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  • Search: subject:"transforms"
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Year of publication
Subject
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Laplace transforms 34 Optionspreistheorie 18 Option pricing theory 17 Theorie 17 Fourier transforms 16 Theory 16 Stochastischer Prozess 14 Stochastic process 13 Volatilität 12 Volatility 11 Time series analysis 8 Zeitreihenanalyse 8 Option trading 7 Optionsgeschäft 7 Derivat 6 Derivative 6 Estimation theory 6 Schätztheorie 6 Transforms 6 Wavelet coherence 6 exotic options 6 Statistical distribution 5 Statistische Verteilung 5 Analysis 4 Mathematical analysis 4 State space model 4 Variable annuities 4 Zustandsraummodell 4 self-similarity 4 Algorithm 3 Algorithmus 3 Black-Scholes model 3 Black-Scholes-Modell 3 Can-Do options 3 Characteristic Function 3 Continuous wavelet transforms 3 Finanzmathematik 3 GARCH 3 Heston Model 3 JSE 3
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Online availability
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Undetermined 70 Free 33 CC license 2
Type of publication
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Article 94 Book / Working Paper 32
Type of publication (narrower categories)
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Article in journal 40 Aufsatz in Zeitschrift 40 Working Paper 6 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article 4 research-article 3 Aufsatz im Buch 2 Book section 2 Thesis 2 Hochschulschrift 1 conceptual-paper 1 viewpoint 1
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Language
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English 72 Undetermined 54
Author
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Hulley, Hardy 4 Platen, Eckhard 4 Griebsch, Susanne 3 Kotzé, Antonie 3 Oosthuizen, Rudolf 3 Pindza, Edson 3 Wystup, Uwe 3 Ziveyi, Jonathan 3 Abro, Kashif Ali 2 Abro, Shahid Hussain 2 Blackburn, Craig 2 Bogataj, David 2 Bogataj, Marija 2 Brito, Paulo 2 Cai, Ning 2 Chevallier, Julien 2 Delgado, Miguel A. 2 Dupor, Bill 2 Escanciano, Juan Carlos 2 Gzyl, Henryk 2 Helmes, Kurt 2 La Torre, Davide 2 Lee, Jiyeon 2 Mehkari, M. Saif 2 Memon, Anwer Ahmed 2 Mkhombo, Thando 2 Nöldeke, Georg 2 Peña, Jorge 2 Phiri, Andrew 2 Powers, Michael R. 2 Ranta, Mikko 2 Roos, K. 2 Sherris, Michael 2 Simi, Wei W. 2 Song, Kyungchul 2 Stockbridge, Richard H. 2 TORRE, Davide LA 2 Terlaky, T. 2 Tlili, I. 2 Ulm, Eric R. 2
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Institution
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Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 2 Finance Discipline Group, Business School 2 ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School 1 Agricultural and Applied Economics Association - AAEA 1 C.V. Starr Center for Applied Economics, Department of Economics 1 Departamento de Economía, Universidad Carlos III de Madrid 1 Department of Economics, University of Pennsylvania 1 Dipartimento di Economia, Università degli Studi di Roma 3 1 EconWPA 1 Econometric Society 1 Economic Research Service, Department of Agriculture 1 Erasmus University Rotterdam, Econometric Institute 1 Facultat d'Economia i Empresa, Universitat de Barcelona 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Finance Press 1 Frankfurt School of Finance and Management 1 HAL 1 ISEG - School of Economics and Management, Department of Economics, University of Lisbon 1 School of Economics and Finance, Queen Mary 1 Society for Computational Economics - SCE 1 Université Paris-Dauphine 1 Université Paris-Dauphine (Paris IX) 1
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Published in...
