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Search: subject:"Fast Fourier transform"
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Optionspreistheorie
44
Option pricing theory
42
fast Fourier transform
34
Stochastischer Prozess
29
Stochastic process
28
Fast Fourier transform
26
Fast Fourier Transform
18
Volatilität
16
Volatility
15
Option trading
12
Optionsgeschäft
12
Schätztheorie
7
Estimation theory
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Option pricing
5
Statistische Verteilung
5
Theorie
5
Calibration
4
Characteristic function
4
Circular convolution theorem
4
Finanzmathematik
4
Mathematical finance
4
Numerical Integration
4
Regime-switching
4
Statistical distribution
4
Stochastic Volatility Models
4
Stochastic volatility
4
Theory
4
Yield curve
4
Zinsstruktur
4
ARCH model
3
ARCH-Modell
3
Analysis
3
Derivat
3
Derivative
3
Fast Fourier Transform method
3
GARCH diffusion model
3
Hedging
3
Levy processes
3
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32
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English
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Fan, Kun
4
Kilin, Fiodar
4
Madan, Dilip B.
4
Shen, Yang
4
Siu, Tak Kuen
4
Wang, Rongming
4
Arai, Takuji
3
Mozumder, Sharif
3
Nielsen, Morten Ørregaard
3
Zhylyevskyy, Oleksandr
3
Acri, Francesco
2
Benth, Fred
2
Carr, Peter
2
Cerchiara, Rocco Roberto
2
Cummins, Mark
2
Disney, Stephen M.
2
Dowd, Kevin
2
Embrechts, Paul
2
Fadugba, Sunday Emmanuel
2
Frei, Marco
2
Gnoatto, Alessandro
2
Grasselli, Martino
2
Grith, Maria
2
Hyndman, Cody
2
Imai, Yuto
2
Jackson, Kenneth R.
2
Jensen, Andreas Noack
2
Kiely, Greg
2
Kirkby, J. Lars
2
Krätschmer, Volker
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Li, Qinyun
2
Murphy, Bernard
2
Nwozo, Chuma Raphael
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Oyono Ngou, Polynice
2
Saltyte-Benth, Jurate
2
Schoutens, Wim
2
Sorwar, Ghulam
2
Wang, King
2
Wu, Liuren
2
Yu, Jung-Suk
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Computer Science
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Department of Economics, Iowa State University
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Dipartimento di Economia, Università degli Studi di Perugia
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Economics Department, Queen's University
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Frankfurt School of Finance and Management
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Society for Computational Economics - SCE
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
University of Bonn, Germany
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Økonomisk Institut, Københavns Universitet
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Journal of mathematical finance
4
Applied mathematical finance
3
Economic modelling
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
International journal of financial engineering
3
International journal of theoretical and applied finance
3
Journal of Risk and Financial Management
3
Journal of risk and financial management : JRFM
3
The journal of computational finance
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CPQF Working Paper Series
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Studies in Nonlinear Dynamics & Econometrics
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Acta Oeconomica Pragensia
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Annals of the Institute of Statistical Mathematics
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Asia-Pacific journal of financial studies
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Bloomberg Portfolio Research Paper
1
CORE Discussion Papers
1
CREATES research paper
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Computational Statistics
1
Computational management science
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Computing in Economics and Finance 2005
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion Paper Serie A
1
Discussion Papers / Økonomisk Institut, Københavns Universitet
1
Energy economics
1
Financial innovation : FIN
1
IMES discussion paper series / Englische Ausgabe
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International Journal of Energy Economics and Policy : IJEEP
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International Journal of Measurement Technologies and Instrumentation Engineering (IJMTIE)
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International Journal of Production Economics
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International journal of production economics
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Journal of Econometrics
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Journal of Economic Dynamics and Control
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Journal of banking & finance
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ECONIS (ZBW)
47
RePEc
33
EconStor
7
BASE
3
Other ZBW resources
1
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91
Resistant smoothing using the
fast
Fourier
Transform
Wolfgang, Haerdle
-
University of Bonn, Germany
-
1986
Persistent link: https://www.econbiz.de/10004993107
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