//--> //--> //--> //-->
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
Full and fast calibration of t...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Experiment
44,106
Volatility
41,010
Volatilität
40,740
Theorie
32,830
Theory
32,224
Stochastischer Prozess
17,240
Stochastic process
16,799
Optionspreistheorie
14,821
Option pricing theory
14,362
Börsenkurs
10,401
Share price
10,240
Schätzung
10,087
Estimation
9,857
Kapitaleinkommen
7,573
Capital income
7,544
USA
7,321
United States
7,125
Spieltheorie
6,895
Game theory
6,780
ARCH-Modell
6,685
ARCH model
6,612
Aktienmarkt
6,155
Stock market
6,085
Welt
5,326
World
5,221
Wechselkurs
4,808
Risk
4,709
Exchange rate
4,706
Prognoseverfahren
4,678
Forecasting model
4,610
Portfolio-Management
4,581
Risiko
4,566
Portfolio selection
4,550
Zeitreihenanalyse
4,192
Time series analysis
4,078
Consumer behaviour
3,880
Konsumentenverhalten
3,822
experiment
3,572
Derivat
3,421
Derivative
3,414
more ...
less ...
Online availability
All
Free
47,154
Undetermined
30,948
Type of publication
All
Article
62,018
Book / Working Paper
56,519
Other
74
Journal
36
Type of publication (narrower categories)
All
Article in journal
54,631
Aufsatz in Zeitschrift
54,631
Working Paper
24,123
Graue Literatur
22,467
Non-commercial literature
22,467
Arbeitspapier
21,539
Aufsatz im Buch
3,378
Book section
3,378
Hochschulschrift
2,452
Thesis
1,832
Collection of articles of several authors
518
Sammelwerk
518
Collection of articles written by one author
509
Sammlung
509
research-article
506
Conference paper
383
Konferenzbeitrag
383
Article
349
Aufsatzsammlung
349
Lehrbuch
302
Textbook
274
Konferenzschrift
210
Bibliografie enthalten
200
Bibliography included
200
Dissertation u.a. Prüfungsschriften
154
Systematic review
140
Übersichtsarbeit
140
Forschungsbericht
121
Amtsdruckschrift
93
Government document
93
Conference proceedings
71
Reprint
68
Case study
63
Fallstudie
63
review-article
53
Handbook
47
Handbuch
47
Rezension
46
Conference Paper
40
Glossar enthalten
38
more ...
less ...
Language
All
English
110,023
Undetermined
5,671
German
2,349
French
281
Spanish
182
Portuguese
52
Italian
40
Polish
27
Russian
23
Czech
19
Dutch
13
Romanian
8
Swedish
8
Hungarian
4
Danish
2
Finnish
2
Croatian
2
Chinese
2
Bulgarian
1
Ancient Greek (to 1453)
1
Japanese
1
Lithuanian
1
Norwegian
1
Slovak
1
Serbian
1
Not applicable
1
more ...
less ...
Author
All
Sutter, Matthias
709
Güth, Werner
585
McAleer, Michael
420
List, John A.
283
Fehr, Ernst
271
Gupta, Rangan
252
Charness, Gary
246
Villeval, Marie-Claire
239
Falk, Armin
231
Tyran, Jean-Robert
230
Caporale, Guglielmo Maria
210
Huck, Steffen
187
Kocher, Martin
184
Villeval, Marie Claire
179
Gächter, Simon
172
Engel, Christoph
165
Riedl, Arno
164
Chang, Chia-Lin
157
Bollerslev, Tim
153
Härdle, Wolfgang
150
Normann, Hans-Theo
150
Sefton, Martin
149
Martinsson, Peter
148
Sonnemans, Joep
148
Weber, Roberto A.
148
Lergetporer, Philipp
144
Fischbacher, Urs
141
Noussair, Charles
141
Kerschbamer, Rudolf
135
Irlenbusch, Bernd
134
Sheremeta, Roman M.
130
Diebold, Francis X.
126
Eckel, Catherine C.
124
Müller, Wieland
124
Ockenfels, Axel
123
Pierdzioch, Christian
123
Smith, Vernon L.
121
Balafoutas, Loukas
120
Brandts, Jordi
120
Chiarella, Carl
120
more ...
less ...
