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Volatility
Option pricing theory
72
Optionspreistheorie
72
Stochastic process
52
Stochastischer Prozess
52
Volatilität
50
Theorie
42
Theory
42
Option trading
36
Optionsgeschäft
36
Markov chain
26
Markov-Kette
26
Estimation theory
20
Schätztheorie
20
China
18
Portfolio selection
14
Portfolio-Management
14
Black-Scholes model
13
Black-Scholes-Modell
13
ARCH model
12
ARCH-Modell
12
Derivat
12
Derivative
12
Risiko
12
Risk
12
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Risikomanagement
8
Risk management
8
Simulation
8
Statistical distribution
8
Statistische Verteilung
8
Swap
8
Mathematical programming
7
Mathematische Optimierung
7
Stochastic volatility
6
Finance
5
Greece
5
Griechenland
5
Hedging
5
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24
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27
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1
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English
50
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Cui, Zhenyu
46
Nguyen, Duy
15
Kirkby, Justin
8
Ortega, Juan-Pablo
6
Badescu, Alex
5
Bernard, Carole
5
Kirkby, J. Lars
5
Ma, Jingtang
4
Zhang, Shuguang
4
Badescu, Alexandru
3
MacKay, Anne
3
McLeish, Don L.
3
Yang, Wensheng
3
Cao, Hongkai
2
Couch, Matthew
2
Ding, Kailin
2
Feng, Runhuan
2
Florescu, Ionuţ
2
Huang, Qian
2
Lian, Guanghua
2
Liu, Yanchu
2
McLeish, Don
2
Park, Hyungbin
2
Taylor, Stephen
2
Wang, Xiangning
2
Xia, Yuxuan
2
Zhao, Zhe
2
Andrikopoulos, Alexandru
1
Chatterjee, Rupak
1
Chen, Yuyu
1
Fan, Jiacheng
1
He, Zhipeng
1
Hu, Jun
1
Jayaraman, Sarath Kumar
1
Lee, Chihoon
1
Liu, Zixin
1
Vachon, Marie-Claude
1
Wang, Yongjin
1
Wu, Cai
1
Yan, Xiangzhen
1
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International journal of financial engineering
3
Quantitative finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
European journal of operational research : EJOR
2
International journal of theoretical and applied finance
2
Journal of economic dynamics & control
2
The journal of derivatives : JOD
2
Application of operations research to financial markets
1
Applied mathematical finance
1
Finance research letters
1
Insurance / Mathematics & economics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
North American actuarial journal
1
The North American journal of economics and finance : a journal of theory and practice
1
The journal of futures markets
1
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ECONIS (ZBW)
50
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1
Convergence rates of recombining trees for pricing options on stocks under GBM and regime-switching models with known cash dividends
Ma, Jingtang
;
Fan, Jiacheng
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011672905
Saved in:
2
Risk spillovers among oil, gold, stock, and foreign exchange markets : evidence from G20 economies
Liu, Zixin
;
Hu, Jun
;
Zhang, Shuguang
;
He, Zhipeng
- In:
The North American journal of economics and finance : a …
74
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015135660
Saved in:
3
The effects of exchange rate fluctuations on the stock market and the affecting mechanisms : evidence from BRICS countries
Huang, Qian
;
Wang, Xiangning
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822025
Saved in:
4
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
5
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:
6
Nearly exact option price simulation using characteristic functions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009685897
Saved in:
7
Prices and asymptotics for discrete variance swaps
Bernard, Carole
;
Cui, Zhenyu
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 140-173
Persistent link: https://www.econbiz.de/10010352006
Saved in:
8
VIX derivatives valuation and estimation based on closed-form series expansions
Zhao, Zhe
;
Cui, Zhenyu
;
Florescu, Ionuţ
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011923012
Saved in:
9
An exact and explicit implied volatility inversion formula
Xia, Yuxuan
;
Cui, Zhenyu
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011923068
Saved in:
10
Non-affine GARCH option pricing models, variance-dependent kernels, and diffusion limits
Badescu, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 602-648
Persistent link: https://www.econbiz.de/10011987648
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