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:"International journal of financial engineering"
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
Pricing Variance, Gamma and Co...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
3/2 model
1
ARCH model
1
ARCH-Modell
1
Derivat
1
Derivative
1
Estimation theory
1
GARCH model
1
Hermite series
1
Heston model
1
Heston-Nandi
1
LETF options
1
Option trading
1
Optionsgeschäft
1
Schätztheorie
1
Time series analysis
1
VIX derivatives
1
Zeitreihenanalyse
1
calibration
1
inverse Gaussian
1
mean-reverting CEV model
1
stochastic volatility
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Cui, Zhenyu
2
Cao, Hongkai
1
Chatterjee, Rupak
1
Florescu, Ionuţ
1
Zhao, Zhe
1
Published in...
All
International journal of financial engineering
Wiley handbooks in financial engineering and econometrics
3
Quantitative finance
2
Stevens Institute of Technology School of Business Research Paper
2
Technological forecasting & social change : an international journal
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Wiley Handbooks in Financial Engineering and Econometrics Ser
2
Applied Mathematical Finance
1
Applied mathematical finance
1
Asia Pacific : journal of human resources
1
Chinese Management Studies
1
Chinese journal of population, resources and environment
1
Chinese management studies : CMS
1
Industrial Robot: the international journal of robotics research and application
1
International journal of theoretical and applied finance
1
Journal of Futures Markets
1
Journal of business research : JBR
1
Physica A: Statistical Mechanics and its Applications
1
Quantitative Finance
1
Research in international business and finance
1
SpringerLink / Bücher
1
Survey review
1
The North American journal of economics and finance : a journal of financial economics studies
1
Wiley series in statistics in practice
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
VIX derivatives valuation and estimation based on closed-form series expansions
Zhao, Zhe
;
Cui, Zhenyu
;
Florescu, Ionuţ
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011923012
Saved in:
2
Options valuation and calibration for leveraged exchange-traded funds with Heston-Nandi and inverse Gaussian GARCH models
Cao, Hongkai
;
Chatterjee, Rupak
;
Cui, Zhenyu
- In:
International journal of financial engineering
6
(
2019
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012314515
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
