//--> //--> //--> //-->
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:"Stochastic process"
~subject:"Theorie"
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:"Volatility"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Theorie
Volatility
245
Volatilität
245
Option pricing theory
156
Optionspreistheorie
156
Stochastischer Prozess
135
Theory
76
Black-Scholes model
38
Black-Scholes-Modell
38
Derivat
38
Derivative
38
Option trading
34
Optionsgeschäft
34
stochastic volatility
24
Swap
21
Experiment
18
Hedging
18
Stochastic volatility
18
Yield curve
17
Zinsstruktur
17
Statistical distribution
16
Statistische Verteilung
16
CAPM
15
option pricing
14
Estimation
13
Estimation theory
13
Portfolio selection
13
Portfolio-Management
13
Schätztheorie
13
Schätzung
13
Börsenkurs
12
Share price
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Capital income
10
Correlation
10
Kapitaleinkommen
10
Korrelation
10
implied volatility
10
more ...
less ...
Online availability
All
Undetermined
54
Type of publication
All
Article
178
Type of publication (narrower categories)
All
Article in journal
178
Aufsatz in Zeitschrift
178
Conference paper
4
Konferenzbeitrag
4
Language
All
English
178
Author
All
Benth, Fred Espen
4
Takahashi, Akihiko
4
Brigo, Damiano
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Liu, Rui Hua
3
Vives, Josep
3
Ahlip, Rehez
2
Alòs, Elisa
2
Antonelli, Fabio
2
Bianchi, Michele Leonardo
2
Boyarchenko, Mitya
2
Carr, Peter
2
Chiarella, Carl
2
Cui, Zhenyu
2
Ekström, Erik
2
Fabozzi, Frank J.
2
Funahashi, Hideharu
2
Grzelak, Lech A.
2
Jacquier, Antoine
2
Kwok, Yue-Kuen
2
Levendorskij, Sergej Z.
2
Macrina, Andrea
2
Merino, Raúl
2
Mijatovi´c, Aleksandar
2
Oosterlee, Cornelis W.
2
Ostrovsky, Dmitry
2
Pallavicini, Andrea
2
Papanicolaou, George
2
Platen, Eckhard
2
Pospíšil, Jan
2
Ramponi, A.
2
Rebonato, Riccardo
2
Saporito, Yuri F.
2
Scarlatti, S.
2
Schoutens, Wim
2
Sircar, Kaushik Ronnie
2
Sobotka, Tomáš
2
Stauffer, Dietrich
2
Stoep, Anthonie W. van der
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of econometrics
192
NBER working paper series
182
Working paper / National Bureau of Economic Research, Inc.
163
NBER Working Paper
162
Journal of banking & finance
132
Quantitative finance
113
Finance research letters
103
Discussion paper / Tinbergen Institute
101
Journal of economic dynamics & control
100
Economics letters
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Journal of empirical finance
94
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Applied mathematical finance
88
Economic modelling
88
Working paper
85
Journal of financial economics
83
Discussion paper / Centre for Economic Policy Research
78
International journal of forecasting
75
Computational economics
74
Energy economics
74
Applied economics
70
The European journal of finance
69
International review of financial analysis
68
Econometric reviews
67
The North American journal of economics and finance : a journal of financial economics studies
67
Journal of international money and finance
65
Finance and stochastics
64
International review of economics & finance : IREF
64
Research paper series / Swiss Finance Institute
63
Journal of financial econometrics : official journal of the Society for Financial Econometrics
62
The journal of futures markets
61
The journal of computational finance
60
Journal of forecasting
58
The review of financial studies
58
Journal of risk and financial management : JRFM
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Applied economics letters
53
European journal of operational research : EJOR
52
more ...
less ...
Source
All
ECONIS (ZBW)
178
Showing
1
-
10
of
178
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
2
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
3
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
4
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
5
Decomposition formula for rough Volterra stochastic volatility models
Merino, Raúl
;
Pospíšil, Jan
;
Sobotka, Tomáš
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-47
Persistent link: https://www.econbiz.de/10012650356
Saved in:
6
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
7
Replication scheme for the pricing of European options
Funahashi, Hideharu
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012652628
Saved in:
8
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
9
A note on real-world and risk-neutral dynamics for Heath-Jarrow-Morton frameworks
Criens, David
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012270996
Saved in:
10
A volatility-of-volatility expansion of the option prices in the SABR stochastic volatility model
Grishchenko, Olesya
;
Han, Xiao
;
Nistor, Victor
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012271002
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...
//-->