//--> //--> //-->
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:"Pascucci, Andrea"
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:"SABR model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Approximation method
1
Iteratives Verfahren
1
Option trading
1
Optionsgeschäft
1
Stochastic volatility
1
Stochastische Volatilität
1
Taylor rule
1
Taylor-Regel
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Pascucci, Andrea
McAleer, Michael
17
Clark, Todd E.
14
Asai, Manabu
13
Huber, Florian
12
McCracken, Michael W.
8
Mertens, Elmar
8
Chang, Chia-Lin
7
Diebold, Francis X.
7
Schorfheide, Frank
7
Shin, Minchul
7
Aastveit, Knut Are
6
Carriero, Andrea
6
Chiarella, Carl
6
Crespo Cuaresma, Jesús
6
Peiris, Shelton
6
Chen, Jinghui
4
Kang, Boda
4
Kobayashi, Masahito
4
Marcellino, Massimiliano
4
Takahashi, Akihiko
4
Chen, Nan
3
Doppelhofer, Gernot
3
Feldkircher, Martin
3
Onorante, Luca
3
Reif, Magnus
3
Yang, Nian
3
Amin, Ahsan
2
Amir Ahmadi, Pooyan
2
Bates, David S.
2
Berger, Tino
2
Bruder, Benjamin
2
CHEN, BIN
2
Chakrabarti, Binay Bhushan
2
Chan, Jiun Hong
2
Choi, Jaehyuk
2
Den Haan, Wouter J.
2
Deschamps, Philippe J.
2
Elliott, Robert J.
2
Grasselli, Martino
2
Hereil, Pierre
2
more ...
less ...
Published in...
All
Journal of risk
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A Taylor series approach to pricing and implied volatility for local-stochastic volatility models
Loring, Matthew
;
Pagliarani, Stefano
;
Pascucci, Andrea
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 3-19
Persistent link: https://www.econbiz.de/10010476250
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->