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Annals of the Institute of Statistical Mathematics 4 Insurance 3 International Journal of Managerial Finance 3 Journal of Multivariate Analysis 3 Physica A: Statistical Mechanics and its Applications 3 Applied Mathematical Finance 2 CPQF Working Paper Series 2 Computational Statistics 2 Decisions in economics and finance : a journal of applied mathematics 2 Departmental Working Papers / Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 2 Finance research letters 2 IEEE transactions on engineering management : EM 2 Insurance: Mathematics and Economics 2 International journal of theoretical and applied finance 2 Journal of Risk and Financial Management 2 Journal of economic dynamics & control 2 Mathematical Methods of Operations Research 2 Mathematics and Computers in Simulation (MATCOM) 2 Research Paper Series / Finance Discipline Group, Business School 2 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 2 Stochastic Processes and their Applications 2 Working papers / Università degli Studi di Milano, Dipartimento di Scienze Economiche, Aziendali e Statistiche 2 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 1 Annals of actuarial science 1 Asia-Pacific Financial Markets 1 Asia-Pacific Journal of Operational Research (APJOR) 1 Central European journal of operations research 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Computational economics 1 Computing in Economics and Finance 2002 1 Data Technologies and Applications 1 Departmental Working Papers of Economics - University 'Roma Tre' 1 Dynamic Econometric Models 1 Dynamic Games and Applications 1 Dynamic games and applications : DGA 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Econometric Society 2004 North American Summer Meetings 1 Econometrics 1
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Source
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RePEc 62 ECONIS (ZBW) 49 Other ZBW resources 9 EconStor 5 BASE 1
Showing 1 - 10 of 126
Cover Image
Exact simulation of the Hull and White stochastic volatility model
Brignone, Riccardo; Gonzato, Luca - In: Journal of economic dynamics & control 163 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015050813
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Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions
Palapies, Lars - In: Decisions in economics and finance : a journal of … 46 (2023) 2, pp. 415-460
Persistent link: https://www.econbiz.de/10014443750
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Multimodal image fusion : a systematic review
Kalamkar, Shrida; Geetha Mary A. - 2023
Multimodal image fusion combines information from multiple modalities to generate a composite image containing complementary information. Multimodal image fusion is challenging due to the heterogeneous nature of data, misalignment and nonlinear relationships between input data, or incomplete...
Persistent link: https://www.econbiz.de/10014532389
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Cooperative dilemmas with binary actions and multiple players
Peña, Jorge; Nöldeke, Georg - In: Dynamic games and applications : DGA 13 (2023) 4, pp. 1156-1193
Persistent link: https://www.econbiz.de/10014553200
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Revisiting oil-stock nexus in the time of health crisis : a wavelet approach
Mezui-Mbeng, Pamphile; Kouassi, Eugène; Salisu, Afees A.; … - In: International journal of emerging markets 20 (2025) 11, pp. 4450-4475
Persistent link: https://www.econbiz.de/10015620616
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Cooperative Dilemmas with Binary Actions and Multiple Players
Peña, Jorge; Nöldeke, Georg - In: Dynamic Games and Applications 13 (2023) 4, pp. 1156-1193
The prisoner's dilemma, the snowdrift game, and the stag hunt are two-player symmetric games that are often considered as prototypical examples of cooperative dilemmas across disciplines. However, surprisingly little consensus exists about the precise mathematical meaning of the words...
Persistent link: https://www.econbiz.de/10015181961
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Estimating the maximum Lyapunov exponent with denoised data to test for chaos in the German stock market
Belaire-Franch, Jorge - In: Computational economics 66 (2025) 4, pp. 3517-3543
Persistent link: https://www.econbiz.de/10015591259
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Investigating Fisher effect in SACU countries : a wavelet coherence approach
Mkhombo, Thando; Phiri, Andrew - In: Cogent economics & finance 10 (2022) 1, pp. 1-19
Customs Union (SACU) countries using continuous wavelet transforms. We use the Wavelet power spectrum to decompose the nominal …
Persistent link: https://www.econbiz.de/10014500365
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Investigating Fisher effect in SACU countries: A wavelet coherence approach
Mkhombo, Thando; Phiri, Andrew - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-19
Customs Union (SACU) countries using continuous wavelet transforms. We use the Wavelet power spectrum to decompose the nominal …
Persistent link: https://www.econbiz.de/10015074302
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Option pricing generators
Carr, Peter; Cherubini, Umberto - In: Peter Carr Gedenkschrift : research advances in …, (pp. 179-209). 2024
Persistent link: https://www.econbiz.de/10015446964
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