//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and stochastics"
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
Variance swap premium under st...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
245
Stochastischer Prozess
245
Theorie
235
Theory
235
Option pricing theory
233
Optionspreistheorie
233
Volatility
86
Volatilität
86
Portfolio selection
69
Portfolio-Management
69
Martingal
54
Martingale
54
Option trading
47
Optionsgeschäft
47
Hedging
44
Derivat
38
Derivative
38
Yield curve
37
Zinsstruktur
37
CAPM
34
Mathematical programming
31
Mathematische Optimierung
31
Black-Scholes model
29
Black-Scholes-Modell
29
Transaction costs
25
Transaktionskosten
25
Markov chain
24
Markov-Kette
24
Risiko
23
Risk
23
Arbitrage Pricing
21
Arbitrage pricing
21
Incomplete market
21
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Unvollkommener Markt
21
Estimation theory
18
Schätztheorie
18
Finanzmathematik
14
Mathematical finance
14
more ...
less ...
Online availability
All
Undetermined
126
Free
31
Type of publication
All
Article
394
Type of publication (narrower categories)
All
Article in journal
394
Aufsatz in Zeitschrift
394
Language
All
English
394
Author
All
Kabanov, Jurij M.
9
Carr, Peter
8
Hobson, David G.
8
Benth, Fred Espen
7
Fukasawa, Masaaki
6
Linetsky, Vadim
6
Belomestny, Denis
5
Björk, Tomas
5
Filipović, Damir
5
Jeanblanc, Monique
5
Larsen, Kasper
5
Soner, Halil Mete
5
Žitković, Gordan
5
Alòs, Elisa
4
Glasserman, Paul
4
Kardaras, Constantinos
4
Lee, Roger
4
Mostovyi, Oleksii
4
Nutz, Marcel
4
Obłój, Jan
4
Schweizer, Martin
4
Touzi, Nizar
4
Yor, Marc
4
Bouchard, Bruno
3
Carmona, René
3
Choulli, Tahir
3
Cont, Rama
3
Cox, Alexander M. G.
3
Eberlein, Ernst
3
Fontana, Claudio
3
Fouque, Jean-Pierre
3
Geman, Hélyette
3
Jacquier, Antoine
3
Jarrow, Robert A.
3
Kallsen, Jan
3
Karatzas, Ioannis
3
Keller-Ressel, Martin
3
Kupper, Michael
3
Li, Lingfei
3
Madan, Dilip B.
3
more ...
less ...
Published in...
All
Finance and stochastics
NBER working paper series
1,030
Finance research letters
940
Energy economics
857
European journal of operational research : EJOR
849
MPRA Paper
849
Working paper / National Bureau of Economic Research, Inc.
811
NBER Working Papers
777
NBER Working Paper
765
Journal of banking & finance
705
International journal of theoretical and applied finance
693
The journal of futures markets
629
Working Paper
588
International review of financial analysis
559
Journal of econometrics
547
International review of economics & finance : IREF
541
Applied economics
530
Economic modelling
499
Research paper series / Swiss Finance Institute
474
Working paper
457
Economics letters
449
Insurance / Mathematics & economics
449
ECB Working Paper
440
The North American journal of economics and finance : a journal of financial economics studies
438
CEPR Discussion Papers
425
Journal of empirical finance
415
CESifo working papers
410
Journal of economic dynamics & control
409
Journal of financial economics
403
Discussion paper / Centre for Economic Policy Research
400
Quantitative finance
394
Journal of international money and finance
393
Discussion paper / Tinbergen Institute
379
Applied economics letters
368
CESifo Working Paper
362
Applied financial economics
356
Mathematical finance : an international journal of mathematics, statistics and financial theory
353
Journal of international financial markets, institutions & money
347
Research in international business and finance
344
Applied mathematical finance
331
more ...
less ...
Source
All
ECONIS (ZBW)
394
Showing
1
-
10
of
394
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Affine forward variance models
Gatheral, Jim
;
Keller-Ressel, Martin
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 501-533
Persistent link: https://www.econbiz.de/10012023754
Saved in:
2
Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
Saved in:
3
Estimating the Hurst parameter from short term
volatility
swaps : a Malliavin calculus approach
Alòs, Elisa
;
Shiraya, Kenichiro
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 423-447
Persistent link: https://www.econbiz.de/10012023744
Saved in:
4
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
5
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
Leblanc, Boris
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 109-111
Persistent link: https://www.econbiz.de/10001486629
Saved in:
6
Superreplication in stochastic
volatility
models and optimal stopping
Frey, Rüdiger
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
Saved in:
7
Minimal realizations of interest rate models
Björk, Tomas
;
Gombani, Andrea
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 413-432
Persistent link: https://www.econbiz.de/10001412162
Saved in:
8
Smart expansion and fast calibration for jump diffusions
Benhamou, Eric
;
Gobet, E.
;
Miri, M.
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 563-589
Persistent link: https://www.econbiz.de/10003899530
Saved in:
9
A decomposition formula for option prices in the Heston model and applications to option pricing approximation
Alòs, Elisa
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 403-422
Persistent link: https://www.econbiz.de/10009562316
Saved in:
10
Tangent Lévy market models
Carmona, René
;
Nadtochiy, Sergey
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 63-104
Persistent link: https://www.econbiz.de/10009423250
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->