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~person:"Miyahara, Yoshio"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
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Kapitaleinkommen
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Option pricing theory
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Miyahara, Yoshio
Todorov, Viktor
11
Jacod, Jean
9
Tauchen, George Eugene
8
Li, Jia
7
Barndorff-Nielsen, Ole E.
6
Bollerslev, Tim
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Jeanblanc, Monique
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Linton, Oliver
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Platen, Eckhard
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Podolskij, Mark
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Benth, Fred Espen
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Cui, Zhenyu
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Fontana, Claudio
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Hong, Seok Young
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McCauley, Joseph L.
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Pommeret, Denys
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Yor, Marc
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Zhang, Hui Jun
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Ait-Sahalia, Yacine
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Aït-Sahalia, Yacine
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Baldeaux, Jan
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Chiarella, Carl
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Choulli, Tahir
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Deng, Jun
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Föllmer, Hans
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Grbac, Zorana
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Imkeller, Peter
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Kallsen, Jan
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Madan, Dilip B.
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Ruf, Johannes
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Schmidt, Thorsten
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Schoutens, Wim
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Shephard, Neil G.
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Siu, Tak Kuen
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Tankov, Peter
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Veraart, Almut E. D.
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Vrins, Frédéric
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Aksamit, Anna
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
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ECONIS (ZBW)
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Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy martingale measures
Miyahara, Yoshio
-
2012
Persistent link: https://www.econbiz.de/10009426688
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2
Option pricing based on geometric stable processes and minimal entropy martingale measures
Miyahara, Yoshio
;
Moriwaki, Naruhiko
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 119-133)
.
2009
Persistent link: https://www.econbiz.de/10003871176
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3
[Geometric Lévy process & MEMM] pricing model and related estimation problems
Miyahara, Yoshio
- In:
Asia-Pacific financial markets
8
(
2001
)
1
,
pp. 45-60
Persistent link: https://www.econbiz.de/10001601030
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