//--> //--> //-->
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:"restricted"
~isPartOf:"The journal of computational finance"
~subject:"Bermudan swaptions"
~subject:"Volatility"
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:"Identification"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Bermudan swaptions
Volatility
Modellierung
6
Scientific modelling
6
Option pricing theory
5
Optionspreistheorie
5
Volatilität
3
Cheyette model
2
Risiko
2
Risikomanagement
2
Risk
2
Risk management
2
Stochastic process
2
Stochastischer Prozess
2
Yield curve
2
Zinsstruktur
2
calibration
2
local volatility
2
American option
1
Arbitrage Pricing
1
Arbitrage pricing
1
Black-Scholes model
1
Black-Scholes-Modell
1
Commodity derivative
1
Commodity market
1
Derivat
1
Derivative
1
Fisher-Rao information metric
1
Heston model
1
Interest rate
1
Interest rate derivative
1
Markov-functional models (MFMs)
1
Measurement
1
Messung
1
Multivariate Verteilung
1
Multivariate distribution
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Option trading
1
Optionsgeschäft
1
more ...
less ...
Online availability
All
Undetermined
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
Jabłecki, Juliusz
2
Albani, Vinícius
1
Ascher, Uri M.
1
Gatarek, Dariusz
1
Zubelli, Jorge P.
1
Published in...
All
The journal of computational finance
Econometric reviews
6
Energy economics
5
International journal of forecasting
4
Journal of econometrics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics
3
Economics letters
3
Journal of economic dynamics & control
3
Journal of forecasting
3
Journal of international money and finance
3
Quantitative finance
3
Economic modelling
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
European economic review : EER
2
European journal of operational research : EJOR
2
Finance research letters
2
Journal of banking & finance
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of international financial markets, institutions & money
2
Research in international business and finance
2
SpringerLink / Bücher
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied Quantitative Finance
1
Applied Quantitative Finance series
1
Applied quantitative finance series
1
Computational Management Science : CMS
1
Computational economics
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Global finance journal
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of business research : JBR
1
Journal of financial econometrics
1
Journal of monetary economics
1
Macroeconomic dynamics
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bermudan swaption model risk analysis : a local volatility approach
Jabłecki, Juliusz
- In:
The journal of computational finance
22
(
2018
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10011976669
Saved in:
2
A nonparametric local volatility model for swaptions smile
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 35-62
Persistent link: https://www.econbiz.de/10011860899
Saved in:
3
Local volatility models in commodity markets and online calibration
Albani, Vinícius
;
Ascher, Uri M.
;
Zubelli, Jorge P.
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 63-95
Persistent link: https://www.econbiz.de/10011860922
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->