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:"functional quantization"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Derivat
2
Derivative
2
Option pricing theory
2
Optionspreistheorie
2
functional quantization
2
Analysis
1
Functional quantization
1
Gaussian process
1
Hull & White model
1
Karhunen-Loève
1
Markov chain
1
Markov-Kette
1
Mathematical analysis
1
Neural networks
1
Neuronale Netze
1
Option trading
1
Optionsgeschäft
1
Riemann–Liouville process
1
Rough volatility
1
S-transform
1
SPX options
1
Series expansion
1
Theorie
1
Theory
1
Time series analysis
1
Vix options
1
Volterra process
1
Wick-Itô integral
1
Zeitreihenanalyse
1
calibration
1
fractional Brownian motion
1
multifractional Brownian motion
1
neural networks
1
pricing
1
stochastic differential equations
1
stochastic volatility
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
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
Abi Jaber, Eduardo
1
Bonesini, O.
1
Callegaro, Giulia
1
Corlay, Sylvain
1
Jacquier, Antoine
1
Lebovits, Joachim
1
Li, Shaun
1
Lévy Véhel, Jacques
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Functional
quantization
of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
2
Volatility models in practice : rough, path-dependent, or Markovian?
Abi Jaber, Eduardo
;
Li, Shaun
- In:
Mathematical finance : an international journal of …
35
(
2025
)
4
,
pp. 796-817
Persistent link: https://www.econbiz.de/10015461702
Saved in:
3
Multifractional stochastic volatility models
Corlay, Sylvain
;
Lebovits, Joachim
;
Lévy Véhel, Jacques
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 364-402
Persistent link: https://www.econbiz.de/10010357370
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
FAQ-Assistent (beta)
×
Loading...
