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
~subject:"Calibration"
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
Expansion formulas for bivaria...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Calibration
Option pricing theory
21
Optionspreistheorie
21
Volatility
9
Volatilität
9
Stochastic process
8
Stochastischer Prozess
8
Theorie
8
Theory
8
Hedging
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Option trading
5
Optionsgeschäft
5
Black-Scholes model
4
Black-Scholes-Modell
4
Derivat
4
Derivative
4
Discrete time hedging
3
Analysis
2
Diffusion processes
2
Discrete Sarnpling
2
Dividend
2
Dividende
2
Estimation theory
2
Fractional smoothness
2
Ill-posed problems
2
Low frequency data
2
Malliavin calculus
2
Mathematical analysis
2
Modellierung
2
Nichtlineare Regression
2
Nichtparametrisches Verfahren
2
Nonlinear regression
2
Nonparametric estimation
2
Nonparametric statistics
2
Risiko
2
Risk
2
Schätztheorie
2
Scientific modelling
2
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
Echenim, Mnacho
1
Gobet, Emmanuel
1
Hok, Julien
1
Maurice, Anne-Claire
1
Tan, Shih-Hau
1
Published in...
All
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Calibration of local volatility model with stochastic interestrates by efficient numerical PDE methods
Hok, Julien
;
Tan, Shih-Hau
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 609-637
Persistent link: https://www.econbiz.de/10012127281
Saved in:
2
Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
Echenim, Mnacho
;
Gobet, Emmanuel
;
Maurice, Anne-Claire
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1285-1304
Persistent link: https://www.econbiz.de/10014339922
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
