//--> //--> //-->
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
~person:"Baule, Rainer"
~subject:"Option pricing theory"
~subject:"Option trading"
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_exact:"Heston model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Option trading
Heston model
2
Optionspreistheorie
2
Volatility
2
Volatilität
2
Barrier options
1
Bates model
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bonus certificates
1
Derivat
1
Derivative
1
Empirical finance
1
Local volatility
1
Model risk
1
Modellierung
1
Option portfolios
1
Option-based factors
1
Optionsgeschäft
1
Performance measurement
1
Portfolio selection
1
Portfolio-Management
1
Retail derivatives
1
Scientific modelling
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
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
2
Author
All
Baule, Rainer
Chiarella, Carl
3
Cui, Zhenyu
3
Bernard, Carole
2
Chan, Jiun Hong
2
Ehrhardt, Matthias
2
Elliott, Robert J.
2
Glau, Kathrin
2
Günther, Michael
2
He, Xin-Jiang
2
Joshi, Mark S.
2
Levendorskij, Sergej Z.
2
Nishide, Katsumasa
2
Takahashi, Akihiko
2
Teng, Long
2
Wohlmuth, Barbara
2
Wystup, Uwe
2
Alfeus, Mesias
1
Algieri, Bernardina
1
Alim, Md. Abdul
1
Aly, Sidi Mohamed Ould
1
Alziary, Bénédicte
1
Anderson, David
1
Avdiu, Kujtim
1
Balci, Anna KH.
1
Barucci, Emilio
1
Bates, David S.
1
Baño Rollin, Sebastian del
1
Benk, Janos
1
Biswas, Md. Haider Ali
1
Bojarčenko, Svetlana I.
1
Bormetti, Giacomo
1
Boukai, Benzion
1
Briani, Maya
1
Burkovska, O.
1
Burkovska, Olena
1
Caramellino, Lucia
1
Cazzola, Valentina
1
Chakrabarti, Binay Bhushan
1
Chang, Lung-Fu
1
more ...
less ...
Published in...
All
Journal of banking & finance
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Performance measurement for option portfolios in a stochastic volatility framework
Baule, Rainer
;
Entrop, Oliver
;
Wessels, Sebastian
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 519-539
Persistent link: https://www.econbiz.de/10013167776
Saved in:
2
Model risk and model choice in the case of barrier options and bonus certificates
Baule, Rainer
;
Shkel, David Sebastian
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013256692
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->