//--> //--> //-->
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:"Buescu, Cristin"
~person:"Gatheral, Jim"
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
3
Schätztheorie
3
Volatility
3
Option pricing theory
2
Optionspreistheorie
2
Black-Scholes model
1
Black-Scholes-Modell
1
Börsenkurs
1
Experiment
1
Implied volatility
1
Method of moments
1
Momentenmethode
1
Most-likely-path
1
Option trading
1
Optionsgeschäft
1
Pólya approximation
1
Range-based volatility estimation
1
Share price
1
algorithmic trading
1
asymptotic expansion
1
bisection method
1
daily high, low
1
heat kernel expansion
1
implied volatility
1
local volatility model
1
method of moments
1
opening and closing prices
1
range of arithmetic Brownian motion
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Buescu, Cristin
Gatheral, Jim
Albani, Vinícius
1
Ammou, Samir Ben
1
Azencott, Robert
1
Baldeaux, jan
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
Mancini, Cecilia
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)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Tighter bounds for implied volatility
Gatheral, Jim
;
Matić, Ivan
;
Radoičić, Radoš
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011733970
Saved in:
2
An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices
Buescu, Cristin
;
Taksar, Michael I.
;
Koné, Fatoumata J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009784042
Saved in:
3
The heat-kernel most-likely-path approximation
Gatheral, Jim
;
Wang, Tai-Ho
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009541999
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->