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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
All
Undetermined
76
Free
56
CC license
4
Type of publication
All
Article
109
Book / Working Paper
43
Type of publication (narrower categories)
All
Article in journal
64
Aufsatz in Zeitschrift
64
Working Paper
9
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Article
6
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
100
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
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
Guo, Meihui
2
Huang, Jing-Zhi
2
Ignatieva, Ekaterina
2
Islyaev, Suren
2
Jacquier, Antoine
2
Karoglou, Michail
2
Lai, Yongzeng
2
Lee, Sangyeol
2
Lin, Liang-Ching
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
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 Operations Research
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
8
BASE
1
Other ZBW resources
1
Showing
31
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40
of
152
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31
High-order approximations to call option prices in the Heston model
Gulisashvili, Archil
;
Lagunas-Merino, Marc
;
Merino, Raúl
; …
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012421960
Saved in:
32
Stochastic
volatility
models
for the implied correlation index : evidence, properties and pricing
Escobar, Marcos
;
Lin, Fang
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
Saved in:
33
An approximation method for pricing continuous barrier options under multi-asset local
stochastic
volatility
models
Shiraya, Kenichiro
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496929
Saved in:
34
Pricing average and spread options under local-stochastic volatility jump-diffusion models
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 303-333
Persistent link: https://www.econbiz.de/10012001122
Saved in:
35
Multivariate
stochastic
volatility
models
: an empirical application for foreign exchange rates
Davaslıgil Atmaca, Verda
- In:
Selected topics in applied econometrics
,
(pp. 175-196)
.
2019
Persistent link: https://www.econbiz.de/10012286980
Saved in:
36
Embedding stochastic correlation into the pricing of FX quanto options under
stochastic
volatility
models
Pellegrino, Tommaso
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 455-493
Persistent link: https://www.econbiz.de/10012210363
Saved in:
37
Robustness and sensitivity analyses for
stochastic
volatility
models
under uncertain data structure
Pospíšil, Jan
;
Sobotka, Tomáš
;
Ziegler, Philipp
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1935-1958
Persistent link: https://www.econbiz.de/10012215941
Saved in:
38
Bayesian testing for leverage effect in
stochastic
volatility
models
Zhang, Jin-Yu
;
Chen, Zhong-Tian
;
Li, Yong
- In:
Computational economics
53
(
2019
)
3
,
pp. 1153-1164
Persistent link: https://www.econbiz.de/10012135124
Saved in:
39
The signal and the noise volatilities
Chaker, Selma
- In:
Research in international business and finance
50
(
2019
),
pp. 79-105
Persistent link: https://www.econbiz.de/10012177017
Saved in:
40
An improved Bayesian unit root test in
stochastic
volatility
models
Li, Yong
;
Yu, Jun
- In:
Annals of economics and finance
20
(
2019
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10012110029
Saved in:
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