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:"Volatility"
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 note on the Malliavin differ...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Leex
53
Spain
40
Option pricing theory
28
Optionspreistheorie
28
Volatilität
25
Stochastic process
22
Stochastischer Prozess
22
correspondence analysis
17
Malliavin calculus
15
growth
15
institutions
13
unemployment
13
monetary policy
12
experiments
11
Health inequalities
10
Monetary policy
10
bounded rationality
10
efficiency
10
learning
10
Accounting
9
Black-Scholes model
9
Black-Scholes-Modell
9
Business cycles
9
Decision making
9
business cycles
9
enforcement
9
human capital
9
productivity
9
property rights
9
simulation
9
singular value decomposition
9
transaction costs
9
Latin America
8
LeeX
8
Networks
8
Option trading
8
Optionsgeschäft
8
Unemployment
8
economic growth
8
more ...
less ...
Online availability
All
Free
12
Undetermined
10
CC license
1
Type of publication
All
Article
13
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Arbeitspapier
11
Working Paper
11
Graue Literatur
10
Non-commercial literature
10
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
26
Author
All
Alòs, Elisa
25
León, Jorge A.
6
Vives, Josep
4
Shiraya, Kenichiro
3
Wang, Tai-Ho
3
García Lorite, David
2
Jacquier, Antoine
2
Mancino, Maria Elvira
2
Pravosud, Makar
2
Rheinländer, Thorsten
2
Rolloos, Frido
2
Antonelli, Fabio
1
Chatterjee, Rupak
1
Chen, Zhanyu
1
Gatheral, Jim
1
Marín, José M.
1
Nualart, Eulalia
1
Olivier, Jacques
1
Pontier, Monique
1
Radoičić, Radoš
1
Ramponi, A.
1
Santiago Hernando, Rafael de
1
Santiago, Rafael de
1
Scarlatti, S.
1
Tudor, Sebastian F.
1
Yang, Yan
1
more ...
less ...
Institution
All
Department of Economics and Business, Universitat Pompeu Fabra
1
Published in...
All
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Finance and stochastics
3
Applied mathematical finance
2
CARF working paper
2
International journal of theoretical and applied finance
2
Quantitative finance
2
Barcelona GSE working paper series : working paper
1
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Risks : open access journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
RePEc
1
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A decomposition formula for option prices in the Heston model and applications to option pricing approximation
Alòs, Elisa
-
2009
Persistent link: https://www.econbiz.de/10008665849
Saved in:
2
A decomposition formula for option prices in the Heston model and applications to option pricing approximation
Alòs, Elisa
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 403-422
Persistent link: https://www.econbiz.de/10009562316
Saved in:
3
A generalization of the Hull and White formula with applications to option pricing approximation
Alòs, Elisa
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 353-365
Persistent link: https://www.econbiz.de/10003380015
Saved in:
4
On the skew and curvature of the implied and local volatilities
Alòs, Elisa
;
García Lorite, David
;
Pravosud, Makar
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 47-67
Persistent link: https://www.econbiz.de/10014390289
Saved in:
5
A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility
Alòs, Elisa
;
León, Jorge A.
;
Pontier, Monique
;
Vives, …
-
2008
Persistent link: https://www.econbiz.de/10008663229
Saved in:
6
Calibration of stochastic volatility models via second order approximation : the Heston model case
Alòs, Elisa
;
Santiago, Rafael de
;
Vives, Josep
-
2012
Persistent link: https://www.econbiz.de/10009724303
Saved in:
7
A closed-form option pricing approximation formula for a fractional Heston model
Alòs, Elisa
;
Yang, Yan
-
2014
Persistent link: https://www.econbiz.de/10010425642
Saved in:
8
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa
(
contributor
);
León, Jorge A.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003379784
Saved in:
9
On the second derivative of the at-the-money implied volatility in stochastic volatility models
Alòs, Elisa
;
León, Jorge A.
-
2015
-
Revised: October 2015
Persistent link: https://www.econbiz.de/10011427674
Saved in:
10
On Margrabe options written on stochastic volatility models
Alòs, Elisa
;
Rheinländer, Thorsten
-
2015
Persistent link: https://www.econbiz.de/10011442222
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
