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:"Heston's Model"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Stochastic volatility
157
Heston model
145
Optionspreistheorie
142
Stochastischer Prozess
141
Option pricing theory
140
Stochastic process
138
Stochastische Volatilität
128
Volatilität
126
Volatility
122
Theorie
47
Theory
45
Option trading
40
Optionsgeschäft
40
Monte Carlo simulation
35
Monte-Carlo-Simulation
31
Derivat
30
Derivative
30
stochastic volatility
27
Forecasting model
25
Prognoseverfahren
25
Black-Scholes model
24
Black-Scholes-Modell
24
USA
19
United States
19
Portfolio selection
18
Portfolio-Management
18
ARCH model
17
ARCH-Modell
17
Bayes-Statistik
16
Bayesian inference
16
VAR model
16
VAR-Modell
16
Simulation
15
Welt
15
World
15
Capital market returns
13
Estimation
13
Kapitalmarktrendite
13
Schätzung
13
Estimation theory
12
more ...
less ...
Online availability
All
Undetermined
141
Free
119
CC license
7
Type of publication
All
Article
204
Book / Working Paper
123
Type of publication (narrower categories)
All
Article in journal
147
Aufsatz in Zeitschrift
147
Graue Literatur
66
Non-commercial literature
66
Working Paper
65
Arbeitspapier
58
Hochschulschrift
11
Article
6
Aufsatz im Buch
6
Book section
6
Collection of articles written by one author
4
Sammlung
4
Thesis
4
Aufsatzsammlung
2
Collection of articles of several authors
2
Sammelwerk
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
266
Undetermined
58
German
3
Author
All
Clark, Todd E.
15
McAleer, Michael
14
Asai, Manabu
11
Huber, Florian
10
Mertens, Elmar
9
Wystup, Uwe
9
Detlefsen, Kai
8
McCracken, Michael W.
8
Carriero, Andrea
7
Marcellino, Massimiliano
7
Aastveit, Knut Are
6
Chiarella, Carl
6
Griebsch, Susanne
6
Peiris, Shelton
6
Alòs, Elisa
5
Chang, Chia-Lin
5
Janek, Agnieszka
5
Kluge, Tino
5
Zhu, Song-Ping
5
Chan, Jiun Hong
4
Crespo Cuaresma, Jesús
4
Cui, Zhenyu
4
Härdle, Wolfgang
4
Härdle, Wolfgang Karl
4
Jacquier, Antoine
4
Joshi, Mark S.
4
Mickel, Annalena
4
Neuenkirch, Andreas
4
Bernard, Carole
3
Breitung, Jörg
3
Chen, Jinghui
3
Doppelhofer, Gernot
3
Ehrhardt, Matthias
3
Feldkircher, Martin
3
Forde, Martin
3
Gatheral, Jim
3
Gnoatto, Alessandro
3
Grasselli, Martino
3
Günther, Michael
3
Hafner, Christian M.
3
more ...
less ...
Institution
All
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Department of Economics and Business, Universitat Pompeu Fabra
3
Finance Discipline Group, Business School
3
Department of Economics, Iowa State University
2
School of Economics and Management, University of Aarhus
2
Birkbeck, Department of Economics, Mathematics & Statistics
1
Frankfurt School of Finance and Management
1
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
1
National Bureau of Economic Research
1
Society for Computational Economics - SCE
1
Technische Universität Dresden
1
Universität Trier
1
World Scientific Publishing Co. Pte. Ltd.
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
24
Quantitative finance
14
The journal of futures markets
11
International Journal of Theoretical and Applied Finance (IJTAF)
10
The journal of computational finance
8
Computational economics
7
International journal of financial engineering
7
Physica A: Statistical Mechanics and its Applications
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Department of Economics working paper
6
Econometric Institute research papers
6
Applied mathematical finance
5
MPRA Paper
5
SFB 649 Discussion Paper
5
SFB 649 Discussion Papers
5
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Tinbergen Institute
4
European journal of operational research : EJOR
4
Finance and Stochastics
4
Finance and stochastics
4
Review of Derivatives Research
4
Asia-Pacific Financial Markets
3
BIFEC Book of Abstracts & Proceedings
3
CORE discussion papers : DP
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
3
Federal Reserve Bank of Cleveland working paper series
3
Finance research letters
3
Insurance / Mathematics & economics
3
Journal of banking & finance
3
Journal of economic dynamics & control
3
Journal of mathematical finance
3
Journal of risk
3
Journal of risk and financial management : JRFM
3
Quantitative Finance
3
Research Paper Series / Finance Discipline Group, Business School
3
Working paper
3
Applied Mathematical Finance
2
Asia-Pacific financial markets
2
CESifo working papers
2
more ...
less ...
Source
All
ECONIS (ZBW)
244
RePEc
70
EconStor
13
Showing
151
-
160
of
327
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
151
Quasi- Monte Carol methods for the
Heston
model
Baldeaux, Jan
;
Roberts, Dale
-
2012
Persistent link: https://www.econbiz.de/10009564454
Saved in:
152
Modeling and forecasting asset volatility
Bekierman, Jeremias
-
2017
Persistent link: https://www.econbiz.de/10011861477
Saved in:
153
Have standard VARS remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 931-951
Persistent link: https://www.econbiz.de/10011862290
Saved in:
154
Weighted average price in the Heston stochastic volatility model
Papi, Marco
;
Pontecorvi, Luca
;
Donatucci, Cristina
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 351-373
Persistent link: https://www.econbiz.de/10011997757
Saved in:
155
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
156
The use of power numeraires in option pricing
Joshi, Mark
- In:
Operations research letters
45
(
2017
)
2
,
pp. 133-138
Persistent link: https://www.econbiz.de/10011687633
Saved in:
157
A reduced basis method for parabolic partial differential equations with parameter functions and application to option pricing
Mayerhofer, Antonia Christine
;
Urban, Karsten
- In:
The journal of computational finance
20
(
2016/2017
)
4
,
pp. 71-106
Persistent link: https://www.econbiz.de/10011691633
Saved in:
158
A comparison of option pricing models
Dastranj, Elham
;
Latifi, Roghaye
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011778265
Saved in:
159
Structural breaks in Taylor rule based exchange rate models : evidence from threshold time varying parameter models
Huber, Florian
- In:
Economics letters
150
(
2017
),
pp. 48-52
Persistent link: https://www.econbiz.de/10011762629
Saved in:
160
A hybrid approach for the implementation of the
Heston
model
Briani, Maya
;
Caramellino, Lucia
;
Zanette, Antonio
- In:
IMA journal of management mathematics
28
(
2017
)
4
,
pp. 467-500
Persistent link: https://www.econbiz.de/10011845242
Saved in:
First
Prev
11
12
13
14
15
16
17
18
19
20
21
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
