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Search: subject:"Heston's Model"
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Subject
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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
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Online availability
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Undetermined
141
Free
119
CC license
7
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Article
204
Book / Working Paper
123
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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
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2
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2
Sammelwerk
2
Systematic review
1
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Language
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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
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Institution
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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
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Published in...
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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
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Source
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ECONIS (ZBW)
244
RePEc
70
EconStor
13
Showing
171
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180
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327
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171
Two stochastic volatility processes : American option pricing
Chiarella, Carl
;
Ziveyi, Jonathan
-
2011
Persistent link: https://www.econbiz.de/10009564619
Saved in:
172
A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
Saved in:
173
How crashes develop : intradaily volatility and crash evolution
Bates, David S.
-
2016
Persistent link: https://www.econbiz.de/10011451109
Saved in:
174
On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena
-
2016
Persistent link: https://www.econbiz.de/10011521697
Saved in:
175
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
Saved in:
176
On calibration of stochastic and fractional stochastic volatility models
Mrázek, Milan
;
Pospíšil, Jan
;
Sobotka, Tomáš
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 1036-1046
Persistent link: https://www.econbiz.de/10011522408
Saved in:
177
Stochastic volatility modeling
Bergomi, Lorenzo
-
2016
Persistent link: https://www.econbiz.de/10011413975
Saved in:
178
Pricing of foreign exchange options under the MPT stochastic volatility model and the CIR interest rates
Ahlip, Rehez
;
Rutkowski, Marek
- In:
The European journal of finance
22
(
2016
)
7/9
,
pp. 551-571
Persistent link: https://www.econbiz.de/10011619055
Saved in:
179
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1247-1255
Persistent link: https://www.econbiz.de/10011622143
Saved in:
180
The return-volatility relation in commodity futures markets
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10011568056
Saved in:
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