EconBiz Author Profile

Click on a term to reduce result list Information symbol The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.

option pricing theoryheston modeloption tradingportfolio managementportfolio selectionoption pricingpricing moderatedeviations regimerough hestonimplied volatilitytransaction costsstochastischer prozess

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Years of publications: 2009 - 2020

37 records from EconBiz based on author Name

1. Realized volatility and correlation estimators under non-Gaussian microstructure noise

Safari, Amir; Sun, Wei; Seese, Detlef; Račev, Svetlozar T.;
2012
Type: Aufsatz im Buch; Book section;

2. Risikomanagement durch Modellierung eines makroökonomischen Marktmodells im Kontext unternehmensweiter Stresstests

Seese, Detlef; Siebert, Luka; Vogel, Andreas;
2011
Type: Aufsatz in Zeitschrift; Article in journal;

3. Towards a benchmarking framework for financial text mining

Bozic, Caslav; Riordan, Ryan; Seese, Detlef; Weinhardt, Christof;
2011
Type: Aufsatz im Buch; Book section;

4. Risikomanagement durch Modellierung eines makroökonomischen Marktmodells im Kontext unternehmensweiter Stresstests

Seese, Detlef; Siebert, Luka; Vogel, Andreas;
2011

5. Behavior of realized volatility and correlation in exchange markets

Safari, Amir; Seese, Detlef;
2010
Type: Article;
Availability:

6. Behavior of realized volatility and correlation in exchange markets

Safari, Amir; Seese, Detlef;
2010
Availability:

7. On measuring the understandability of process models

Melcher, Joachim; Mendling, Jan; Reijers, Hajo A.; Seese, Detlef;
2010
Type: Aufsatz im Buch; Book section;

8. Intelligent business process execution using Particle Swarm Optimization

Kress, Markus; Mostaghim, Sanaz; Seese, Detlef;
2010
Type: Aufsatz im Buch; Book section;

9. Autonomous optimization of business processes

Kress, Markus; Seese, Detlef;
2010
Type: Aufsatz im Buch; Book section;

10. Empirical analysis of a proposed process granularity heuristic

Melcher, Joachim; Seese, Detlef;
2010
Type: Aufsatz im Buch; Book section;

The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Stefan Gerhold

Dr. techn.

Biblio: Dissertation JKU Linz 2005 ; Habilitation TU Wien 2010 Fakultät für Mathematik und Geoinformation ; Universitätsprofessor TU Wien Institut für Stochastik und Wirtschaftsmathematik, Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
Place of Activity: Wien