//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Stochastic process"
~isPartOf:"The journal of computational finance"
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:"Modellbildung"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Modellierung
9
Scientific modelling
9
Option pricing theory
6
Optionspreistheorie
6
Stochastischer Prozess
3
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Cheyette model
2
Risiko
2
Risikomanagement
2
Risk
2
Risk management
2
Yield curve
2
Zinsstruktur
2
calibration
2
local volatility
2
American option
1
Arbitrage Pricing
1
Arbitrage pricing
1
Bayes-Statistik
1
Bayesian inference
1
Bermudan swaptions
1
Black-Scholes model
1
Black-Scholes-Modell
1
Commodity derivative
1
Commodity market
1
Derivat
1
Derivative
1
Estimation
1
Estimation theory
1
Fisher-Rao information metric
1
Handelsvolumen der Börse
1
Heston model
1
Interest rate
1
Interest rate derivative
1
Markov-functional models (MFMs)
1
Measurement
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Burkovska, Olena
1
Cont, Rama
1
Gatarek, Dariusz
1
Glau, Kathrin
1
Jabłecki, Juliusz
1
Mahlstedt, Mirco
1
Tankov, Peter
1
Wohlmuth, Barbara
1
more ...
less ...
Published in...
All
The journal of computational finance
CREATES research paper
7
Econometric reviews
5
European journal of operational research : EJOR
5
CAMA working paper series
4
Quantitative finance
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Advanced series on statistical science & applied probability
3
Annals of finance
3
Discussion paper / Tinbergen Institute
3
Econometric Institute research papers
3
Econometrics : open access journal
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Risks : open access journal
3
Applied mathematical finance
2
Chapman & Hall/CRC financial mathematics series
2
Cowles Foundation discussion paper
2
Discussion paper
2
Discussion paper / Center for Economic Research, Tilburg University
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Finance and stochastics
2
Handbooks in finance
2
Insurance / Mathematics & economics
2
International journal of theoretical and applied finance
2
Macroeconomic dynamics
2
Research series / Universiteit van Amsterdam
2
Tinbergen Institute Discussion Paper
2
Tinbergen Institute research series
2
Working paper
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Advanced Series on Statistical Science and Applied Probability Ser
1
Advanced mathematical methods for finance
1
Annals of financial economics
1
Applied Quantitative Finance
1
Applied Quantitative Finance series
1
Applied quantitative finance series
1
Asia Pacific financial markets
1
Bank of England Working Paper
1
Bayesian model comparison
1
CAMA Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Complexity reduction for calibration to American options
Burkovska, Olena
;
Glau, Kathrin
;
Mahlstedt, Mirco
; …
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 25-60
Persistent link: https://www.econbiz.de/10012064981
Saved in:
2
A nonparametric local volatility model for swaptions smile
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 35-62
Persistent link: https://www.econbiz.de/10011860899
Saved in:
3
Non-parametric calibration of jump-diffusion option pricing models
Cont, Rama
;
Tankov, Peter
- In:
The journal of computational finance
7
(
2004
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10002060727
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->