Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Gaussian Volterra processes"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Gaussian Volterra processes
1
Neural networks
1
Neuronale Netze
1
Option pricing theory
1
Optionspreistheorie
1
SPX & VIX modeling
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
neural networks
1
quantization
1
stochastic 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
Abi Jaber, Eduardo
1
Illand, Camille
1
Li, Shaun
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Joint SPX & VIX calibration with Gaussian polynomial volatility models : deep pricing with quantization hints
Abi Jaber, Eduardo
;
Illand, Camille
;
Li, Shaun
- In:
Mathematical finance : an international journal of …
35
(
2025
)
2
,
pp. 470-519
Persistent link: https://www.econbiz.de/10015359126
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
