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  • Search: subject:"Transforms"
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Year of publication
Subject
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Laplace transforms 34 Optionspreistheorie 17 Theorie 17 Fourier transforms 16 Option pricing theory 16 Theory 16 Stochastischer Prozess 14 Stochastic process 13 Volatilität 11 Volatility 10 Option trading 7 Optionsgeschäft 7 Time series analysis 6 Transforms 6 Zeitreihenanalyse 6 exotic options 6 Derivat 5 Derivative 5 Estimation theory 5 Schätztheorie 5 Wavelet coherence 5 Analysis 4 Mathematical analysis 4 Statistical distribution 4 Statistische Verteilung 4 Variable annuities 4 self-similarity 4 Algorithm 3 Algorithmus 3 Black-Scholes model 3 Black-Scholes-Modell 3 Can-Do options 3 Characteristic Function 3 Finanzmathematik 3 GARCH 3 Heston Model 3 JSE 3 Mathematical finance 3 Multidimensional Fast Fourier Transforms 3 Probability theory 3
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Online availability
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Undetermined 69 Free 32 CC license 2
Type of publication
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Article 91 Book / Working Paper 32
Type of publication (narrower categories)
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Article in journal 38 Aufsatz in Zeitschrift 38 Working Paper 6 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article 4 research-article 3 Thesis 2 Aufsatz im Buch 1 Book section 1 Hochschulschrift 1 conceptual-paper 1 viewpoint 1
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Language
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English 69 Undetermined 54
Author
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Hulley, Hardy 4 Platen, Eckhard 4 Griebsch, Susanne 3 Kotzé, Antonie 3 Oosthuizen, Rudolf 3 Pindza, Edson 3 Wystup, Uwe 3 Ziveyi, Jonathan 3 Abro, Kashif Ali 2 Abro, Shahid Hussain 2 Blackburn, Craig 2 Bogataj, David 2 Bogataj, Marija 2 Brito, Paulo 2 Cai, Ning 2 Chevallier, Julien 2 Delgado, Miguel A. 2 Dupor, Bill 2 Escanciano, Juan Carlos 2 Gzyl, Henryk 2 Helmes, Kurt 2 La Torre, Davide 2 Lee, Jiyeon 2 Mehkari, M. Saif 2 Memon, Anwer Ahmed 2 Mkhombo, Thando 2 Nöldeke, Georg 2 Peña, Jorge 2 Phiri, Andrew 2 Powers, Michael R. 2 Ranta, Mikko 2 Roos, K. 2 Sherris, Michael 2 Simi, Wei W. 2 Song, Kyungchul 2 Stockbridge, Richard H. 2 TORRE, Davide LA 2 Terlaky, T. 2 Tlili, I. 2 Ulm, Eric R. 2
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Institution
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Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 2 Finance Discipline Group, Business School 2 ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School 1 Agricultural and Applied Economics Association - AAEA 1 C.V. Starr Center for Applied Economics, Department of Economics 1 Departamento de Economía, Universidad Carlos III de Madrid 1 Department of Economics, University of Pennsylvania 1 Dipartimento di Economia, Università degli Studi di Roma 3 1 EconWPA 1 Econometric Society 1 Economic Research Service, Department of Agriculture 1 Erasmus University Rotterdam, Econometric Institute 1 Facultat d'Economia i Empresa, Universitat de Barcelona 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Finance Press 1 Frankfurt School of Finance and Management 1 HAL 1 ISEG - School of Economics and Management, Department of Economics, University of Lisbon 1 School of Economics and Finance, Queen Mary 1 Society for Computational Economics - SCE 1 Université Paris-Dauphine 1 Université Paris-Dauphine (Paris IX) 1
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Published in...
