//--> //--> //-->
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
subject:"Heston"
~person:"Oosterlee, Cornelis W."
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:"Stochastic volatility"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Heston
HSLV
1
Heston stochastic-local volatility
1
Monte Carlo
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Optionspreistheorie
1
Simulation
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
calibration
1
hybrid models
1
local volatility
1
stochastic volatility
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
Oosterlee, Cornelis W.
Lord, Roger
14
Kahl, Christian
8
Koekkoek, Remmert
5
Dijk, Dick van
3
Poulsen, Rolf
2
Rømer, Sigurd Emil
2
Agarwal, Ankush
1
Bhattacharya, Sujoy
1
Dijk, Dick Van
1
Dixit, Alok
1
Felpel, Mike
1
Forde, Martin
1
GRZELAK, LECH A.
1
Grzelak, Lech A.
1
HAASTRECHT, ALEXANDER VAN
1
Jacquier, Antoine
1
Kienitz, Jörg
1
Lorig, Matthew
1
Mandal, Satrajit
1
McWalter, Thomas A.
1
Moyaert, Thibaut
1
OOSTERLEE, CORNELIS W.
1
PELSSER, ANTOON
1
Petitjean, Mikael
1
STOEP, ANTHONIE W. VAN DER
1
Silva, A. Christian
1
Singh, Shivam
1
Stoep, Anthonie W. van der
1
Yakovenko, Victor M.
1
van Dijk, Dick
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The Heston stochastic-local volatility model : efficient Monte Carlo simulation
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010498851
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->