//--> //--> //-->
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:"Quantitative finance"
~language:"eng"
~person:"Yang, Nian"
~subject:"Implied volatility"
~subject:"Volatilität"
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:"PRICING"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Implied volatility
Volatilität
Option pricing theory
2
Optionspreistheorie
2
Probability of hitting zero
2
SABR model
2
Volatility
2
Principle of not feeling the boundary
1
Probability theory
1
Stochastic process
1
Stochastischer Prozess
1
Survival probability
1
Theorie
1
Theory
1
Time-changed Bessel process
1
USA
1
United States
1
Wahrscheinlichkeitsrechnung
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
Author
All
Yang, Nian
Gatheral, Jim
4
Radoičić, Radoš
4
Felpel, Mike
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Bayer, Christian
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
De Marco, Stefano
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
Kim, Jeong-Hoon
2
Martini, Claude
2
Muguruza, Aitor
2
Rosenbaum, Mathieu
2
Schoutens, Wim
2
Tudor, Sebastian F.
2
Yamazaki, Akira
2
Ziveyi, Jonathan
2
AbaOud, Mohammed A.
1
Abergel, Frédéric
1
Abi Jaber, Eduardo
1
Agarwal, Ankush
1
Alexander, Carol
1
Alfeus, Mesias
1
Arkorful, Gideon Bruce
1
Asensio, Ivan Oscar
1
Asmussen, Søren
1
Auster, Johan
1
Azzone, Michele
1
more ...
less ...
Published in...
All
Quantitative finance
Journal of economic dynamics & control
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The principle of not feeling the boundary for the SABR model
Chen, Nan
;
Yang, Nian
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 427-436
Persistent link: https://www.econbiz.de/10012194662
Saved in:
2
The survival probability of the SABR model : asymptotics and application
Yang, Nian
;
Wan, Xiangwei
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1767-1779
Persistent link: https://www.econbiz.de/10012261910
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->