//--> //--> //-->
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
isPartOf:"International journal of theoretical and applied finance"
subject:"Volatilität"
~isPartOf:"Finance and stochastics"
~person:"Albani, Vinícius"
~person:"Mancini, Cecilia"
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
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Estimation theory
2
Schätztheorie
2
Volatility
2
Black-Scholes model
1
Black-Scholes-Modell
1
Convex regularization
1
Dirac delta
1
Estimation
1
Fourier estimator
1
High-frequency data
1
Market microstructure
1
Marktmikrostruktur
1
Microstructure noise
1
Nichtparametrisches Verfahren
1
Noise Trading
1
Noise trading
1
Nonparametric statistics
1
Numerical analysis
1
Numerisches Verfahren
1
Option pricing theory
1
Optionspreistheorie
1
Schätzung
1
Spot volatility
1
Time series analysis
1
Zeitreihenanalyse
1
local volatility surfaces
1
numerical methods for volatility calibration
1
regularization convergence rates
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Albani, Vinícius
Mancini, Cecilia
Gatheral, Jim
2
Ammou, Samir Ben
1
Azencott, Robert
1
Baldeaux, jan
1
Buescu, Cristin
1
Cezaro, Adriano de
1
Chen, Tzu-ying
1
El Qalli, Yassine
1
Fukasawa, Masaaki
1
Gao, Kun
1
Gloter, Arnaud
1
Guhr, Thomas
1
Hafner, Christian M.
1
Han, Chuan-Hsiang
1
How, Desmond
1
Härdle, Wolfgang
1
Koné, Fatoumata J.
1
Kortas, Hedi
1
Lee, Roger
1
Lim, Kian-Guan
1
Liu, Wei-han
1
Liu, Zhi
1
Mabrouk, Anouar Ben
1
Marie, Nicolas
1
Matić, Ivan
1
Mattiussi, Vanessa
1
McWalter, Thomas A.
1
Münnix, Michael C.
1
Pelsser, Antoon André Jean
1
Radoičić, Radoš
1
Ren, Peng
1
Renò, Roberto
1
Schäfer, Rudi
1
Stefanica, Dan
1
Takahashi, Akihiko
1
Takehara, Kohta
1
Taksar, Michael I.
1
Terry, Eric
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Finance and stochastics
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Convex regularization of local volatility estimation
Albani, Vinícius
;
Cezaro, Adriano de
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011686808
Saved in:
2
Spot volatility estimation using delta sequences
Mancini, Cecilia
;
Mattiussi, Vanessa
;
Renò, Roberto
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 261-293
Persistent link: https://www.econbiz.de/10011417938
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->