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:"Estimation"
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
A decomposition formula for op...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
Option pricing theory
27
Optionspreistheorie
27
Volatility
25
Volatilität
25
Stochastic process
21
Stochastischer Prozess
21
Malliavin calculus
14
Black-Scholes model
9
Black-Scholes-Modell
9
Option trading
7
Optionsgeschäft
7
Stochastic volatility
7
Derivat
6
Derivative
6
Theorie
4
Theory
4
implied volatility
4
stochastic volatility models
4
Continuous-time option pricing model
3
Finanzmathematik
3
Heston model
3
Mathematical finance
3
Swap
3
stochastic volatility
3
Asia
2
Asian options
2
Asien
2
Black-Scholes formula
2
Forward starting options
2
Interest rate derivative
2
Markov chain
2
Markov-Kette
2
Schätzung
2
Skorohod integral
2
Zinsderivat
2
fractional Brownian motion
2
Arbeitskampf
1
Bachelier implied volatility
1
Conditional expectations
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
Alòs, Elisa
2
Mancino, Maria Elvira
1
Shiraya, Kenichiro
1
Wang, Tai-Ho
1
Published in...
All
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Finance and stochastics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility and volatility-linked derivatives : estimation,modeling, and pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
Saved in:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
