//--> //--> //--> //-->
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:"Stochastic process"
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
ASYMPTOTIC ANALYSIS FOR FOREIG...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Volatilität
1,046
Stochastic volatility
1,013
Volatility
1,010
stochastic volatility
985
Stochastischer Prozess
840
Optionspreistheorie
458
Option pricing theory
454
Theorie
398
Theory
368
Schätzung
326
Estimation
319
Stochastic Volatility
212
Bayesian inference
208
Zeitreihenanalyse
208
Bayes-Statistik
200
Time series analysis
198
Monte Carlo simulation
186
Prognoseverfahren
173
Monte-Carlo-Simulation
168
VAR-Modell
167
Forecasting model
166
Derivat
165
Derivative
164
VAR model
160
Schätztheorie
154
Estimation theory
151
Markov chain
144
Markov-Kette
141
ARCH-Modell
135
Stochastische Volatilität
130
ARCH model
127
Optionsgeschäft
117
Risiko
117
Risk
117
Option trading
116
GARCH
97
Börsenkurs
95
Portfolio selection
93
Portfolio-Management
93
more ...
less ...
Online availability
All
Undetermined
431
Free
242
CC license
34
Type of publication
All
Article
628
Book / Working Paper
189
Type of publication (narrower categories)
All
Article in journal
616
Aufsatz in Zeitschrift
616
Graue Literatur
179
Non-commercial literature
179
Arbeitspapier
167
Working Paper
167
Aufsatz im Buch
8
Book section
8
Hochschulschrift
5
Conference paper
2
Konferenzbeitrag
2
Thesis
2
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
814
German
2
Undetermined
1
Author
All
Mumtaz, Haroon
21
Clark, Todd E.
17
Carriero, Andrea
14
Chan, Joshua
14
Marcellino, Massimiliano
14
Escobar, Marcos
12
Zhang, Bo
12
Tauchen, George Eugene
11
Theodoridis, Konstantinos
10
Todorov, Viktor
10
Cui, Zhenyu
9
Koopman, Siem Jan
9
Mertens, Elmar
8
Bos, Charles S.
7
Chiarella, Carl
7
Rodriguez, Gabriel
7
Shin, Minchul
7
Cross, Jamie
6
He, Xin-Jiang
6
Kirkby, J. Lars
6
Li, Jia
6
Maneesoonthorn, Worapree
6
Martin, Gael M.
6
Österholm, Pär
6
Branger, Nicole
5
Chan, Jiun Hong
5
Filipović, Damir
5
Gnoatto, Alessandro
5
Ignatieva, Ekaterina
5
Joshi, Mark S.
5
Li, Chenxu
5
Lorig, Matthew
5
Nason, James Michael
5
Nguyen, Duy
5
Omori, Yasuhiro
5
Ravazzolo, Francesco
5
Witzany, Jiří
5
Aguilar, Jean-Philippe
4
Alòs, Elisa
4
Fabozzi, Frank J.
4
more ...
less ...
Institution
All
Universität Trier
1
Published in...
All
International journal of theoretical and applied finance
40
Quantitative finance
32
Journal of econometrics
28
Journal of economic dynamics & control
22
Applied mathematical finance
21
Discussion paper / Tinbergen Institute
21
Finance research letters
18
The journal of computational finance
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of banking & finance
14
CAMA working paper series
13
Working paper
13
Insurance / Mathematics & economics
12
Computational economics
11
Energy economics
11
Risks : open access journal
11
Finance and stochastics
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of mathematical finance
10
Review of derivatives research
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Annals of finance
9
Economic modelling
9
Economics letters
9
Journal of risk and financial management : JRFM
9
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics
8
Econometrics : open access journal
8
International journal of financial engineering
8
International journal of forecasting
8
Journal of forecasting
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
Federal Reserve Bank of Cleveland working paper series
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The journal of futures markets
7
Discussion papers / CEPR
6
Econometric reviews
6
European journal of operational research : EJOR
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper series / Swiss Finance Institute
6
more ...
less ...
Source
All
ECONIS (ZBW)
816
RePEc
1
Showing
1
-
10
of
817
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing derivatives on multiscale diffusions : an eigenfunction expansion approach
Lorig, Matthew
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 331-363
Persistent link: https://www.econbiz.de/10010357372
Saved in:
2
Second-order stochastic volatility asymptotics and the pricing of foreign exchange derivatives
Pellegrino, Tommaso
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012271009
Saved in:
3
Sequential Itô-Taylor expansions and characteristic functions of stochastic volatility models
Ding, Kailin
;
Cui, Zhenyu
;
Liu, Yanchu
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1750-1769
Persistent link: https://www.econbiz.de/10014433005
Saved in:
4
Accelerated trinomial trees applied to American basket options and American options under the Bates model
O'Sullivan, Conall
;
O'Sullivan, Stephen
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 29-72
Persistent link: https://www.econbiz.de/10011603176
Saved in:
5
Semi-analytical prices for lookback and barrier options under the Heston model
De Gennaro Aquino, Luca
;
Bernard, Carole
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 715-741
Persistent link: https://www.econbiz.de/10012127317
Saved in:
6
Spectral study of options based on CEV model with multidimensional volatility
Burtnyak, Ivan
;
Malytska, Anna
- In:
Investment management and financial innovations
15
(
2018
)
1
,
pp. 18-25
Persistent link: https://www.econbiz.de/10012001314
Saved in:
7
Modelling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps
Itkin, Andrey
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 485-519
Persistent link: https://www.econbiz.de/10011815291
Saved in:
8
A multivariate stochastic volatility model with applications in the foreign exchange market
Escobar, Marcos
;
Gschnaidtner, Christoph
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012055729
Saved in:
9
Joint calibration of local volatility models with stochastic interest rates using semimartingale optimal transport
Joseph, Benjamin
;
Loeper, Grégoire
;
Obłój, Jan
- In:
Quantitative finance
24
(
2024
)
11
,
pp. 1597-1620
Persistent link: https://www.econbiz.de/10015196948
Saved in:
10
Valuation of stock loans with jump risk
Cai, Ning
;
Sun, Lihua
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 213-241
Persistent link: https://www.econbiz.de/10010424378
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->