Institution
All
National Bureau of Economic Research
1,192
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
316
International Monetary Fund (IMF)
177
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
149
HAL
132
Institute for the Study of Labor (IZA)
130
International Monetary Fund
122
C.E.P.R. Discussion Papers
85
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
80
CESifo
65
Institut für Schweizerisches Bankwesen <Zürich>
62
EconWPA
58
Wirtschaftswissenschaftliche Fakultät, Friedrich-Schiller-Universität Jena
52
Centre for Analytical Finance <Århus>
48
Tinbergen Instituut
48
Université Paris-Dauphine (Paris IX)
48
Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik
47
Center for Economic Research <Tilburg>
46
Tilburg University, Center for Economic Research
45
Centre for Decision Research and Experimental Economics (CeDEx), School of Economics
44
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
43
Department of Economics and Finance, College of Business and Economics
38
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
Thurgauer Wirtschaftsinstitut an der Universität Konstanz
34
Agricultural and Applied Economics Association - AAEA
33
Springer Fachmedien Wiesbaden
33
Department of Agricultural and Resource Economics, University of Connecticut
32
Department of Economics, University of California-Santa Barbara (UCSB)
30
Ekonomiska forskningsinstitutet <Stockholm>
29
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
29
World Bank
27
Forschungsinstitut zur Zukunft der Arbeit
26
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
25
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
25
Tinbergen Institute
25
International Water Management Institute (IWMI)
23
University of Bonn, Germany
23
Bonn Graduate School of Economics
22
Friedrich-Schiller-Universität Jena
22
more ...
less ...
Published in...
All
Journal of economic behavior & organization : JEBO
1,516
NBER working paper series
1,167
Discussion paper series / IZA
1,072
European journal of operational research : EJOR
970
Working paper / National Bureau of Economic Research, Inc.
964
NBER Working Paper
954
CESifo working papers
915
Energy economics
792
Economics letters
774
Finance research letters
749
Management science : journal of the Institute for Operations Research and the Management Sciences
669
Experimental economics : a journal of the Economic Science Association
655
International journal of theoretical and applied finance
651
Games and economic behavior
629
Discussion paper / Tinbergen Institute
626
Working paper
598
IZA Discussion Paper
587
Journal of banking & finance
570
Journal of behavioral and experimental economics
568
The journal of futures markets
557
Applied economics
536
Journal of econometrics
517
Discussion paper / Centre for Economic Policy Research
503
Journal of economic psychology : research in economic psychology and behavioral economics
502
Applied economics letters
468
International review of financial analysis
466
International journal of production research
465
IZA Discussion Papers
445
Economic modelling
443
Journal of economic dynamics & control
423
Discussion paper
413
International review of economics & finance : IREF
413
CESifo Working Paper
399
The North American journal of economics and finance : a journal of financial economics studies
384
Insurance / Mathematics & economics
366
European economic review : EER
362
Finance and stochastics
351
CESifo Working Paper Series
345
Quantitative finance
338
Mathematical finance : an international journal of mathematics, statistics and financial theory
335
more ...
less ...
Source
All
ECONIS (ZBW)
107,117
RePEc
6,572
EconStor
3,001
Other ZBW resources
680
USB Cologne (EcoSocSci)
522
USB Cologne (business full texts)
517
BASE
216
OLC EcoSci
19
ArchiDok
3
more ...
less ...
Showing
1
-
10
of
118,647
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantifying the model risk inherent in the calibration and recalibration of option
pricing
models
Feng, Yu
;
Rudd, Ralph
;
Baker, Christopher
;
Mashalaba, …
- In:
Risks : open access journal
9
(
2021
)
1/13
,
pp. 1-20
extension to stochastic
volatility
, while using option data for Apple (AAPL) and Google (GOOG). We find that recalibrating a …
Persistent link: https://www.econbiz.de/10012422987
Saved in:
2
High-order approximations to call option prices in the Heston model
Gulisashvili, Archil
;
Lagunas-Merino, Marc
;
Merino, Raúl
; …
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012421960
Saved in:
3
Semi-analytical prices for lookback and barrier options under the Heston model
De Gennaro Aquino, Luca
;
Bernard, Carole
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 715-741
Persistent link: https://www.econbiz.de/10012127317
Saved in:
4
On the Heston model with stochastic
volatility
: analytic solutions and complete markets
Alziary, Bénédicte
;
Takáč, Peter
-
2017
Persistent link: https://www.econbiz.de/10012265761
Saved in:
5
Mathematical analysis of financial model on market price with stochastic
volatility
Mondal, Mitun Kumar
;
Alim, Md. Abdul
;
Rahman, Md. Faizur
; …
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 351-365
Persistent link: https://www.econbiz.de/10011673935
Saved in:
6
Heston stochastic vol-of-vol model for joint calibration of VIX and S&P 500 options
Fouque, Jean-Pierre
;
Saporito, Y. F.
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 1003-1016
Persistent link: https://www.econbiz.de/10011911259
Saved in:
7
Numerical techniques for the Heston collocated
volatility
model
Le Floc'h, Fabien
;
Oosterlee, Cornelis Willebrordus
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 59-110
Persistent link: https://www.econbiz.de/10012544158
Saved in:
8
Weighted average price in the Heston stochastic
volatility
model
Papi, Marco
;
Pontecorvi, Luca
;
Donatucci, Cristina
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 351-373
Persistent link: https://www.econbiz.de/10011997757
Saved in:
9
Wavelet-based option
pricing
: an empirical study
Liu, Xiaoquan
;
Cao, Yi
;
Ma, Chenghu
;
Shen, Liya
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
Saved in:
10
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:
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...
//-->