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Search: subject:"Characteristic Function"
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Subject
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Characteristic function
87
characteristic function
80
Optionspreistheorie
39
Option pricing theory
38
Stochastic process
37
Stochastischer Prozess
37
Estimation theory
35
Schätztheorie
35
Empirical characteristic function
30
Theorie
30
Theory
27
Volatility
27
Volatilität
27
Characteristic Function
25
Statistical distribution
20
Statistische Verteilung
20
Estimation
15
stochastic volatility
15
Probability theory
14
Wahrscheinlichkeitsrechnung
14
Schätzung
13
Core
12
empirical characteristic function
12
Kooperatives Spiel
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Option trading
11
Optionsgeschäft
11
Statistical test
11
Statistischer Test
11
Cooperative game
10
Game theory
10
option pricing
10
Heston
9
Lévy process
9
Shapley value
9
Bootstrap
8
Fourier inversion
8
Goodness-of-fit
8
Spieltheorie
8
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Online availability
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Undetermined
152
Free
123
CC license
6
Type of publication
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Article
188
Book / Working Paper
108
Type of publication (narrower categories)
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Article in journal
73
Aufsatz in Zeitschrift
73
Working Paper
42
Graue Literatur
25
Non-commercial literature
25
Arbeitspapier
24
Article
10
Aufsatz im Buch
5
Book section
5
research-article
3
Conference paper
1
Konferenzbeitrag
1
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English
166
Undetermined
130
Author
All
Xu, Dinghai
10
Lord, Roger
9
Hoderlein, Stefan
8
Kahl, Christian
8
Breunig, Christoph
7
Meintanis, Simos
7
Broda, Simon A.
6
Wystup, Uwe
6
Forges, Françoise
5
Gupta, Arjun
5
Manuel, Conrado
5
Orzach, Ram
5
Zhylyevskyy, Oleksandr
5
Appaia, Loganathan
4
Brink, René van den
4
Chander, Parkash
4
Drakatos, Stylianos Th.
4
Ewerhart, Christian
4
Figueiredo, Annibal
4
Fountas, Ioannis E.
4
Griebsch, Susanne
4
Henze, Norbert
4
Hong, Yongmiao
4
Hušková, Marie
4
Kampisioulis, Panagiotis K.
4
Knight, John
4
Krichene, Noureddine
4
Serena, Marco
4
Caldana, Ruggero
3
Carrasco, Marine
3
Florens, Jean-Pierre
3
Fusai, Gianluca
3
González-Aranguena, Enrique
3
He, Xin-Jiang
3
Kan, Raymond
3
Leucht, Anne
3
Meintanis, Simos G.
3
Nguyen, Truc
3
Pagliarani, Stefano
3
Pozo, Mónica del
3
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
International Monetary Fund (IMF)
6
Department of Economics, University of Waterloo
5
Tinbergen Instituut
5
Department of Economics, Iowa State University
3
Dipartimento di Informatica e Studi Aziendali, Università degli Studi di Trento
3
Econometric Society
3
Cowles Foundation for Research in Economics, Yale University
2
Fondazione ENI Enrico Mattei (FEEM)
2
Frankfurt School of Finance and Management
2
Tinbergen Institute
2
University of Bonn, Germany
2
Université Paris-Dauphine (Paris IX)
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centro de Estudios Monetarios y Financieros (CEMFI)
1
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of Economics, University of California-San Diego (UCSD)
1
EconWPA
1
Finance Press
1
HAL
1
Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet
1
Institute for Monetary and Economic Studies, Bank of Japan
1
Internationella Handelshögskolan, Högskolan i Jönköping
1
London School of Economics (LSE)
1
School of Management, Yale University
1
Society for Computational Economics - SCE
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Swiss Finance Institute
1
Université Paris-Dauphine
1
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Published in...
All
Annals of the Institute of Statistical Mathematics
11
International journal of theoretical and applied finance
10
Metrika
10
Journal of Multivariate Analysis
9
Journal of econometrics
8
Discussion paper / Tinbergen Institute
7
MPRA Paper
7
Tinbergen Institute Discussion Papers
7
Computational Statistics & Data Analysis
6
IMF Working Papers
6
Physica A: Statistical Mechanics and its Applications
6
Tinbergen Institute Discussion Paper
6
Statistics & Probability Letters
5
Working Paper
5
Working Papers / Department of Economics, University of Waterloo
5
CPQF Working Paper Series
4
Computational economics
4
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
4
Journal of mathematical finance
3
Staff General Research Papers / Department of Economics, Iowa State University
3
Statistical Papers / Springer
3
The journal of computational finance
3
Annals of Economics and Finance
2
Applied Mathematical Finance
2
Computational Statistics
2
Cowles Foundation Discussion Papers
2
DISA Working Papers
2
Discussion Paper Serie B
2
Econometric Reviews
2
Econometric Society 2004 North American Winter Meetings
2
Econometric reviews
2
Economic Quality Control
2
Economics Papers from University Paris Dauphine
2
Economics letters
2
European journal of operational research : EJOR
2
Finance and Stochastics
2
International Game Theory Review (IGTR)
2
International Journal of Quality & Reliability Management
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of quality & reliability management
2
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Source
All
RePEc
160
ECONIS (ZBW)
103
EconStor
28
Other ZBW resources
4
BASE
1
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61
Pricing vulnerable options with stochastic volatility and stochastic interest rate
Ma, Chaoqun
;
Yue, Shengjie
;
Wu, Hui
;
Ma, Yong
- In:
Computational economics
56
(
2020
)
2
,
pp. 391-429
Persistent link: https://www.econbiz.de/10012272041
Saved in:
62
Multivariate distributions for financial returns
Madan, Dilip B.
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496775
Saved in:
63
Counterparty credit risk in a clearing network
Felbert, Alexander von
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012496786
Saved in:
64
On the identification of models with conditional characteristic functions
Han, Hyojin
- In:
Economics letters
186
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012500866
Saved in:
65
Testing distributional assumptions using a continuum of moments
Amengual, Dante
;
Carrasco, Marine
;
Sentana, Enrique
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 655-689
Persistent link: https://www.econbiz.de/10012483175
Saved in:
66
A generalization of option pricing to price-limit markets
Guo, Jia-Hau
;
Chang, Lung-Fu
- In:
Review of derivatives research
23
(
2020
)
2
,
pp. 145-161
Persistent link: https://www.econbiz.de/10012229795
Saved in:
67
Cross-sectional independence test for a class of parametric panel data models
Pan, Guangming
;
Gao, Jiti
;
Yang, Yanrong
;
Guo, Meihui
-
2015
Persistent link: https://www.econbiz.de/10011781344
Saved in:
68
"Tool port" to "landlord port" : a game theory approach to analyse gains from governance model transformation
Munim, Ziaul Haque
;
Saeed, Naima
;
Larsen, Odd I.
- In:
Maritime policy & management
46
(
2019
)
1
,
pp. 43-60
Persistent link: https://www.econbiz.de/10012209449
Saved in:
69
Embedding stochastic correlation into the pricing of FX quanto options under stochastic volatility models
Pellegrino, Tommaso
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 455-493
Persistent link: https://www.econbiz.de/10012210363
Saved in:
70
Fast fourier transform based computation of American options under economic recession induced volatility uncertainty
Bankole, Philip Ajibola
;
Ugbebor, Olabisi O.
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 494-521
Persistent link: https://www.econbiz.de/10012210366
Saved in:
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