//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Ortiz-Garcia, Luis"
~subject:"stochastic 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
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
stochastic volatility
Asian options
1
Heston model
1
Markov chain
1
Markov chain approximation
1
Markov-Kette
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
SWIFT
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
calibration
1
continuous time Markov chain (CTMC)
1
option pricing
1
regime switching
1
variance swaps
1
wavelets
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Ortiz-Garcia, Luis
Gentle, James E.
4
Härdle, Wolfgang Karl
4
McAleer, Michael
4
Haug, Stephan
3
Ishida, Isao
3
Oya, Kosuke
3
Alòs, Elisa
2
Czado, Claudia
2
Gao, Jiti
2
Mori, Yuichi
2
Brockhaus, Oliver
1
CHACKO, George
1
Casas, Isabel
1
Collin-Dufresne, Pierre
1
Creel, Michael
1
Dubois, Mathieu
1
Elhouar, Mikael
1
Fos, Vyacheslav
1
Gapeev, Pavel V.
1
Harvey, Andrew
1
Haslip, Gareth G.
1
Ishida, Ishida, I.
1
Kaishev, Vladimir K.
1
Kirkby, J. Lars
1
Klüppelberg, Claudia
1
Kristensen, Dennis
1
Leitao, Álvaro
1
Lindner, A.
1
Melenberg, Bertrand
1
Oya, Oya, K.
1
Park, Joon Y.
1
VICEIRA, Luis M.
1
Valchev, Stoyan
1
Werker, Bas
1
Zapp, M.
1
more ...
less ...
Published in...
All
The journal of computational finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->