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:"Volterra stochastic volatility"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Volterra stochastic volatility
2
Bergomi model
1
Decomposition method
1
Dekompositionsverfahren
1
Option pricing theory
1
Optionspreistheorie
1
Robust statistics
1
Robustes Verfahren
1
Robustness analysis
1
Rough Bergomi model
1
Rough volatility
1
Sensitivity analysis
1
Sensitivitätsanalyse
1
Theorie
1
Theory
1
decomposition formula
1
option pricing
1
rough volatility
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Pospíšil, Jan
2
Matas, Jan
1
Merino, Raúl
1
Sobotka, Tomáš
1
Sottinen, Tommi
1
Vives, Josep
1
Published in...
All
Annals of finance
1
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robustness and sensitivity analyses of rough
Volterra
stochastic
volatility
models
Matas, Jan
;
Pospíšil, Jan
- In:
Annals of finance
19
(
2023
)
4
,
pp. 523-543
Persistent link: https://www.econbiz.de/10014448297
Saved in:
2
Decomposition formula for rough
Volterra
stochastic
volatility
models
Merino, Raúl
;
Pospíšil, Jan
;
Sobotka, Tomáš
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-47
Persistent link: https://www.econbiz.de/10012650356
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
