//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Avellaneda, Marco"
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_exact:"Devisenoption"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Currency option
2
Devisenoption
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Estimation
1
Schätzung
1
Welt
1
World
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz im Buch
1
Aufsatz in Zeitschrift
1
Book section
1
Language
All
English
2
Author
All
Avellaneda, Marco
Hoque, Ariful
14
Wystup, Uwe
14
Chang, P. H. Kevin
11
Campa, José Manuel
10
Craig, Ben R.
9
Kit, Pong Wong
8
Refalo, James F.
8
Takahashi, Akihiko
8
Tsekrekos, Andrianos E.
8
Takehara, Kohta
7
Chan, Felix
6
Manzur, Meher
6
Pierdzioch, Christian
6
Brenner, Menachem
5
Chalamandaris, Georgios
5
DeRosa, David F.
5
Keller, Joachim G.
5
Nikkinen, Jussi
5
Reiswich, Dimitri
5
Vähämaa, Sami
5
Adam-Müller, Axel F. A.
4
Broll, Udo
4
Busch, Thomas
4
Caballero, Ricardo J.
4
Della Corte, Pasquale
4
Doyle, Joseph B.
4
Dumas, Bernard
4
Hauser, Shmuel
4
Hui, Cho H.
4
James, Jessica
4
Keller, Joachim
4
Kremens, Lukas
4
Krylova, Elizaveta
4
Le, Thi
4
Lien, Da-hsiang Donald
4
Lim, Guay C.
4
Martin, Ian
4
Mizrach, Bruce Marshall
4
Näslund, Bertil
4
Wahl, Jack E.
4
more ...
less ...
Published in...
All
Applied mathematical finance
1
Quantitative analysis in financial markets ; [Vol. 1]
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
E-Arch model for implied volatility term structure of FX options
Zhu, Yingzi
;
Avellaneda, Marco
-
1999
Persistent link: https://www.econbiz.de/10001491262
Saved in:
2
An E-ARCH model for the term structure of implied volatility of FX options
Zhu, Yingzi
- In:
Applied mathematical finance
4
(
1997
)
2
,
pp. 81-100
Persistent link: https://www.econbiz.de/10001226702
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->