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:"Decomposition method"
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
Time-consistent investment and...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Decomposition method
Stochastic process
15
Stochastischer Prozess
15
Option pricing theory
11
Optionspreistheorie
11
Volatility
10
Volatilität
10
Theorie
7
Theory
7
Black-Scholes model
5
Black-Scholes-Modell
5
Option pricing
3
Option trading
3
Optionsgeschäft
3
Analysis
2
Black-Scholes formula
2
Lévy processes
2
Malliavin calculus
2
Markov chain
2
Markov-Kette
2
Mathematical analysis
2
Monte Carlo method
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Stochastic volatility
2
Time series analysis
2
Zeitreihenanalyse
2
forward-backward stochastic differential equations
2
lévy processes
2
optimal premium policies
2
option pricing
2
stochastic volatility models
2
teugels martingales
2
Africa
1
Afrika
1
Bergomi model
1
Chaos theory
1
Chaostheorie
1
Correlation
1
Decomposition formula
1
more ...
less ...
Online availability
All
Undetermined
1
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
Merino, Raúl
1
Pospíšil, Jan
1
Sobotka, Tomáš
1
Sottinen, Tommi
1
Vives, Josep
1
Published in...
All
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Decomposition formula for rough Volterra stochastic volatility models
Merino, Raúl
;
Pospíšil, Jan
;
Sobotka, Tomáš
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-47
Persistent link: https://www.econbiz.de/10012650356
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
