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:"Interest rate derivative"
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
Delta-Hedging and Variance Swa...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Interest rate derivative
Option pricing theory
13
Optionspreistheorie
13
Volatility
13
Volatilität
13
Derivat
7
Derivative
7
Stochastic process
6
Stochastischer Prozess
6
Swap
6
Option trading
3
Optionsgeschäft
3
Theorie
3
Theory
3
implied volatility
3
Hedging
2
Zinsderivat
2
Aktienindex
1
Arbeitskampf
1
Black-Scholes model
1
Black-Scholes-Modell
1
Capital income
1
Children
1
Currency derivative
1
Decomposition method
1
Dekompositionsverfahren
1
Electronic Banking
1
Electronic banking
1
Index futures
1
Index-Futures
1
Industrial action
1
Kapitaleinkommen
1
Kinder
1
Malliavin calculus
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Risiko
1
Risikomanagement
1
Risikoprämie
1
Risk
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Alòs, Elisa
2
Rolloos, Frido
2
Shiraya, Kenichiro
2
Published in...
All
CARF working paper
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forward start volatility swaps in rough volatility models
Alòs, Elisa
;
Rolloos, Frido
;
Shiraya, Kenichiro
-
2022
Persistent link: https://www.econbiz.de/10014266236
Saved in:
2
A lower bound for the volatility swap in the lognormal SABR model
Alòs, Elisa
;
Rolloos, Frido
;
Shiraya, Kenichiro
-
2023
Persistent link: https://www.econbiz.de/10015175610
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
