//--> //--> //--> //-->
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"
~subject:"Calibration"
~subject:"Zinsstruktur"
~type:"article"
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:"calibration"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Calibration
Zinsstruktur
Option pricing theory
16
Optionspreistheorie
16
Volatility
15
Volatilität
15
Stochastic process
12
Stochastischer Prozess
12
Rough volatility
4
Derivat
3
Derivative
3
Estimation
3
Option pricing
3
Option trading
3
Optionsgeschäft
3
ARCH model
2
ARCH-Modell
2
American options
2
Estimation theory
2
Forecasting model
2
Heston model
2
Implied volatility
2
Local volatility
2
Modellierung
2
Monte Carlo
2
Negative interest rates
2
Neural networks
2
Neuronale Netze
2
Prognoseverfahren
2
Schätztheorie
2
Schätzung
2
Scientific modelling
2
Smile calibration
2
Stochastic volatility
2
Theorie
2
Theory
2
VIX
2
Volatility surface
2
4-factor Markovian PDV model
1
Accurate price approximation
1
Additive process
1
more ...
less ...
Online availability
All
Undetermined
10
Free
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Azzone, Michele
1
Baviera, Roberto
1
Boen, Lynn
1
Drapeau, Samuel
1
Eberlein, Ernst
1
Echenim, Mnacho
1
Feng, Y.
1
Gerhart, Christoph
1
Gobet, Emmanuel
1
Guillaume, Florence
1
Horvath, Blanka Nora
1
La Bua, Gaetano
1
Marazzina, Daniele
1
Maurice, Anne-Claire
1
Mingone, A.
1
Muguruza, Aitor
1
Rømer, Sigurd Emil
1
Stone, Henry
1
Tomas, Mehdi
1
Zhang, S. M.
1
Zhang, Yunbo
1
more ...
less ...
Published in...
All
Quantitative finance
Water Resources Management
15
International journal of forecasting
11
Journal of economic dynamics & control
9
Review of derivatives research
8
Computational economics
7
Agricultural Water Management
6
Economic modelling
5
Renewable Energy
5
Annals of Finance
4
European economic review : EER
4
Journal of Artificial Societies and Social Simulation
4
Journal of mathematical finance
4
Natural Hazards
4
Review of Derivatives Research
4
Applied Energy
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Economic Theory
3
Energy economics
3
European journal of operational research : EJOR
3
International journal of theoretical and applied finance
3
Journal of Multivariate Analysis
3
Journal of banking & finance
3
Journal of economic theory
3
Physica A: Statistical Mechanics and its Applications
3
Quantitative Finance
3
Statistics & Probability Letters
3
Theory and decision : an international journal for multidisciplinary advances in decision science
3
Annals of the Institute of Statistical Mathematics
2
Computational Economics
2
Decisions in economics and finance : a journal of applied mathematics
2
Digital finance : smart data analytics, investment innovation, and financial technology
2
Economic Modelling
2
Economic Systems Research
2
Economics Letters
2
Economics letters
2
Energy
2
Energy Economics
2
European journal of political economy
2
Journal of Banking & Finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
2
Unbiasing and robustifying implied volatility
calibration
in a cryptocurrency market with large bid-ask spreads and missing quotes
Echenim, Mnacho
;
Gobet, Emmanuel
;
Maurice, Anne-Claire
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1285-1304
Persistent link: https://www.econbiz.de/10014339922
Saved in:
3
Additive normal tempered stable processes for equity derivatives and power-law scaling
Azzone, Michele
;
Baviera, Roberto
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10013167773
Saved in:
4
On model robustness of the regime switching approach for pegged foreign exchange markets
Zhang, Yunbo
;
Drapeau, Samuel
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1371-1390
Persistent link: https://www.econbiz.de/10013367908
Saved in:
5
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
6
Deep learning volatility : a deep neural network perspective on pricing and
calibration
in (rough) volatility models
Horvath, Blanka Nora
;
Muguruza, Aitor
;
Tomas, Mehdi
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 11-27
Persistent link: https://www.econbiz.de/10012424629
Saved in:
7
Calibrating rough volatility models : a convolutional neural network approach
Stone, Henry
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 379-392
Persistent link: https://www.econbiz.de/10012194872
Saved in:
8
American option pricing under the double Heston model based on asymptotic expansion
Zhang, S. M.
;
Feng, Y.
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 211-226
Persistent link: https://www.econbiz.de/10012194649
Saved in:
9
Building multivariate Sato models with linear dependence
Boen, Lynn
;
Guillaume, Florence
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 619-645
Persistent link: https://www.econbiz.de/10012194701
Saved in:
10
Calibration
and advanced simulation schemes for the Wishart stochastic volatility model
La Bua, Gaetano
;
Marazzina, Daniele
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 997-1016
Persistent link: https://www.econbiz.de/10012194737
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->