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~isPartOf:"Computational economics"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Option pricing theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Statistische Verteilung"
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Option pricing theory
Statistical distribution
102
Statistische Verteilung
102
Theorie
47
Theory
47
Optionspreistheorie
34
Stochastic process
32
Stochastischer Prozess
32
Volatility
28
Volatilität
28
Portfolio selection
15
Portfolio-Management
15
Risikomaß
14
Risk measure
14
Capital income
12
Kapitaleinkommen
12
Derivat
11
Derivative
11
Estimation
11
Schätzung
11
Estimation theory
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Schätztheorie
10
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
ARCH model
8
ARCH-Modell
8
Credit risk
8
Kreditrisiko
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Multivariate Verteilung
8
Multivariate distribution
8
Simulation
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Börsenkurs
7
Financial market
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Finanzmarkt
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Forecasting model
7
Prognoseverfahren
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Share price
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Time series analysis
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7
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34
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Aufsatz in Zeitschrift
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34
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English
34
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Arunachalam, V.
1
Badescu, Alexandru
1
Barbachan, José Santiago Fajardo
1
Barth, Andrea
1
Basnarkov, Lasko
1
Belomestny, Denis
1
Benth, Fred Espen
1
Bianchi, Michele Leonardo
1
Bojarčenko, Svetlana I.
1
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1
Carr, Peter
1
Chapovsky, Alexander
1
Cui, Zhenyu
1
Dao, Tung-Lam
1
Elliott, Robert J.
1
Fabozzi, Frank J.
1
Fuh, Cheng-Der
1
Gapeev, Pavel V.
1
Han, Xixuan
1
Hellmich, Martin
1
Hult, Henrik
1
Härdle, Wolfgang
1
Itkin, Andrey
1
Ivanov, Roman V.
1
Jeanblanc, Monique
1
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1
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1
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1
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1
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1
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1
Kumar, Sumit
1
Kundu, Arindam
1
Kutrolli, Gleda
1
Langrené, Nicolas
1
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1
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Computational economics
International journal of theoretical and applied finance
Journal of econometrics
14
Quantitative finance
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
The journal of futures markets
13
Review of derivatives research
11
Applied mathematical finance
10
Journal of banking & finance
9
The journal of computational finance
9
Journal of economic dynamics & control
8
Journal of mathematical finance
8
International journal of financial engineering
7
The North American journal of economics and finance : a journal of financial economics studies
7
European journal of operational research : EJOR
6
Insurance / Mathematics & economics
6
Review of quantitative finance and accounting
6
Finance research letters
5
Risks : open access journal
5
Mathematics and financial economics
4
Asia-Pacific journal of financial studies
3
Economic modelling
3
Economics letters
3
Finance and stochastics
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of risk
3
Annals of finance
2
Applied economics
2
Asia-Pacific financial markets
2
Central European journal of economic modelling and econometrics
2
Computational Management Science : CMS
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Econometric theory
2
International journal of financial markets and derivatives
2
International journal of theoretical and applied finance : IJTAF
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
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ECONIS (ZBW)
34
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1
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
Saved in:
2
Option implied VIX, Skew and Kurtosis term structures
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012662046
Saved in:
3
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:
4
An expanded Local Variance Gamma model
Carr, Peter
;
Itkin, Andrey
- In:
Computational economics
57
(
2021
)
4
,
pp. 949-987
Persistent link: https://www.econbiz.de/10012543243
Saved in:
5
Computational modeling of non-Gaussian option price using non-extensive Tsallis’ entropy framework
Nayak, Gangadhar
;
Singh, Amit Kumar
;
Senapati, Dilip
- In:
Computational economics
57
(
2021
)
4
,
pp. 1353-1371
Persistent link: https://www.econbiz.de/10012543376
Saved in:
6
Information flow dependence in financial markets
Michaelsen, Markus
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496727
Saved in:
7
Option implied risk-neutral density estimation : a robust and flexible method
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
54
(
2019
)
2
,
pp. 705-728
Persistent link: https://www.econbiz.de/10012134345
Saved in:
8
Pricing swaps on discrete realized higher moments under the lévy process
Zhu, Wenli
;
Ruan, Xinfeng
- In:
Computational economics
53
(
2019
)
2
,
pp. 507-532
Persistent link: https://www.econbiz.de/10012134734
Saved in:
9
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
Saved in:
10
Sinh-acceleration: efficient evaluation of probability distributions, option pricing, and Monte Carlo simulations
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012019776
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