//--> //--> //-->
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
subject:"Derivat"
~person:"Bergomi, Lorenzo"
~person:"D'Ippoliti, Fernanda"
~person:"Mittnik, Stefan"
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:"Heston model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Derivative
3
Option pricing theory
2
Optionspreistheorie
2
Stochastic process
2
Stochastic volatility
2
Stochastische Volatilität
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Volatilität
2
American call option
1
Binomial option pricing
1
Calibration
1
Compound Poisson process
1
ETF tracking
1
Fuel consumption
1
Fuel price
1
Geometric Brownian motion
1
Heston model
1
Inflation
1
Inverse transformation sampling
1
Market Liquidity
1
Optimization techniques
1
Pricing
1
Stochastisches Modell
1
Structured products
1
Volatility
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Book / Working Paper
2
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Hochschulschrift
1
Non-commercial literature
1
Language
All
English
3
Author
All
Bergomi, Lorenzo
D'Ippoliti, Fernanda
Mittnik, Stefan
Chan, Jiun Hong
2
Joshi, Mark S.
2
Algieri, Bernardina
1
Avdiu, Kujtim
1
Balci, Anna KH.
1
Baule, Rainer
1
Benk, Janos
1
Crispoldi, Christian
1
Cui, Zhenyu
1
Dimitroff, Georgi
1
Dyachenko, Artem
1
Florescu, Ionuţ
1
Guterding, Daniel
1
Kemper, Annika
1
Larkin, Peter
1
Leccadito, Arturo
1
Li, Minqiang
1
Lord, Roger
1
Lorenz, Stefan
1
Moretto, Enrico
1
Pasquali, Sara
1
Pflüger, Dirk
1
Schmeck, Maren D.
1
Shkel, David Sebastian
1
Szimayer, Alexander
1
Trivellato, Barbara
1
Tunaru, Diana
1
Wigger, Gérald
1
Zhao, Zhe
1
more ...
less ...
Published in...
All
Chapman & Hall/CRC financial mathematics series
1
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Algorithmic optimization and its application in finance
Avdiu, Kujtim
-
2021
Persistent link: https://www.econbiz.de/10013337406
Saved in:
2
Stochastic volatility modeling
Bergomi, Lorenzo
-
2016
Persistent link: https://www.econbiz.de/10011413975
Saved in:
3
Exact pricing with stochastic volatility and jumps
D'Ippoliti, Fernanda
;
Moretto, Enrico
;
Pasquali, Sara
; …
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 901-929
Persistent link: https://www.econbiz.de/10008905110
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->