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  • Search: subject:"Fast Fourier transform"
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Year of publication
Subject
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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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Online availability
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Undetermined 47 Free 32 CC license 5
Type of publication
All
Article 69 Book / Working Paper 21 Other 1
Type of publication (narrower categories)
All
Article in journal 43 Aufsatz in Zeitschrift 43 Working Paper 6 Article 4 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Thesis 2
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Language
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English 60 Undetermined 31
Author
All
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 2 Li, Qinyun 2 Murphy, Bernard 2 Nwozo, Chuma Raphael 2 Oyono Ngou, Polynice 2 Saltyte-Benth, Jurate 2 Schoutens, Wim 2 Sorwar, Ghulam 2 Wang, King 2 Wu, Liuren 2 Yu, Jung-Suk 2
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Computer Science 1 Department of Economics, Iowa State University 1 Dipartimento di Economia, Università degli Studi di Perugia 1 Economics Department, Queen's University 1 Frankfurt School of Finance and Management 1 Santa Fe Institute 1 Society for Computational Economics - SCE 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 University of Bonn, Germany 1 Økonomisk Institut, Københavns Universitet 1
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Published in...
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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 3 CPQF Working Paper Series 2 Computational economics 2 Economic Modelling 2 European journal of operational research : EJOR 2 Insurance / Mathematics & economics 2 MPRA Paper 2 Review of Derivatives Research 2 Risks : open access journal 2 Studies in Nonlinear Dynamics & Econometrics 2 Acta Oeconomica Pragensia 1 Annals of the Institute of Statistical Mathematics 1 Asia-Pacific journal of financial studies 1 Bloomberg Portfolio Research Paper 1 CORE Discussion Papers 1 CREATES research paper 1 Computational Statistics 1 Computational management science 1 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 1 International Journal of Energy Economics and Policy : IJEEP 1 International Journal of Measurement Technologies and Instrumentation Engineering (IJMTIE) 1 International Journal of Production Economics 1 International journal of production economics 1 Journal of Econometrics 1 Journal of Economic Dynamics and Control 1 Journal of banking & finance 1
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Source
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ECONIS (ZBW) 47 RePEc 33 EconStor 7 BASE 3 Other ZBW resources 1
Showing 91 - 91 of 91
Cover Image
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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