Gupta, Rangan
243
Villeval, Marie-Claire
238
Falk, Armin
231
Tyran, Jean-Robert
229
Caporale, Guglielmo Maria
209
Huck, Steffen
187
Kocher, Martin
184
Villeval, Marie Claire
179
Gächter, Simon
172
Engel, Christoph
164
Riedl, Arno
164
Chang, Chia-Lin
153
Bollerslev, Tim
152
Normann, Hans-Theo
150
Sefton, Martin
149
Martinsson, Peter
148
Sonnemans, Joep
148
Weber, Roberto A.
146
Lergetporer, Philipp
144
Fischbacher, Urs
140
Härdle, Wolfgang
140
Noussair, Charles
137
Irlenbusch, Bernd
134
Kerschbamer, Rudolf
133
Sheremeta, Roman M.
130
Diebold, Francis X.
124
Müller, Wieland
124
Eckel, Catherine C.
123
Ockenfels, Axel
122
Smith, Vernon L.
121
Balafoutas, Loukas
120
Brandts, Jordi
120
Pierdzioch, Christian
120
Koopman, Siem Jan
119
more ...
less ...
Institution
All
National Bureau of Economic Research
1,167
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
265
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
149
Institute for the Study of Labor (IZA)
129
HAL
107
C.E.P.R. Discussion Papers
80
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
80
International Monetary Fund (IMF)
63
CESifo
62
Institut für Schweizerisches Bankwesen <Zürich>
60
Wirtschaftswissenschaftliche Fakultät, Friedrich-Schiller-Universität Jena
52
Centre for Analytical Finance <Århus>
48
Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik
47
Tinbergen Instituut
47
Center for Economic Research <Tilburg>
46
Centre for Decision Research and Experimental Economics (CeDEx), School of Economics
44
EconWPA
41
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
39
Max-Planck-Institut für Ökonomik <Jena> - Abteilung für Strategische Interaktion
38
Groupe d'Analyse et de Théorie Économique Lyon St-Étienne (GATE Lyon St-Étienne), Faculté de Sciences Économiques et de Gestion
37
Université Paris-Dauphine (Paris IX)
37
Department of Economics and Finance, College of Business and Economics
36
Thurgauer Wirtschaftsinstitut an der Universität Konstanz
34
Springer Fachmedien Wiesbaden
33
Tilburg University, Center for Economic Research
33
Department of Economics, University of California-Santa Barbara (UCSB)
30
Ekonomiska forskningsinstitutet <Stockholm>
28
Agricultural and Applied Economics Association - AAEA
27
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
27
World Bank
27
Forschungsinstitut zur Zukunft der Arbeit
26
Tinbergen Institute
24
Bonn Graduate School of Economics
22
Friedrich-Schiller-Universität Jena
22
International Monetary Fund
21
University of Bonn, Germany
21
Fachbereich Wirtschaftswissenschaften, Universität Konstanz
19
Max-Planck-Institut zur Erforschung von Gemeinschaftsgütern, Max-Planck-Gesellschaft
19
National Centre of Competence in Research North South <Bern>
19
Svenska Handelshögskolan <Helsinki>
19
more ...
less ...
Published in...
All
Journal of economic behavior & organization : JEBO
1,513
NBER working paper series
1,140
Discussion paper series / IZA
1,056
Working paper / National Bureau of Economic Research, Inc.
952
NBER Working Paper
944
CESifo working papers
891
European journal of operational research : EJOR
811
Economics letters
739
Energy economics
737
Finance research letters
712
Experimental economics : a journal of the Economic Science Association
654
International journal of theoretical and applied finance
650
Games and economic behavior
621
Discussion paper / Tinbergen Institute
616
IZA Discussion Paper
587
Management science : journal of the Institute for Operations Research and the Management Sciences
583
Working paper
582
Journal of banking & finance
569
Journal of behavioral and experimental economics
568
The journal of futures markets
553
Applied economics
522
Journal of economic psychology : research in economic psychology and behavioral economics
498
Discussion paper / Centre for Economic Policy Research
490
Journal of econometrics
489
International review of financial analysis
464
Applied economics letters
458
Economic modelling
441
IZA Discussion Papers
440
Journal of economic dynamics & control
416
International review of economics & finance : IREF
414
Discussion paper
405
CESifo Working Paper
389
The North American journal of economics and finance : a journal of financial economics studies
382
Insurance / Mathematics & economics
362
European economic review : EER
353
Finance and stochastics
349
CESifo Working Paper Series
341
Mathematical finance : an international journal of mathematics, statistics and financial theory
334
Quantitative finance
332
Applied mathematical finance
303
more ...
less ...
Source
All
ECONIS (ZBW)
103,500
RePEc
4,313
EconStor
2,812
USB Cologne (EcoSocSci)
496
USB Cologne (business full texts)
403
Other ZBW resources
147
BASE
136
OLC EcoSci
19
ArchiDok
3
more ...
less ...
Showing
1
-
10
of
111,829
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option hedging and implicit volatilities in a stochastic
volatility
model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
Saved in:
2
Robust static hedging of barrier options in stochastic
volatility
models
Maruhn, Jan H.
;
Sachs, Ekkehard
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 405-433
Persistent link: https://www.econbiz.de/10003909254
Saved in:
3
Calibrating
volatility
function bounds for an uncertain
volatility
model
Coleman, Thomas F.
;
He, Changhong
;
Li, Yuying
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 63-93
Persistent link: https://www.econbiz.de/10003996075
Saved in:
4
Robust approximations for pricing Asian options and
volatility
swaps under stochastic
volatility
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 241-259
Persistent link: https://www.econbiz.de/10008653259
Saved in:
5
Asymptotic expansion formula of option price under multifactor Heston model
Nagashima, Kazuki
;
Chung, Tsz-Kin
;
Tanaka, Keiichi
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 351-396
Persistent link: https://www.econbiz.de/10010511560
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
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
Saved in:
8
On error estimates for asymptotic expansions with Malliavin weights : application to stochastic
volatility
model
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 513-541
Persistent link: https://www.econbiz.de/10011338705
Saved in:
9
Efficiently pricing double barrier derivatives in stochastic
volatility
models
Escobar, Marcos
;
Hieber, Peter
;
Scherer, Matthias
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 191-216
Persistent link: https://www.econbiz.de/10010529630
Saved in:
10
A closed-form solution for options with ambiguity about stochastic
volatility
Faria, Gonçalo
;
Correira-da-Silva, João
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 125-159
Persistent link: https://www.econbiz.de/10010529639
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...
//-->