//--> //--> //--> //-->
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
~accessRights:"free"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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: "Volatilität"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
56
Volatilität
56
Theorie
23
Theory
23
Stochastic process
22
Stochastischer Prozess
22
Option pricing theory
16
Optionspreistheorie
16
Welt
11
World
11
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Börsenkurs
9
Estimation
9
Schätzung
9
Share price
9
Yield curve
9
Zinsstruktur
9
Markov chain
7
Markov-Kette
7
Portfolio selection
7
Portfolio-Management
7
Stochastic volatility
7
Stochastische Volatilität
7
ARCH model
5
ARCH-Modell
5
Aktienindex
5
Capital income
5
Commodity derivative
5
Derivat
5
Derivative
5
Kapitaleinkommen
5
Rohstoffderivat
5
Stock index
5
Anlageverhalten
4
Behavioural finance
4
USA
4
United States
4
CAPM
3
Commodity price
3
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
59
Type of publication (narrower categories)
All
Arbeitspapier
59
Working Paper
59
Graue Literatur
58
Non-commercial literature
58
Language
All
English
59
Author
All
Chiarella, Carl
21
Platen, Eckhard
15
He, Xue-zhong
9
Kang, Boda
8
Nikitopoulos, Christina Sklibosios
6
Li, Kai
4
Schlögl, Erik
4
Baldeaux, Jan
3
Rendek, Renata
3
Chege Maina, Samuel
2
Grasselli, Martino
2
Kienitz, Jörg
2
Silvennoinen, Annastiina
2
Tô, Thuy-duong
2
Westerhoff, Frank
2
Ziogas, Andrew
2
Ziveyi, Jonathan
2
Adolfsson, Thomas
1
Alfeus, Mesias
1
Badran, Alexander
1
Barkhagen, Mathias
1
Beyna, Ingo
1
Blomvall, Jörgen
1
Brace, Alan
1
Breymann, Wolfgang
1
Chan, Leunglung
1
Chang, Yang
1
Cheang, Gerald
1
Cheng, Benjamin
1
Chewlow, Les
1
Corrado, Charles Joseph
1
Corron, Ned
1
Craddock, Mark
1
Di Guilmi, Corrado
1
Dieci, Roberto
1
Duong, Thuy
1
Gatfaoui, Hayette
1
Gnoatto, Alessandro
1
Griebsch, Susanne
1
Guo, Zhi
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
NBER working paper series
480
NBER Working Paper
417
Working paper / National Bureau of Economic Research, Inc.
217
Journal of risk and financial management : JRFM
197
Working paper
187
Discussion paper / Tinbergen Institute
174
International Journal of Energy Economics and Policy : IJEEP
157
CESifo working papers
152
IMF working papers
144
International journal of economics and financial issues : IJEFI
102
CREATES research paper
101
Cogent economics & finance
100
Risks : open access journal
92
Econometric Institute research papers
87
Research paper series / Swiss Finance Institute
86
ECB Working Paper
79
CAMA working paper series
78
Working Paper
78
Finance and economics discussion series
73
Working papers
73
CESifo Working Paper Series
72
CESifo Working Paper
67
Working paper series / European Central Bank
65
SFB 649 discussion paper
64
Swiss Finance Institute Research Paper
58
IMF working paper
57
Discussion paper
53
Financial innovation : FIN
53
IMF Working Paper
52
CFS working paper series
51
Discussion paper series / IZA
50
International Journal of Financial Studies : open access journal
49
Tinbergen Institute Discussion Paper
48
International finance discussion papers
47
Economics and finance working paper series
46
Staff reports / Federal Reserve Bank of New York
45
Cambridge working papers in economics
43
Department of Economics working paper series
43
Discussion papers / Deutsches Institut für Wirtschaftsforschung
40
more ...
less ...
Source
All
ECONIS (ZBW)
59
Showing
1
-
10
of
59
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing American options with jumps in asset and volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
-
2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
Saved in:
2
Regime switching rough Heston model
Alfeus, Mesias
;
Overbeck, Ludger
-
2018
Persistent link: https://www.econbiz.de/10011778197
Saved in:
3
Fast quantization of stochastic volatility models
Rudd, Ralph
;
McWalter, Thomas A.
;
Kienitz, Jörg
; …
-
2017
Persistent link: https://www.econbiz.de/10011778174
Saved in:
4
Quasi- Monte Carol methods for the Heston model
Baldeaux, Jan
;
Roberts, Dale
-
2012
Persistent link: https://www.econbiz.de/10009564454
Saved in:
5
Two stochastic volatility processes : American option pricing
Chiarella, Carl
;
Ziveyi, Jonathan
-
2011
Persistent link: https://www.econbiz.de/10009564619
Saved in:
6
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
;
Liu, Jun
-
2016
Persistent link: https://www.econbiz.de/10011777992
Saved in:
7
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
8
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
9
Lie symmetry methods for local volatility models
Craddock, Mark
;
Grasselli, Martino
-
2016
Persistent link: https://www.econbiz.de/10011778123
Saved in:
10
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->