10 research outputs found
The Time-Dependent FX-SABR Model: Efficient Calibration based on Effective Parameters
- Author
- A Antonov
- A Kawai
- A Takahashi
- A Van Haastrecht
- A W Van Der Stoep
- Anthonie Willem van der Stoep
- B Chen
- B Chen
- B Dupire
- B Engelmann
- B Zhang
- Cornelis W. Oosterlee
- E Derman
- E Derman
- F Fang
- G Baker
- G Deelstra
- G Tataru
- H Geman
- H Tanaka
- I Gy�ngy
- I Karatzas
- J
- J Cox
- J Fern�ndez
- J Hull
- J Obl�j
- J Sippel
- K Larsson
- L A Grzelak
- L Paulot
- Lech A. Grzelak
- M Curran
- M Musiela
- O Islah
- P Glasserman
- P S Hagan
- Q Wu
- R Frey
- R Lord
- R Rebonato
- R Rebonato
- S E Shreve
- S Johnson
- T Weithers
- V Piterbarg
- V Piterbarg
- Y Osajima
- Y Ren
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2014
- Field of study
Perturbative Solution of the SABR Eikonal Equation
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
A Stochastic Control Approach to No-Arbitrage Bounds Given Marginals, with an Application to Lookback Options
- Author
- A Cox
- A Cox
- A Neufeld
- Alfred Galichon
- C Villani
- D B Madan
- D Hobson
- D Hobson
- D M Kreps
- D Possama�?possama�?
- D T Breeden
- D W Stroock
- F Bonnans
- F Delbaen
- G Peskir
- H Brown
- H M Soner
- H M Soner
- I Karatzas
- J Az�ma
- J Az�ma
- J Cvitani�ccvitani�c
- J D Benamou
- J M Harrison
- J Obl�j
- J Obl�j
- J Szpirglas
- L Denis
- M Beiglb�ck
- M Davis
- M Nutz
- M Nutz
- Nizar Touzi
- P Carr
- P Carraro
- P Henry-Labord�re
- Pierre Henry-Labordere
- R Frey
- R Karandikar
- T Mikami
- W H Fleming
- X Tan
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study
Robust Hedging of Options on Local Time
- Author
- A Cox
- A Cox
- A Cox
- A Cox
- A Galichon
- A Neufeld
- D Breeden
- D H Root
- D Hobson
- D Hobson
- D Hobson
- D L Ocone
- D Madan
- D Possama�?possama�?
- G Guo
- G Guo
- Gaoyue Guo
- H Brown
- H Brown
- H Kellerer
- I Karatzas
- J Az�ma
- J Az�ma
- J Obl�j
- J Obl�j
- Julien Claisse
- L Denis
- M Avellaneda
- M Beiglb�ck
- M Nutz
- M R Tehranchi
- P Carr
- P Carr
- P E Protter
- P Henry-Labord�re
- P Vallois
- P Vallois
- Pierre Henry-Labordere
- R Revuz
- T Jeulin
- Y Dolinsky
- Y Dolinsky
- Z Hou
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
Full-fledged SABR through Markov Chains
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2019
- Field of study
Explicit Constructions of Martingales Calibrated to Given Implied Volatility Smiles
- Author
- A Cox
- A Cox
- A Cox
- A Takeuchi
- B Dupire
- D Breeden
- D Hobson
- D Hobson
- D Lepingle
- D Root
- D Stroock
- D Stroock
- E Derman
- E Perkins
- H Allouba
- H Allouba
- H Mckean
- J
- J Azema
- J Harrison
- J Harrison
- J Lishang
- J Obl�j
- K Bichteler
- K Burdzy
- L Andersen
- L Cousot
- L Dubins
- L Jiang
- Laurent Cousot
- N Bingham
- P Carr
- P Carr
- P Hartman
- P Valois
- Peter P. Carr
- R Chacon
- S Bochner
- S Ethier
- S Jacka
- T Cass
- T Komatsu
- T Robertson
- V Strassen
- W Feller
- Y Achdou
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study
Skewing the Odds: Optimal Strategies in Capacity-Constrained Contests
- Author
- A Gaba
- A Gaba
- A Gavious
- A K Nanda
- A Kempf
- A L Hillman
- A Lizzeri
- A Lizzeri
- A M Goel
- A V Skorokhod
- B Han
- B Moldovanu
- B Moldovanu
- B Roberson
- C Seel
- D H Pyle
- D J Clark
- D J Cumming
- D Kvasov
- D Ryvkin
- D Ryvkin
- D Siculus
- D T Robinson
- Dawei Fang
- E G Falkenstein
- E Kamenica
- E P Lazear
- E R Sirri
- G Tullock
- H K Hvide
- H K Hvide
- H Oja
- H R Varian
- I Monroe
- J B Berk
- J Chen
- J Chevalier
- J Huang
- J Obl�ojobl� Obl�oj
- J R M Hosking
- J Taylor
- K A Konrad
- K Kawamura
- L E Dubins
- M A Meyer
- M C Jones
- M Gentzkow
- M K Brunnermeier
- M Kr�akelkr� Kr�akel
- M Kr�akelkr� Kr�akel
- M R Baye
- M Rubinstein
- M Sato
- N Barberis
- N Sahuguet
- N Van Long
- N Wagner
- O Dijk
- P A Diamond
- P Barelli
- P Billingsley
- P Bordalo
- P Dasgupta
- P Nieken
- Q Fu
- R B Myerson
- R Harris
- R J Akerlof
- R Siegel
- R.-D Reiss
- S Ankirchner
- S Bhattacharya
- S Boyd
- S C Tsiang
- S Hart
- S M Gilpatric
- S Rose-Ackerman
- S Skaperdas
- T Ellingsen
- T Klette
- T M Cover
- Thomas H. Noe
- Y.-K Che
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2013
- Field of study
Is Hungary Ready For Inflation Targeting?
