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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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Online availability
All
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
31
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40
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91
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31
45.5X Infinity Corrected Schwarzschild Microscope Objective Lens Design: Optical Performance Evaluation and Tolerance Analysis Using Zemax®
Alaruri, Sami D.
- In:
International Journal of Measurement Technologies and …
7
(
2018
)
1
,
pp. 17-37
, Schwarzschild reflective microscope objective lens is discussed.
Fast
Fourier
transform
modulation transfer function (FFT MTF= 568 …
Persistent link: https://www.econbiz.de/10012046710
Saved in:
32
Pricing in-arrears caps and ratchet caps under LIBOR market model with multiplicative basis
Zhong, Yangfan
;
Mi, Yanhui
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011923038
Saved in:
33
Gas storage valuation under multifactor Lévy processes
Cummins, Mark
;
Kiely, Greg
;
Murphy, Bernard
- In:
Journal of banking & finance
95
(
2018
),
pp. 167-184
Persistent link: https://www.econbiz.de/10011966740
Saved in:
34
On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution
Vernic, Raluca
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 184-193
Persistent link: https://www.econbiz.de/10011825436
Saved in:
35
A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus
Arai, Takuji
;
Imai, Yuto
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 247-267
Persistent link: https://www.econbiz.de/10012128947
Saved in:
36
Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
Saved in:
37
Gas storage valuation under Lévy processes using the
fast
Fourier
transform
Cummins, Mark
;
Kiely, Greg
;
Murphy, Bernard
- In:
The journal of energy markets
10
(
2017
)
4
,
pp. 43-86
Persistent link: https://www.econbiz.de/10011999471
Saved in:
38
Pricing European options and risk measurement under exponential Lévy models : a practical guide
Salhi, Khaled
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011777826
Saved in:
39
Robust option pricing with characteristic functions and the B-spline order of density projection
Kirkby, J. Lars
- In:
The journal of computational finance
21
(
2017/2018
)
2
,
pp. 61-100
Persistent link: https://www.econbiz.de/10011848311
Saved in:
40
A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models
Dang, Duy Minh
;
Jackson, Kenneth R.
;
Sues, Scott
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 175-215
Persistent link: https://www.econbiz.de/10011815225
Saved in:
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