//--> //--> //-->
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:"Li, Chen Xu"
~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:"Model selection"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Closed-form expansion
1
Derivat
1
Derivative
1
Implied volatility surface
1
Jumps
1
Model selection
1
Option pricing
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Volatility
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
Li, Chen Xu
Karlsson, Sune
4
Berger, Tino
3
Everaert, Gerdie
3
Freyberger, Joachim
3
Iseringhausen, Martin
3
Neuhierl, Andreas
3
Weber, Michael
3
Österholm, Pär
3
Knaus, Simon D.
2
Vierke, Hauke
2
Wang, Yudong
2
Andreou, Panayiotis C.
1
Asai, Manabu
1
Atak, Alev
1
Audrino, Francesco
1
Aït-Sahalia, Yacine
1
Berger, Helge
1
Charalambous, Chris
1
Charoenwong, Ben
1
Choi, Hwan-sik
1
Chuffart, Thomas
1
Clavijo-Cortes, Pedro
1
Dark, Jonathan
1
Drachal, Krzysztof
1
Feldkircher, Martin
1
Feng, Guanhao
1
Gao, Xin
1
Geng, Qianjie
1
Goldman, Elena
1
Hansen, Peter Reinhard
1
Hao, Xianfeng
1
Heijden, Thijs van der
1
Huang, Jing-Zhi
1
Huber, Florian
1
Jeong, Minsoo
1
Jiang, Yue
1
Jun, Wang
1
Kapetanios, George
1
Kastner, Gregor
1
more ...
less ...
Published in...
All
Journal of econometrics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->