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ASYMPTOTIC ANALYSIS FOR FOREIG...
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Subject
All
Volatilität
1,009
Volatility
1,006
Stochastic process
816
Stochastischer Prozess
816
Stochastic volatility
617
Option pricing theory
453
Optionspreistheorie
453
stochastic volatility
406
Theorie
368
Theory
368
Estimation
313
Schätzung
312
Time series analysis
198
Zeitreihenanalyse
198
Bayes-Statistik
191
Bayesian inference
191
Monte Carlo simulation
168
Monte-Carlo-Simulation
168
Forecasting model
166
Prognoseverfahren
166
Derivat
164
Derivative
164
VAR model
160
VAR-Modell
160
Estimation theory
151
Schätztheorie
151
Markov chain
140
Markov-Kette
140
Stochastische Volatilität
128
ARCH model
127
ARCH-Modell
127
Option trading
116
Optionsgeschäft
116
Risiko
116
Risk
116
Portfolio selection
93
Portfolio-Management
93
Börsenkurs
90
Share price
90
CAPM
86
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Online availability
All
Undetermined
596
Free
381
CC license
46
Type of publication
All
Article
844
Book / Working Paper
331
Type of publication (narrower categories)
All
Article in journal
825
Aufsatz in Zeitschrift
825
Graue Literatur
294
Non-commercial literature
294
Arbeitspapier
272
Working Paper
272
Hochschulschrift
17
Aufsatz im Buch
15
Book section
15
Thesis
6
Collection of articles of several authors
5
Collection of articles written by one author
5
Sammelwerk
5
Sammlung
5
Aufsatzsammlung
4
Conference paper
2
Konferenzbeitrag
2
Konferenzschrift
1
Systematic review
1
Übersichtsarbeit
1
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Language
All
English
1,169
German
3
Spanish
3
Author
All
Clark, Todd E.
32
Mumtaz, Haroon
23
Carriero, Andrea
21
Marcellino, Massimiliano
21
McAleer, Michael
19
Huber, Florian
18
Rodriguez, Gabriel
18
Mertens, Elmar
17
Chan, Joshua
15
Asai, Manabu
13
Escobar, Marcos
12
Koopman, Siem Jan
12
Zhang, Bo
12
Shin, Minchul
11
Tauchen, George Eugene
11
Todorov, Viktor
11
Bos, Charles S.
10
Cross, Jamie
10
Karlsson, Sune
10
Poon, Aubrey
10
Theodoridis, Konstantinos
10
Österholm, Pär
10
Cui, Zhenyu
9
Hou, Chenghan
9
Koop, Gary
9
Chiarella, Carl
8
Gupta, Rangan
8
McCracken, Michael W.
8
Peiris, Shelton
8
Chang, Chia-Lin
7
Nason, James Michael
7
Aastveit, Knut Are
6
Bao Hoang Nguyen
6
Feldkircher, Martin
6
Gnoatto, Alessandro
6
He, Xin-Jiang
6
Joshi, Mark S.
6
Kirkby, J. Lars
6
Li, Jia
6
Li, Mengheng
6
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Institution
All
National Bureau of Economic Research
1
Technische Universität Dresden
1
Universität Trier
1
Universität Ulm
1
Published in...
All
International journal of theoretical and applied finance
46
Journal of econometrics
33
Quantitative finance
33
Discussion paper / Tinbergen Institute
31
Journal of economic dynamics & control
26
Finance research letters
24
Energy economics
23
Applied mathematical finance
22
Working paper
22
The journal of computational finance
19
CAMA working paper series
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
The journal of futures markets
18
Journal of banking & finance
16
Economics letters
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Economic modelling
14
Computational economics
13
Insurance / Mathematics & economics
13
Journal of risk and financial management : JRFM
13
Review of derivatives research
13
Risks : open access journal
13
Discussion papers / CEPR
12
The North American journal of economics and finance : a journal of financial economics studies
12
Finance and stochastics
11
Journal of mathematical finance
11
Annals of finance
10
Applied economics
10
Documento de trabajo
10
Econometric reviews
10
Federal Reserve Bank of Cleveland working paper series
10
International journal of financial engineering
10
International journal of forecasting
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of forecasting
10
International review of financial analysis
9
Econometrics : open access journal
8
European journal of operational research : EJOR
8
Journal of applied econometrics
8
Journal of empirical finance
8
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Source
All
ECONIS (ZBW)
RePEc
925
EconStor
219
BASE
25
Other ZBW resources
10
Showing
1
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10
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1,175
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date (newest first)
date (oldest first)
1
Pricing derivatives on multiscale diffusions : an eigenfunction expansion approach
Lorig, Matthew
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 331-363
Persistent link: https://www.econbiz.de/10010357372
Saved in:
2
Second-order stochastic volatility asymptotics and the pricing of foreign exchange derivatives
Pellegrino, Tommaso
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012271009
Saved in:
3
Sequential Itô-Taylor expansions and characteristic functions of stochastic volatility models
Ding, Kailin
;
Cui, Zhenyu
;
Liu, Yanchu
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1750-1769
Persistent link: https://www.econbiz.de/10014433005
Saved in:
4
Accelerated trinomial trees applied to American basket options and American options under the Bates model
O'Sullivan, Conall
;
O'Sullivan, Stephen
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 29-72
Persistent link: https://www.econbiz.de/10011603176
Saved in:
5
Semi-analytical prices for lookback and barrier options under the Heston model
De Gennaro Aquino, Luca
;
Bernard, Carole
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 715-741
Persistent link: https://www.econbiz.de/10012127317
Saved in:
6
A multi time-scale theory of economic growth and cycles
Jacobo, Juan
- In:
Structural change and economic dynamics : SC+ED
62
(
2022
),
pp. 143-155
Persistent link: https://www.econbiz.de/10013533824
Saved in:
7
Spectral study of options based on CEV model with multidimensional volatility
Burtnyak, Ivan
;
Malytska, Anna
- In:
Investment management and financial innovations
15
(
2018
)
1
,
pp. 18-25
Persistent link: https://www.econbiz.de/10012001314
Saved in:
8
Applications of FX derivatives to portfolio management
Elkamhi, Redouane
;
Fabozzi, Frank J.
;
Lee, Jacky S. H.
; …
- In:
The journal of asset management : a major new, …
25
(
2024
)
6
,
pp. 600-616
Persistent link: https://www.econbiz.de/10015192369
Saved in:
9
Coherent foreign exchange market models
Gnoatto, Alessandro
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011686817
Saved in:
10
Modelling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps
Itkin, Andrey
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 485-519
Persistent link: https://www.econbiz.de/10011815291
Saved in:
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