- Author
- A Cukierman
- A Cukierman
- A Haldane
- A Posen
- A Posen
- B Bernanke
- B Sack
- C Berg
- Canada Bank Of
- D E W Laidler
- D L Kohn
- D Longworth
- D Longworth
- E Falcetti
- E Hochreiter
- E Hochreiter
- European Central
- European Union
- F S Mishkin
- G A Calvo
- G A Calvo
- G Bufman
- G Debelle
- G Obl�th
- G P Kiss
- Gy Barab�s
- Gy Szap�ry
- Gy Szap�ry
- Istvan Abel
- J B Taylor
- J B Taylor
- J Forder
- J Kornai
- J Nem�nyi
- J Tarkka
- J Temple
- K Leitemo
- L E O Svensson
- L E O Svensson
- L Leiderman
- L Mahadeva
- L M�ty�s
- M Blejer
- M Krzak
- O Radzyner
- P L Siklos
- P L Siklos
- P L Siklos
- P L Siklos
- P L Siklos
- P L Siklos
- P Loungani
- P Masson
- Pierre L. Siklos
- R C K Burdekin
- R Clarida
- R Golinelli
- S Dvorsky
- S Valkovszky
- Siklos
- W Coats
- W F Duisenberg
- Zs Darvas
- � Csermely
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2001
- Field of study
III. Abteilung.
- Author
- A
- A. Dei
- A. Frey S. L
- Achelis Besprochen
- Achelis Besprochen
- Alinazov A.
- An
- Ancyre La Passion
- Anderson J. G. C.
- Athos Actes
- Aubry Pierre
- Auf
- Aurelio Palmieri S. Besprochen
- B
- B.
- Barreca Concetto
- Basileios åãÜëïé éåñÜñ÷áé
- Baumgarten Paul Maria
- Baumstark B. Z.
- Bebb Besprochen
- Bellesheim A.
- Besprechung
- Besprechung
- Besprochen
- Besprochen
- Besprochen
- Besprochen
- Besprochen
- Besprochen
- Besprochen
- Besprochen
- Besprochen
- Besprochen
- Besprochen
- Besprochen
- Besprochen
- Besprochen
- Besprochen
- Besprochen von Am S.
- Besprochen von Hasenclever S.
- Bethune-Baker J. F.
- Bihlmeyer K.
- Bnrkitt F. C.
- Bonsset
- Bonsset W.
- Bonwetsch N.
- Bouche-Leclercq Anders H.
- Bousset
- Bousset W.
- Braun Besprochen
- Brinkmann Hans Wegehaupt
- Burkitt F. C.
- Butler Besprochen
- Butler E. C.
- Butler E. C.
- Bürkner Richard
- C. E.
- Card Fr.
- Caro Besprochen
- Cavalieri Pio Franchi
- Chapman Dom John
- Charles Besprochen
- Charles Besprochen
- Chevalier U.
- Cook S. A.
- Cowley A. E.
- Crnm W. E.
- Crnm W. E.
- Deißmann Adolf
- Densnsianu Ovide
- Der Brief
- Deutsch Besprochen
- Die
- Diehl Charles
- Diekamp Fr.
- Dobschütz Besprechungen
- Don Placido
- Ermoni V.
- Fr S.
- Frederick
- Friedrich J.
- Funk
- Funk
- Funk
- Fürst Besprochen
- G.
- Gaffire
- Galante Aloysius
- Ganl Willy
- Gaul Willy
- Gayet AI.
- Geffcken J.
- Geizer H.
- George
- Gietl Besprochen
- Graeca Hippolyte Delehaye S. L SS.
- Grtttzmacher
- Grupp
- Harnack Adolf
- Harnack Besprochen
- Heinrici JH.
- Hergenröther-Kirsch J.
- Hippolyte Delehaye S.
- II
- Istrin V.
- J
- Jeremias O
- Jfittner J.
- JL
- Jorga N.
- Jos
- Juli S.
- K.
- Kirche Die Liturgie
- Koch Hugo
- Kraseninnikov M.
- Krumbacher K.
- Lake K.
- Lake K.
- Lamanskij V.
- Landan M.
- Lauchert F.
- Leipoldt Johannes
- Leo F.
