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:"Statistical distribution"
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
From Local Volatility to Local...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Statistical distribution
Theorie
237
Theory
237
Option pricing theory
159
Optionspreistheorie
159
Stochastischer Prozess
95
Stochastic process
94
Volatility
90
Volatilität
83
Option trading
66
Optionsgeschäft
66
CAPM
57
Derivat
57
Derivative
57
Portfolio selection
51
Portfolio-Management
50
Risk
47
Capital income
46
France
46
Kapitaleinkommen
46
Hedging
45
Risiko
41
Börsenkurs
32
Share price
32
Credit risk
26
Black-Scholes-Modell
24
Financial market
24
Finanzmarkt
24
Kreditrisiko
24
Risikomanagement
24
Risk management
24
Statistische Verteilung
24
USA
24
United States
24
Black-Scholes model
23
Estimation
20
Schätzung
20
Yield curve
19
Zinsstruktur
19
Finanzmathematik
17
more ...
less ...
Online availability
All
Undetermined
13
Free
8
CC license
1
Type of publication
All
Article
17
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
24
Author
All
Madan, Dilip B.
18
Wang, King
8
Carr, Peter
5
Schoutens, Wim
2
Xiao, Yajun
2
Abken, Peter A.
1
Al-Jaaf, Aşty
1
Barbi, Massimiliano
1
Ewald, CXhristian-Oliver
1
Ewald, Christian-Oliver
1
Geman, Hélyette
1
Höcht, Stephan
1
Javaheri, Alireza
1
Khanna, Ajay
1
Ramamurtie, Buddhavarapu Sailesh
1
Romagnoli, Silvia
1
Torricelli, Lorenzo
1
Verschueren, Eva
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
3
Finance research letters
2
International journal of financial engineering
2
Quantitative finance
2
Robert H. Smith School Research Paper
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Annals of finance
1
Applied economics
1
Applied mathematical finance
1
Discussion paper series
1
Finance and stochastics
1
International journal of theoretical and applied finance : IJTAF
1
Risks : open access journal
1
The journal of derivatives : JOD
1
Working paper series / Federal Reserve Bank of Atlanta
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano
;
Geman, Hélyette
;
Romagnoli, Silvia
- In:
Applied economics
52
(
2020
)
26
,
pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456
Saved in:
2
Adapted hedging
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
3/4
,
pp. 305-334
Persistent link: https://www.econbiz.de/10011571392
Saved in:
3
Three non-Gaussian models of dependence in returns
Madan, Dilip B.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 107-130)
.
2016
Persistent link: https://www.econbiz.de/10011800343
Saved in:
4
Instantaneous portfolio theory
Madan, Dilip B.
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1345-1364
Persistent link: https://www.econbiz.de/10011911544
Saved in:
5
Multivariate distributions for financial returns
Madan, Dilip B.
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496775
Saved in:
6
The forward PDE for European options on stocks with fixed fractional jumps
Carr, Peter
;
Javaheri, Alireza
- In:
International journal of theoretical and applied finance
8
(
2005
)
2
,
pp. 239-253
Persistent link: https://www.econbiz.de/10002679581
Saved in:
7
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, CXhristian-Oliver
;
Xiao, Yajun
-
2008
Persistent link: https://www.econbiz.de/10003680543
Saved in:
8
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
9
Additive logistic processes in option pricing
Carr, Peter
;
Torricelli, Lorenzo
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 689-724
Persistent link: https://www.econbiz.de/10012665200
Saved in:
10
Vol, skew, and smile trading
Al-Jaaf, Aşty
;
Carr, Peter
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 64-95
Persistent link: https://www.econbiz.de/10014422386
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
