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Search: subject:"calibration."
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calibration
480
Calibration
474
Theorie
185
Theory
172
Optionspreistheorie
151
Option pricing theory
146
Stochastischer Prozess
109
Volatilität
108
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107
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64
equation
64
correlation
63
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probability
59
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59
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equations
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57
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56
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51
standard deviation
50
time series
46
Estimation
45
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42
Credit risk
40
Model calibration
39
correlations
39
survey
39
probabilities
38
covariance
34
forecasting
34
Yield curve
32
Zinsstruktur
32
model calibration
32
Derivat
31
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31
standard deviations
31
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649
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28
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Moneta, Alessio
10
Cozzi, Marco
9
Fagiolo, Giorgio
8
Gallegati, Mauro
8
Salyer, Kevin
8
Shmaya, Eran
8
Krämer, Walter
7
Merz, Joachim
7
Casarin, Roberto
6
Dorofeenko, Victor
6
Franke, Reiner
6
Guillaume, Florence
6
Güttler, André
6
Hollingum, Jack
6
Lamperti, Francesco
6
Ravazzolo, Francesco
6
Roventini, Andrea
6
Sadiraj, Vjollca
6
Stachurski, John
6
Windrum, Paul
6
Aadland, David
5
Albrecht, James
5
Boel, Paola
5
Burgard, Jan Pablo
5
Chan-Lau, Jorge A.
5
Creedy, John
5
Dovern, Jonas
5
Foster, Dean P.
5
Fouque, Jean-Pierre
5
Kamihigashi, Takashi
5
Lindé, Jesper
5
Manner, Hans
5
Münnich, Ralf T.
5
Recchioni, Maria Cristina
5
Schneider, Friedrich
5
Stolze, Henning
5
Söderström, Ulf
5
Teichmann, Josef
5
Turinici, Gabriel
5
Vroman, Susan
5
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International Monetary Fund (IMF)
77
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
23
C.E.P.R. Discussion Papers
9
Society for Computational Economics - SCE
9
EconWPA
8
HAL
8
Handelshögskolan, Örebro Universitet
7
Center for Agricultural and Rural Development (CARD), Iowa State University
6
International Monetary Fund
6
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
6
Economics Department, Queen's University
5
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
5
London School of Economics (LSE)
5
Université Paris-Dauphine (Paris IX)
5
Economics Department, University of California-Davis
4
Internationaler Währungsfonds
4
Society for Economic Dynamics - SED
4
Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI)
3
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
3
Cowles Foundation for Research in Economics, Yale University
3
Frankfurt School of Finance and Management
3
Graduate School of Economics, Osaka University
3
Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet
3
Institut für Weltwirtschaft (IfW)
3
Nationalekonomiska Institutionen, Uppsala Universitet
3
Research Institute for Economics and Business Administration, Kobe University
3
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
3
CESifo
2
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
2
Collegio Carlo Alberto, Università degli Studi di Torino
2
Department of Applied Economics, Utah State University
2
Department of Economics and Business, Universitat Pompeu Fabra
2
Department of Economics, Andrew Young School of Policy Studies
2
Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze
2
Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin"
2
Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna
2
EcoMod Network
2
European Association of Agricultural Economists - EAAE
2
European Central Bank
2
Forschungsinstitut Freie Berufe, Fakultät Wirtschaftswissenschaften
2
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IMF Working Papers
74
Industrial Robot: An International Journal
43
Water Resources Management
34
MPRA Paper
23
Quantitative finance
23
International Journal of Theoretical and Applied Finance (IJTAF)
20
International journal of theoretical and applied finance
18
Industrial Robot: the international journal of robotics research and application
17
International journal of forecasting
17
Working Paper
14
Agricultural Water Management
13
Applied Mathematical Finance
12
The journal of computational finance
12
Computational economics
11
Natural Hazards
11
European journal of operational research : EJOR
10
Journal of economic dynamics & control
10
Management Science
10
CEPR Discussion Papers
9
Applied Energy
8
Journal of Artificial Societies and Social Simulation
8
Quantitative Finance
8
Review of derivatives research
8
Risks : open access journal
8
Economic modelling
7
Journal of Multivariate Analysis
7
Psychometrika
7
Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland
7
Working Papers / Handelshögskolan, Örebro Universitet
7
Annals of the Institute of Statistical Mathematics
6
CESifo Working Paper
6
CPQF Working Paper Series
6
Center for Agricultural and Rural Development (CARD) Publications
6
Energy economics
6
Journal of Risk and Financial Management
6
Journal of mathematical finance
6
Mathematics and Computers in Simulation (MATCOM)
6
Renewable Energy
6
Risks
6
SFB 649 Discussion Paper
6
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Source
All
RePEc
694
ECONIS (ZBW)
518
EconStor
136
BASE
80
Other ZBW resources
73
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101
Counting jumps : does the counting process count?
Ballotta, Laura
;
Fusai, Gianluca
;
Marazzina, Daniele
- In:
Quantitative finance
24
(
2024
)
11
,
pp. 1621-1640
Persistent link: https://www.econbiz.de/10015196949
Saved in:
102
Policy complementarities in the promotion of electric vehicles
Burra, Lavan T.
;
Sommer, Stephan
;
Vance, Colin
- In:
Energy policy : the international journal of the …
192
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015145326
Saved in:
103
The rough Hawkes Heston stochastic volatility model
Bondi, Alessandro
;
Pulido, Sergio
;
Scotti, Simone
- In:
Mathematical finance : an international journal of …
34
(
2024
)
4
,
pp. 1197-1241
Persistent link: https://www.econbiz.de/10015149382
Saved in:
104
Bi-scale car-following model
calibration
based on corridor-level trajectory
Chen, Zhiwei
;
Li, Xiaopeng
- In:
Transportation research : an international journal
186
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015078690
Saved in:
105
Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile
calibration
puzzle
Guyon, Julien
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 27-79
Persistent link: https://www.econbiz.de/10014447575
Saved in:
106
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
107
Determining bid-ask prices for options with stochastic illiquidity and applications to index options
Chuang, Ming-Che
;
Tsai, Jeffrey Tzuhao
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014534554
Saved in:
108
The effectiveness of the IpOp model decision tree to calibrate projects at the pre-project stage
Müller, Nadina
;
Moses, Mark
;
Cohen, Raphaël H.
- In:
International journal of business and globalisation : IJBG
37
(
2024
)
3
,
pp. 404-423
Persistent link: https://www.econbiz.de/10015063960
Saved in:
109
Equilibrium interest rate models for the Indian Government security market
Chaudhuri, Sunrita
;
Pandey, Alok
- In:
International Journal of Financial Markets and …
10
(
2024
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10015064463
Saved in:
110
Weak approachability of convex sets in absorbing games
Ragel, Thomas
- In:
Mathematics of operations research
49
(
2024
)
3
,
pp. 1372-1402
Persistent link: https://www.econbiz.de/10015047499
Saved in:
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