//--> //--> //-->
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:"Levendorskij, Sergej Z."
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: "Volatilität"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
Black-Scholes model
2
Black-Scholes-Modell
2
CGMY model
1
Carr's randomization
1
Fourier transform
1
Heston model
1
KoBoL processes
1
Lévy processes
1
Normal Inverse Gaussian processes
1
Option pricing
1
Option pricing; barrier options
1
Option trading
1
Optionsgeschäft
1
Variance Gamma processes
1
Wiener-Hopf factorization
1
asymptotics
1
calibration
1
first-touch digitals
1
one-touch options
1
more ...
less ...
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
4
Author
All
Levendorskij, Sergej Z.
McAleer, Michael
308
Gupta, Rangan
224
Caporale, Guglielmo Maria
178
Bollerslev, Tim
145
Chang, Chia-Lin
116
Diebold, Francis X.
115
Pierdzioch, Christian
106
Bouri, Elie
102
Andersen, Torben
98
Spagnolo, Nicola
98
Aizenman, Joshua
97
Ma, Feng
89
Härdle, Wolfgang
86
Bekaert, Geert
80
Koopman, Siem Jan
80
Hautsch, Nikolaus
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
73
Engle, Robert F.
72
Asai, Manabu
71
Todorov, Viktor
68
Buch, Claudia M.
67
McMillan, David G.
67
Caporin, Massimiliano
66
Lux, Thomas
66
Chiarella, Carl
64
Tiwari, Aviral Kumar
62
Kočenda, Evžen
61
Caballero, Ricardo J.
55
Corbet, Shaen
55
Gil-Alaña, Luis A.
55
Kang, Sang Hoon
55
Wohar, Mark E.
55
Lucey, Brian M.
54
Christoffersen, Peter F.
53
Clements, Adam
52
Clark, Todd E.
51
Mumtaz, Haroon
51
Allen, David E.
50
Belke, Ansgar
50
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
1
Published in...
All
International journal of theoretical and applied finance
2
Applied mathematical finance
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
American options in the Heston model with stochastic interest rate and its generalizations
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Applied mathematical finance
20
(
2013
)
1/2
,
pp. 26-49
Persistent link: https://www.econbiz.de/10009737181
Saved in:
2
Efficient pricing and reliable calibration in the Heston model
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-44
Persistent link: https://www.econbiz.de/10009685887
Saved in:
3
Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya
;
Innocentis, Marco de
;
Levendorskij, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
Saved in:
4
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->