//--> //--> //-->
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
~isPartOf:"Quantitative finance"
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:"Heston model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Heston model
6
Option pricing theory
6
Optionspreistheorie
6
Stochastic process
6
Stochastischer Prozess
6
Volatility
5
Volatilität
5
Stochastic volatility
3
American options
2
Binomial tree model
1
CEV model
1
Capital income
1
Comparison principle
1
Continuous-time Markov chain
1
Experiment
1
Joint calibration
1
Kapitaleinkommen
1
Lévy models
1
Markov chain
1
Markov-Kette
1
Model calibration
1
Model reduction
1
Modellierung
1
Moment explosion
1
Multiscale modelling
1
Optimal stopping
1
Option portfolios
1
Option trading
1
Option-based factors
1
Optionsgeschäft
1
Performance measurement
1
Portfolio selection
1
Portfolio-Management
1
Private Altersvorsorge
1
Private retirement provision
1
Quadratic rough Heston model
1
Returns distribution
1
Rough volatility
1
Scientific modelling
1
Statistical distribution
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Baule, Rainer
1
Burkovska, O.
1
Cui, Zhenyu
1
Entrop, Oliver
1
Fouque, Jean-Pierre
1
Gass, M.
1
Glau, Kathrin
1
Keller-Ressel, M.
1
MacKay, Anne
1
Mahlstedt, M.
1
Majid, Assad
1
Parent, Léo
1
Saporito, Y. F.
1
Schoutens, W.
1
Vachon, Marie-Claude
1
Wessels, Sebastian
1
Wohlmuth, Barbara
1
more ...
less ...
Published in...
All
Quantitative finance
International journal of theoretical and applied finance
20
The journal of futures markets
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
International Journal of Theoretical and Applied Finance (IJTAF)
7
Physica A: Statistical Mechanics and its Applications
7
The journal of computational finance
7
Department of Economics working paper
6
Discussion paper / Tinbergen Institute
6
Econometric Institute research papers
6
Computational economics
5
MPRA Paper
5
SFB 649 Discussion Paper
5
SFB 649 Discussion Papers
5
Applied mathematical finance
4
Discussion paper / Centre for Economic Policy Research
4
Finance and Stochastics
4
Review of Derivatives Research
4
BIFEC Book of Abstracts & Proceedings
3
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
3
European journal of operational research : EJOR
3
Federal Reserve Bank of Cleveland working paper series
3
Finance and stochastics
3
Insurance / Mathematics & economics
3
International journal of financial engineering
3
Journal of econometrics
3
Journal of risk
3
Quantitative Finance
3
Working paper
3
Applied Mathematical Finance
2
Asia-Pacific Financial Markets
2
CESifo working papers
2
CORE discussion papers : DP
2
CPQF Working Paper Series
2
CREATES Research Papers
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Financial Innovation
2
Financial innovation : FIN
2
Insurance: Mathematics and Economics
2
Interest rate modelling after the financial crisis
2
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation
MacKay, Anne
;
Vachon, Marie-Claude
;
Cui, Zhenyu
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1055-1078
Persistent link: https://www.econbiz.de/10014321664
Saved in:
2
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
3
Performance measurement for option portfolios in a stochastic volatility framework
Baule, Rainer
;
Entrop, Oliver
;
Wessels, Sebastian
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 519-539
Persistent link: https://www.econbiz.de/10013167776
Saved in:
4
A comparison principle between rough and non-rough Heston models - with applications to the volatility surface
Keller-Ressel, M.
;
Majid, Assad
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 919-933
Persistent link: https://www.econbiz.de/10012262636
Saved in:
5
Heston stochastic vol-of-vol model for joint calibration of VIX and S&P 500 options
Fouque, Jean-Pierre
;
Saporito, Y. F.
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 1003-1016
Persistent link: https://www.econbiz.de/10011911259
Saved in:
6
Calibration to American options : numerical investigation of the de-Americanization method
Burkovska, O.
;
Gass, M.
;
Glau, Kathrin
;
Mahlstedt, M.
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1091-1113
Persistent link: https://www.econbiz.de/10011911523
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->