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Search: subject:"stochastic volatility models"
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Subject
All
Volatilität
74
Volatility
73
Stochastischer Prozess
72
Stochastic process
70
Stochastic volatility models
58
stochastic volatility models
50
Optionspreistheorie
45
Option pricing theory
44
Option trading
20
Optionsgeschäft
20
Theorie
20
Theory
18
Monte Carlo simulation
17
Derivat
16
Derivative
16
Monte-Carlo-Simulation
14
Estimation
13
Schätzung
13
Stochastic Volatility Models
13
Option pricing
12
Time series analysis
10
Zeitreihenanalyse
10
ARCH model
8
ARCH-Modell
8
Malliavin calculus
8
Markov chain
8
Markov-Kette
8
Schätztheorie
8
Estimation theory
7
Hedging
7
option pricing
7
Bayes-Statistik
6
Bayesian inference
6
Black-Scholes model
6
Black-Scholes-Modell
6
Börsenkurs
6
Calibration
6
Financial market
6
Finanzmarkt
6
Share price
6
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Online availability
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Undetermined
76
Free
57
CC license
4
Type of publication
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Article
110
Book / Working Paper
43
Type of publication (narrower categories)
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Article in journal
64
Aufsatz in Zeitschrift
64
Working Paper
9
Arbeitspapier
7
Article
7
Graue Literatur
7
Non-commercial literature
7
Thesis
2
Aufsatz im Buch
1
Book section
1
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1
research-article
1
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Language
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English
101
Undetermined
51
French
1
Author
All
Alòs, Elisa
5
Li, Yong
5
Ysusi, Carla
5
Arai, Takuji
4
Kilin, Fiodar
4
Chernov, Mikhail
3
Figueroa-López, José E.
3
Ghysels, Eric
3
Kuchynka, Alexandr
3
Kwok, Yue-Kuen
3
Lagunas-Merino, Marc
3
León, Jorge A.
3
Meddahi, Nour
3
Vives, Josep
3
Yu, Jun
3
Balaji, B.
2
Baldeaux, Jan
2
Bayer, Christian
2
Baños, David
2
Belomestny, Denis
2
Bertschinger, Nils
2
Bianchi, Michele Leonardo
2
Brignone, Riccardo
2
Butkovsky, Oleg
2
Date, Paresh
2
Durai S., Raja Sethu
2
Escobar, Marcos
2
Ewald, Christian-Oliver
2
Ewald, Christian-Olivier
2
Fabozzi, Frank J.
2
Fatone, Lorella
2
Gallant, A. Ronald
2
Gonzato, Luca
2
Guo, Meihui
2
Huang, Jing-Zhi
2
Ignatieva, Ekaterina
2
Islyaev, Suren
2
Jacquier, Antoine
2
Karoglou, Michail
2
Lai, Yongzeng
2
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Institution
All
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
Banco de México
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Department of Economics and Business, Universitat Pompeu Fabra
2
HAL
2
School of Economics, Singapore Management University
2
Banca d'Italia
1
Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Département de Sciences Économiques, Université de Montréal
1
Départment des sciences administratives, Université du Québec en Outaouais (UQO)
1
Econometric Society
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
Finance Discipline Group, Business School
1
Frankfurt School of Finance and Management
1
Institut ekonomických studií, Univerzita Karlova v Praze
1
London School of Economics (LSE)
1
School of Economics and Management, University of Aarhus
1
Université Paris-Dauphine (Paris IX)
1
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Published in...
All
International journal of theoretical and applied finance
9
CIRANO Working Papers
5
Finance and stochastics
5
International Journal of Theoretical and Applied Finance (IJTAF)
5
Physica A: Statistical Mechanics and its Applications
5
Quantitative Finance
4
Computational economics
3
European journal of operational research : EJOR
3
MPRA Paper
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Working Papers / Banco de México
3
Annals of Operations Research
2
Applied Mathematical Finance
2
CPQF Working Paper Series
2
Discussion paper / Tinbergen Institute
2
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
2
International Journal of Monetary Economics and Finance
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of mathematical finance
2
Mathematics of operations research
2
Operations research letters
2
Risks : open access journal
2
The journal of computational finance
2
Working Papers / School of Economics, Singapore Management University
2
Advances in Economic and Financial Research - DOFIN Working Paper Series
1
Annals of Finance
1
Annals of economics and finance
1
Annals of economics and statistics
1
Annals of financial economics
1
Applied economics letters
1
Asia-Pacific Financial Markets
1
Asian Economic and Financial Review
1
Barcelona GSE working paper series : working paper
1
Bulletin of the Czech Econometric Society
1
CREATES Research Papers
1
Cahiers de recherche
1
Central Bank Review (CBR)
1
Central Bank review / The Central Bank of the Republic of Turkey
1
Computational Economics
1
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Source
All
ECONIS (ZBW)
73
RePEc
69
EconStor
9
BASE
1
Other ZBW resources
1
Showing
21
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30
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153
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21
Effectiveness of monetary and macroprudential shocks on consumer credit growth and volatility in Turkey
Chadwick, Meltem Gulenay
- In:
Central Bank Review (CBR)
18
(
2018
)
2
,
pp. 69-83
conduct our analysis, first, we compare a number of
stochastic
volatility
models
using our loan and credit card series in a …
Persistent link: https://www.econbiz.de/10012217568
Saved in:
22
Dealing with heterogeneity in panel VARs using sparse finite mixtures
Huber, Florian
-
2018
Persistent link: https://www.econbiz.de/10011871455
Saved in:
23
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied volatility applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
24
Bayesian estimation of stochastic tail index from high-frequency financial data
Doğan, Osman
;
Taṣpınar, Süleyman
;
Bera, Anil K.
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2685-2711
Persistent link: https://www.econbiz.de/10012664628
Saved in:
25
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
26
Pricing discretely monitored barrier options : When Malliavin calculus expansions meet Hilbert transforms
Cai, Ning
;
Li, Chenxu
;
Shi, Chao
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012668507
Saved in:
27
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
28
The implied volatility of forward starting options : ATM short-time level, skew and curvature
Alòs, Elisa
;
Jacquier, Antoine
;
León, Jorge A.
-
2017
Persistent link: https://www.econbiz.de/10011686975
Saved in:
29
The implied volatility of forward starting options : ATM short-time level, skew and curvature
Alòs, Elisa
;
Jacquier, Antoine
;
León, Jorge A.
-
2017
Persistent link: https://www.econbiz.de/10011778056
Saved in:
30
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
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