//--> //--> //-->
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"
~person:"Fouque, Jean-Pierre"
~person:"Nguyen, Duy"
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:"Stochastisches Modell "
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Experiment
1
Heston model
1
Joint calibration
1
Multiscale modelling
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
VIX
1
Volatility
1
Volatility index
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Fouque, Jean-Pierre
Nguyen, Duy
Escobar, Marcos
5
Bayer, Christian
4
Felpel, Mike
3
Gatheral, Jim
3
Kienitz, Jörg
3
Madan, Dilip B.
3
McWalter, Thomas A.
3
Rosenbaum, Mathieu
3
Abergel, Frédéric
2
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Chan, Tat Lung
2
Cheang, Gerald H. L.
2
Chen, Jing
2
Cheng, Yuyang
2
Consigli, Giorgio
2
Eberlein, Ernst
2
Endres, Sylvia
2
Forde, Martin
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
González-Urteaga, Ana
2
Gudkov, Nikolay
2
Guyon, Julien
2
Guéant, Olivier
2
Hainaut, Donatien
2
Horvath, Blanka Nora
2
Jaisson, Thibault
2
Kim, Jeong-Hoon
2
Lorig, Matthew
2
Ma, Jingtang
2
Muguruza, Aitor
2
Radoičić, Radoš
2
Rubio, Gonzalo
2
Schoutens, Wim
2
Smith, Benjamin
2
Sornette, Didier
2
Stübinger, Johannes
2
Wan, Justin W. L.
2
Wehrli, Alexander
2
more ...
less ...
Published in...
All
Quantitative finance
European journal of operational research : EJOR
3
Finance and stochastics
3
International journal of theoretical and applied finance
3
Annals of finance
2
Applied mathematical finance
2
Annals of Finance, Forthcoming
1
Finance research letters
1
Insurance / Mathematics & economics
1
International journal of financial engineering
1
Journal of economic dynamics & control
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Heston stochastic vol-of-vol model for joint calibration of VIX and S&P 500 options
Fouque, Jean-Pierre
;
Saporito, Y. F.
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 1003-1016
Persistent link: https://www.econbiz.de/10011911259
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->