- Liber de Mensibus Laurentii Lydi
- Lit
- M
- M
- M. Besprochen
- Meliarakes A.
- Mercati G.
- Mercati G.
- Meyer Besprochen
- Michon Etienne
- Miller W.
- Mitteis Ludwig
- Mkola'ides Kleanthes
- Nau F.
- Negelein J. v.
- Neumann Karl
- Obl G. Allmang
- Oldenburger Ervinus
- On Paul
- OV
- Oü der Goltz Ed.
- P
- P. E.
- Palmieri A.
- Palmieri P. Aurelio
- Papadopnlos-Keramens A.
- Paparrigopulos K.
- Paris
- Peeters P.
- Peeters S.
- Petit L.
- Pfl L.
- Prenscheil E.
- Prenschen Erwin
- R. Gnitton S.
- Rabeall Gastoil
- Rauschen G.
- Reuther Paul
- Rhein
- Richards Besprochen
- Rietschel Besprochen
- S.
- S.
- S. Vailh
- Saint Cassiodore Delehaye S. L
- Sammlung von Ed Besprechung
- Schanz
- Schermann Theodor
- Schiwietz Stephan
- Schmidtke A.
- Schttrer S.
- Schultheß Besprochen
- Schwane Joseph
- Schürer E.
- ScMrer Besprochen
- Seeberg Besprochen
- Seidlitz W. V.
- Sermys D.
- Sickenberger J.
- Ski Josef
- Ski Josef
- Souter A.
- St
- Sternbach L.
- Sternbach Leo
- Stnhlfanth G.
- Suvorov N.
- Sägmüller
- Tafeln S.
- Tickell Sydney Clande
- Turajev B.
- Turner Besprochen
- Turner Besprochen
- Turner Besprochen
- Turner C. H.
- Turner C. H.
- Turner C. H.
- Turner C. H.
- Vetter
- Vgl Wird
- Viz
- Viz
- Viz S. Notiert
- Voigt Carl
- von Albert Thnmb Besprochen
- von Anonymus Besprochen
- von Bonsset Besprochen
- von Carl Clemen Besprechung
- von Charles Diehl Besprochen
- von der Heyden-Zielewicz Johannes
- von Dobschütz E.
- von Ed Besprochen
- von Fr Besprechung
- von Fr Besprochen
- von Gelhardt Oskar
- von Hans Lietzmann Besprochen
- von Otto Scheel Besprochen
- von Otto Scheel Besprochen
- von Ph Besprochen
- von Rieber Besprochen
- von Schanz Besprochen
- von Schindler Besprochen
- von Theodor Schermann Besprochen
- von Wilhelm Schmidt Besprechung
- W. H.
- Wachsmnth Besprochen
- Waglier Wilhelm
- Walter Besprochen
- Watson C. M.
- Weigl E.
- Weis J. E.
- Wessely C.
- Wilson C. W.
- Wurm Alois
- zu Otto Festschrift
- üéá H
- Γονόα
- Publication venue
- 'Walter de Gruyter GmbH'
- Publication date
- 01/01/1904
- Field of study
Barriers and motivators to participation and retention in HIV/HCV cohort studies among people who inject drugs: a community consultation in Iran
- Author
- A Esmaeili
- A Nikfarjam
- A Ramezani
- A Salehi
- A Shaghaghi
- A Smith
- AA Haghdoost
- AB Collins
- Adibeh Barshan
- Ali Bahramnejad
- Ali Mirzazadeh
- Ali-Akbar Haghdoost
- Alya Briceno
- Armita Shahesmaeili
- B Nissaramanesh
- B Sarkari
- BS McCrady
- C Blumenberg
- C Day
- C Grady
- Center IS
- CL Fry
- DA Steinhaus
- DS Festinger
- DS Festinger
- E Razzaghi
- EM Aquino
- Esmail Najafi
- ET Golub
- FB Amiri
- FJ Sefidi
- G Nikpour
- Ghazal Mousavian
- GP Koocher
- H Himmich
- H Sharifi
- H Sharifi
- Hamid Sharifi
- I Acocella
- I Bozicevic
- I Chikovani
- J Deblonde
- JA Peterson
- JL Brody
- Kimberly Page
- L Maher
- L Topp
- LG Johnston
- LS Tso
- LW Roberts
- M Alavi
- M Malekinejad
- M Nasirian
- MB Kushel
- MR Jahani
- N Dickert
- N Kassaian
- N Razani
- O Massah
- OB Nielssen
- OBL Neto
- P Davidson
- P Gill
- P Kheirandish
- PV Staziaki
- R Abadie
- R Abadie
- R Fitzpatrick
- R Hayman
- R Imani
- R Khajehkazemi
- R Macklin
- R Taherkhani
- S Bajis
- S Fazel
- S Mahmud
- S Merat
- S Nematollahi
- S Wright
- S Zamani
- Samira Hosseini-Hooshyar
- SW Hwang
- T Seddon
- Willi McFarland
- Y Kusumoto
- Z Alam-mehrjerdi
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study