//--> //--> //-->
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:"Capponi, Agostino"
~person:"Klüppelberg, Claudia"
~person:"Seo, Sang Byung"
~type_genre:"Article in journal"
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: subject_exact:"Levy process"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Lévy process
3
Stochastic process
3
Stochastischer Prozess
3
Option pricing theory
2
Optionspreistheorie
2
Time series analysis
2
Zeitreihenanalyse
2
CARMA model
1
Characteristic function
1
Commodity derivative
1
Continuous time linear model
1
Credit risk
1
Default
1
Derivat
1
Derivative
1
Electric power industry
1
Electricity futures prices
1
Electricity price
1
Electricity spot prices
1
Elektrizitätswirtschaft
1
FICOGARCH
1
Infinite-dimensional analysis
1
Insolvency
1
Insolvenz
1
Kreditrisiko
1
Risikoprämie
1
Risk premium
1
Robust filter
1
Rohstoffderivat
1
Spot market
1
Spotmarkt
1
Stable CARMA process
1
Strompreis
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
Vulnerable claims
1
fractional subordinator
1
fractionally integrated COGARCH
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Working Paper
4
Aufsatz in Zeitschrift
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Language
All
English
3
Author
All
Capponi, Agostino
Klüppelberg, Claudia
Seo, Sang Byung
Aguilar, Jean-Philippe
7
Kim, Young Shin
7
Yamazaki, Akira
3
Chan, Tat Lung
2
Chevallier, Julien
2
Fabozzi, Frank J.
2
Goutte, Stéphane
2
Hess, Markus
2
Kabanov, Jurij M.
2
Kirkby, Justin Lars
2
Korbel, Jan
2
Li, Shu
2
Mittnik, Stefan
2
Pagliarani, Stefano
2
Palmowski, Z.
2
Palmowski, Zbigniew
2
Park, Jiho
2
Rathgeber, Andreas W.
2
Račev, Svetlozar T.
2
Ruan, Xinfeng
2
Zhu, Wenli
2
Abbring, Jaap H.
1
Abraham, Rebecca
1
Ahcan, Ales
1
Al-Hadad, Jonas
1
Al-Khalifa, K. N.
1
Ballotta, Laura
1
Benth, Fred Espen
1
Biagini, Francesca
1
Bito, Christian
1
Bi̇rbi̇l, Ş. İlker
1
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Borovkov, Konstantin A.
1
Botosaru, Irene
1
Boyarchenko, Mitya
1
Brockwell, Peter J.
1
Budhi Arta Surya
1
Cai, Zongwu
1
more ...
less ...
Published in...
All
Energy economics
1
Finance and stochastics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fractionally integrated COGARCH processes
Haug, Stephan
;
Klüppelberg, Claudia
;
Straub, German
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
4
,
pp. 599-628
Persistent link: https://www.econbiz.de/10011988000
Saved in:
2
Futures pricing in electricity markets based on stable CARMA spot models
Benth, Fred Espen
;
Klüppelberg, Claudia
;
Müller, Gernot
; …
- In:
Energy economics
44
(
2014
),
pp. 392-406
Persistent link: https://www.econbiz.de/10010457150
Saved in:
3
Pricing vulnerable claims in a Lévy-driven model
Capponi, Agostino
;
Pagliarani, Stefano
;
Vargiolu, Tiziano
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 755-789
Persistent link: https://www.econbiz.de/10010413669
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->