//--> //--> //-->
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"
~source:"econis"
~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:"Calculus"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Stochastic process
23
Stochastischer Prozess
23
Option pricing theory
22
Optionspreistheorie
22
Analysis
20
Mathematical analysis
20
Volatilität
9
Experiment
7
Theorie
7
Theory
7
Derivat
6
Derivative
6
Portfolio selection
5
Portfolio-Management
5
Malliavin calculus
4
stochastic differential equation
4
Black-Scholes model
3
Black-Scholes-Modell
3
Control theory
3
Hedging
3
Kontrolltheorie
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Option trading
3
Optionsgeschäft
3
information premium
3
option pricing
3
Asymptotic expansion
2
Correlation
2
Estimation theory
2
Finanzmathematik
2
Forecasting model
2
Korrelation
2
Linear algebra
2
Lineare Algebra
2
LĂ©vy process
2
Markov chain
2
Markov-Kette
2
Mathematical finance
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Conference paper
2
Konferenzbeitrag
2
Language
All
English
9
Author
All
Takahashi, Akihiko
2
Toda, Masashi
2
Brockhaus, Oliver
1
Criens, David
1
Dubois, Mathieu
1
Gapeev, Pavel V.
1
Hess, Markus
1
Hok, Julien
1
Jafari, Hossein
1
Ngare, Philip
1
Papapantoleon, Antonis
1
Rahimi, Ghazaleh
1
Saporito, Yuri F.
1
Takehara, Kohta
1
Torricelli, Lorenzo
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of mathematical finance
7
The journal of computational finance
7
Quantitative finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Applied mathematical finance
3
Finance and stochastics
3
International journal of financial engineering
3
Journal of econometrics
3
Journal of economic dynamics & control
3
Risks : open access journal
3
Annals of finance
2
Asia-Pacific financial markets
2
Mathematical methods of operations research
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
Barcelona GSE working paper series : working paper
1
CARF working paper
1
Computational Management Science : CMS
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
1
Econometric Institute research papers
1
Economic modelling
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics discussion papers
1
Economics letters
1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
Insurance / Mathematics & economics
1
International journal of financial markets and derivatives
1
International journal of theoretical and applied finance : IJTAF
1
Inventi impact: microfinance & banking
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial studies & research : JFSR
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
Small-time asymptotics in geometric Asian options for a stochastic volatility jump-diffusion model
Jafari, Hossein
;
Rahimi, Ghazaleh
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012012961
Saved in:
4
First-order asymptotics of path-dependent derivatives in multiscale stochastic volatility environment
Saporito, Yuri F.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011889526
Saved in:
5
Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien
;
Ngare, Philip
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
Saved in:
6
On some functionals of the first passage times in models with switching stochastic volatility
Gapeev, Pavel V.
;
Brockhaus, Oliver
;
Dubois, Mathieu
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011845962
Saved in:
7
Note on an extension of an asymptotic expansion scheme
Takahashi, Akihiko
;
Toda, Masashi
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009783991
Saved in:
8
Pricing joint claims on an asset and its realized variance in stochastic volatility models
Torricelli, Lorenzo
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009725085
Saved in:
9
A general computation scheme for a high-order asymptotic expansion method
Takahashi, Akihiko
;
Takehara, Kohta
;
Toda, Masashi
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009672591
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->