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Annals of the Institute of Statistical Mathematics 4 Insurance / Mathematics & economics 3 International Journal of Managerial Finance 3 Journal of Multivariate Analysis 3 Physica A: Statistical Mechanics and its Applications 3 Applied Mathematical Finance 2 CPQF Working Paper Series 2 Computational Statistics 2 Decisions in economics and finance : a journal of applied mathematics 2 Departmental Working Papers / Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 2 Finance research letters 2 IEEE transactions on engineering management : EM 2 Insurance: Mathematics and Economics 2 International journal of theoretical and applied finance 2 Journal of Risk and Financial Management 2 Journal of economic dynamics & control 2 Mathematical Methods of Operations Research 2 Mathematics and Computers in Simulation (MATCOM) 2 Research Paper Series / Finance Discipline Group, Business School 2 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 2 Stochastic Processes and their Applications 2 Working papers / Università degli Studi di Milano, Dipartimento di Scienze Economiche, Aziendali e Statistiche 2 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 1 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1 Asia-Pacific Financial Markets 1 Asia-Pacific Journal of Operational Research (APJOR) 1 Central European journal of operations research 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Computing in Economics and Finance 2002 1 Data Technologies and Applications 1 Decision analytics journal 1 Departmental Working Papers of Economics - University 'Roma Tre' 1 Dynamic Econometric Models 1 Dynamic Games and Applications 1 Dynamic games and applications : DGA 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Econometric Society 2004 North American Summer Meetings 1 Econometrics 1
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Source
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RePEc 62 ECONIS (ZBW) 46 Other ZBW resources 9 EconStor 5 BASE 1
Showing 1 - 10 of 123
Cover Image
Cooperative Dilemmas with Binary Actions and Multiple Players
Peña, Jorge; Nöldeke, Georg - In: Dynamic Games and Applications 13 (2023) 4, pp. 1156-1193
The prisoner's dilemma, the snowdrift game, and the stag hunt are two-player symmetric games that are often considered as prototypical examples of cooperative dilemmas across disciplines. However, surprisingly little consensus exists about the precise mathematical meaning of the words...
Persistent link: https://www.econbiz.de/10015181961
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Multimodal image fusion : a systematic review
Kalamkar, Shrida; Geetha Mary A. - In: Decision analytics journal 9 (2023), pp. 1-16
Multimodal image fusion combines information from multiple modalities to generate a composite image containing complementary information. Multimodal image fusion is challenging due to the heterogeneous nature of data, misalignment and nonlinear relationships between input data, or incomplete...
Persistent link: https://www.econbiz.de/10014532389
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Cooperative dilemmas with binary actions and multiple players
Peña, Jorge; Nöldeke, Georg - In: Dynamic games and applications : DGA 13 (2023) 4, pp. 1156-1193
Persistent link: https://www.econbiz.de/10014553200
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Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions
Palapies, Lars - In: Decisions in economics and finance : a journal of … 46 (2023) 2, pp. 415-460
Persistent link: https://www.econbiz.de/10014443750
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Investigating Fisher effect in SACU countries: A wavelet coherence approach
Mkhombo, Thando; Phiri, Andrew - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-19
Customs Union (SACU) countries using continuous wavelet transforms. We use the Wavelet power spectrum to decompose the nominal …
Persistent link: https://www.econbiz.de/10015074302
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Investigating Fisher effect in SACU countries : a wavelet coherence approach
Mkhombo, Thando; Phiri, Andrew - In: Cogent economics & finance 10 (2022) 1, pp. 1-19
Customs Union (SACU) countries using continuous wavelet transforms. We use the Wavelet power spectrum to decompose the nominal …
Persistent link: https://www.econbiz.de/10014500365
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Exact simulation of the Hull and White stochastic volatility model
Brignone, Riccardo; Gonzato, Luca - In: Journal of economic dynamics & control 163 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015050813
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Laplace, Hansen-Sargent and Beveridge-Nelson a note towards unified business application
Andrić, Vladimir; Nenadović, Sanja - In: Serbian journal of management : an international … 16 (2021) 1, pp. 39-47
Persistent link: https://www.econbiz.de/10012618906
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A variant q-sorting methodology for building diagnostic trees
Sabbaghan, Sahar; Chua, Cecil Eng Huang; Gardner, Lesley A. - In: IEEE transactions on engineering management : EM 70 (2023) 6, pp. 2045-2057
Persistent link: https://www.econbiz.de/10014313910
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Unlocking the relationship between lean leadership competencies and industry 4.0 leadership competencies : an ISM/fuzzy MICMAC approach
Bianco, Débora; Godinho Filho, Moacir; Osiro, Lauro; … - In: IEEE transactions on engineering management : EM 70 (2023) 6, pp. 2268-2292
Persistent link: https://www.econbiz.de/10014313956
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