//--> //--> //-->
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
~subject:"Statistical distribution"
~isPartOf:"Central European journal of economic modelling and econometrics"
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: "Option pricing theory"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Statistical distribution
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Bayes-Statistik
2
Bayesian inference
2
MCMC methods
2
Markov chain
2
Markov-Kette
2
Statistische Verteilung
2
jump-diffusion model
2
stochastic volatility
2
Bayesian approach
1
Bernoulli jump-diffusion model
1
CAPM
1
Erdgas
1
Erdgasmarkt
1
Kou model
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Natural gas
1
Natural gas market
1
commodity markets
1
double exponential distribution
1
double exponential jump diffusion model
1
gas forward prices
1
jump
1
latent variables
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Kostrzewski, Maciej
2
Published in...
All
Central European journal of economic modelling and econometrics
International journal of theoretical and applied finance
24
Journal of econometrics
14
Quantitative finance
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
The journal of futures markets
13
Review of derivatives research
11
Applied mathematical finance
10
Computational economics
10
Journal of banking & finance
9
The journal of computational finance
9
Journal of economic dynamics & control
8
Journal of mathematical finance
8
International journal of financial engineering
7
The North American journal of economics and finance : a journal of financial economics studies
7
European journal of operational research : EJOR
6
Insurance / Mathematics & economics
6
Review of quantitative finance and accounting
6
Finance research letters
5
Risks : open access journal
5
SFB 649 discussion paper
5
Mathematics and financial economics
4
Asia-Pacific journal of financial studies
3
CREATES research paper
3
Economic modelling
3
Economics letters
3
Finance and stochastics
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of risk
3
Research paper series / Swiss Finance Institute
3
Staff reports / Federal Reserve Bank of New York
3
Working papers / Rutgers University, Department of Economics
3
Annals of finance
2
Applied economics
2
Asia-Pacific financial markets
2
Center for Research in Economics and Finance (CIEF), Working Papers
2
Computational Management Science : CMS
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The Bayesian methods of jump detection : the example of gas and EUA contract prices
Kostrzewski, Maciej
- In:
Central European journal of economic modelling and …
11
(
2019
)
2
,
pp. 107-131
Persistent link: https://www.econbiz.de/10012294576
Saved in:
2
Bayesian DEJD model and detection of asymmetry in jump sizes
Kostrzewski, Maciej
- In:
Central European journal of economic modelling and …
7
(
2015
)
1
,
pp. 43-70
Persistent link: https://www.econbiz.de/10011305742
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->