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:"Simulation"
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
Option Pricing in the Moderate...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Simulation
Volatility
13
Volatilität
13
Option pricing theory
11
Optionspreistheorie
11
Theorie
8
Theory
8
Option trading
5
Optionsgeschäft
5
Stochastic process
5
Stochastischer Prozess
5
Black-Scholes model
4
Black-Scholes-Modell
4
Portfolio selection
4
Portfolio-Management
4
Transaction costs
4
Transaktionskosten
4
Trading volume
3
digital option
3
Arbitrage
2
Double barrier option
2
European option pricing
2
Handelsvolumen der Börse
2
Implied volatility
2
Liquidity
2
Liquidity premium
2
Liquidität
2
Long-run
2
Portfolio choice
2
Rough volatility
2
Small-time asymptotics
2
asymptotics
2
binary option
2
corridor option
2
occupation time
2
structure floor
2
Analysis of variance
1
Arbeitskampf
1
Asymptotik
1
Computersimulation
1
more ...
less ...
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Aufsatzsammlung
1
Language
All
English
2
Author
All
Bayer, Christian
1
Friz, Peter K.
1
Fukasawa, Masaaki
1
Gatheral, Jim
1
Gerhold, Stefan
1
Jacquier, Antoine
1
Rosenbaum, Mathieu
1
Schmock, Uwe
1
Warnung, Richard
1
more ...
less ...
Published in...
All
Finance and stochastics
1
Financial mathematics : FM
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Rough volatility
Bayer, Christian
(
ed.
);
Friz, Peter K.
(
ed.
); …
-
2024
Persistent link: https://www.econbiz.de/10014560254
Saved in:
2
A generalization of Panjer's recursion and numerically stable risk aggregation
Gerhold, Stefan
;
Schmock, Uwe
;
Warnung, Richard
- In:
Finance and stochastics
14
(
2010
)
1
,
pp. 81-128
Persistent link: https://www.econbiz.de/10003924803
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
